| 更新時間： | 2026年11月14日 AM 12:01:07 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 29/09/26 | 17.690% | 24523.57 | 12.059% | 12.011% | +5.679% | 12.011% | +5.679% |
| 30/09/26 | 16.990% | 24613.27 | 12.194% | 12.093% | +4.897% | 14.973% | +2.017% |
| 02/10/26 | 19.340% | 23972.29 | 14.878% | 12.719% | +6.621% | 15.539% | +3.801% |
| 05/10/26 | 19.080% | 24040.34 | 13.694% | 13.039% | +6.041% | 15.609% | +3.471% |
| 06/10/26 | 18.360% | 24280.56 | 14.071% | 13.379% | +4.981% | 15.907% | +2.453% |
| 07/10/26 | 17.920% | 24130.50 | 14.093% | 13.786% | +4.134% | 16.277% | +1.643% |
| 08/10/26 | 19.090% | 23785.79 | 14.667% | 14.281% | +4.809% | 16.744% | +2.346% |
| 09/10/26 | 18.090% | 24211.35 | 15.650% | 14.435% | +3.655% | 16.807% | +1.283% |
| 12/10/26 | 18.100% | 24271.20 | 15.583% | 14.813% | +3.287% | 16.881% | +1.219% |
| 13/10/26 | 17.980% | 24345.22 | 15.528% | 15.104% | +2.876% | 17.089% | +0.891% |
| 14/10/26 | 17.660% | 24314.17 | 15.224% | 15.330% | +2.330% | 17.219% | +0.441% |
| 15/10/26 | 18.660% | 24062.72 | 15.521% | 15.501% | +3.159% | 17.284% | +1.376% |
| 16/10/26 | 18.290% | 24186.83 | 15.650% | 15.501% | +2.789% | 17.156% | +1.134% |
| 20/10/26 | 19.210% | 23867.74 | 15.899% | 15.564% | +3.646% | 16.715% | +2.495% |
| 21/10/26 | 19.790% | 23651.87 | 15.394% | 15.538% | +4.252% | 16.559% | +3.231% |
| 22/10/26 | 22.080% | 22934.68 | 18.056% | 16.104% | +5.976% | 17.030% | +5.050% |
| 23/10/26 | 21.100% | 23093.37 | 18.193% | 16.638% | +4.462% | 17.458% | +3.642% |
| 26/10/26 | 20.610% | 23211.81 | 18.433% | 17.195% | +3.415% | 17.619% | +2.991% |
| 27/10/26 | 20.330% | 23041.32 | 18.269% | 17.669% | +2.661% | 17.959% | +2.371% |
| 28/10/26 | 19.520% | 23094.83 | 18.193% | 18.229% | +1.291% | 18.379% | +1.141% |
| 29/10/26 | 19.280% | 22958.65 | 18.181% | 18.254% | +1.026% | 18.254% | +1.026% |
| 30/10/26 | 19.180% | 23294.42 | 19.131% | 18.441% | +0.739% | 22.683% | -3.503% |
| 02/11/26 | 19.200% | 23393.32 | 17.200% | 18.195% | +1.005% | 21.931% | -2.731% |
| 03/11/26 | 19.240% | 23525.97 | 17.232% | 17.987% | +1.253% | 21.533% | -2.293% |
| 04/11/26 | 18.930% | 23919.50 | 17.793% | 17.907% | +1.023% | 21.290% | -2.360% |
| 05/11/26 | 21.190% | 24796.98 | 21.701% | 18.612% | +2.578% | 21.975% | -0.785% |
| 06/11/26 | 21.970% | 24481.86 | 21.921% | 19.170% | +2.800% | 22.476% | -0.506% |
| 09/11/26 | 20.770% | 24448.95 | 20.804% | 19.890% | +0.880% | 22.831% | -2.061% |
| 10/11/26 | 19.080% | 24557.04 | 20.810% | 20.606% | -1.526% | 23.483% | -4.403% |
| 11/11/26 | 18.830% | 24315.92 | 21.054% | 21.258% | -2.428% | 24.052% | -5.222% |
| 12/11/26 | 19.250% | 24008.55 | 21.500% | 21.218% | -1.968% | 23.832% | -4.582% |
| 13/11/26 | 19.930% | 23637.60 | 21.899% | 21.214% | -1.284% | 23.653% | -3.723% |
| 國企指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 29/09/26 | 19.340% | 8178.81 | 13.619% | 13.356% | +5.984% | 13.356% | +5.984% |
| 30/09/26 | 18.550% | 8220.08 | 13.813% | 13.511% | +5.039% | 16.730% | +1.820% |
| 02/10/26 | 20.890% | 8030.54 | 15.576% | 14.037% | +6.853% | 17.150% | +3.740% |
| 05/10/26 | 20.590% | 8051.67 | 13.973% | 14.139% | +6.451% | 16.926% | +3.664% |
| 06/10/26 | 19.980% | 8128.97 | 13.708% | 14.138% | +5.842% | 16.809% | +3.171% |
| 07/10/26 | 19.500% | 8082.40 | 13.733% | 14.160% | +5.340% | 16.719% | +2.781% |
| 08/10/26 | 20.260% | 8010.58 | 13.906% | 14.179% | +6.081% | 16.625% | +3.635% |
| 09/10/26 | 19.430% | 8147.87 | 14.843% | 14.032% | +5.398% | 16.338% | +3.092% |
| 12/10/26 | 19.660% | 8168.57 | 14.846% | 14.207% | +5.453% | 16.191% | +3.469% |
| 13/10/26 | 19.790% | 8174.72 | 14.719% | 14.409% | +5.381% | 16.303% | +3.487% |
| 14/10/26 | 19.500% | 8183.17 | 14.427% | 14.548% | +4.952% | 16.341% | +3.159% |
| 15/10/26 | 20.390% | 8103.27 | 14.788% | 14.725% | +5.665% | 16.418% | +3.972% |
| 16/10/26 | 20.080% | 8128.25 | 14.828% | 14.722% | +5.358% | 16.294% | +3.786% |
| 20/10/26 | 21.040% | 8030.26 | 15.031% | 14.759% | +6.281% | 15.850% | +5.190% |
| 21/10/26 | 21.730% | 7943.41 | 14.407% | 14.696% | +7.034% | 15.662% | +6.068% |
| 22/10/26 | 24.200% | 7689.19 | 17.622% | 15.335% | +8.865% | 16.217% | +7.983% |
| 23/10/26 | 23.500% | 7756.25 | 17.837% | 15.945% | +7.555% | 16.731% | +6.769% |
| 26/10/26 | 23.050% | 7802.09 | 18.115% | 16.602% | +6.448% | 17.012% | +6.038% |
| 27/10/26 | 22.700% | 7766.91 | 17.749% | 17.146% | +5.554% | 17.428% | +5.272% |
| 28/10/26 | 21.800% | 7791.63 | 17.639% | 17.792% | +4.008% | 17.938% | +3.862% |
| 29/10/26 | 21.340% | 7755.66 | 17.621% | 17.792% | +3.548% | 17.792% | +3.548% |
| 30/10/26 | 21.330% | 7862.22 | 18.382% | 17.901% | +3.429% | 22.018% | -0.688% |
| 02/11/26 | 21.680% | 7906.11 | 16.879% | 17.654% | +4.026% | 21.279% | +0.401% |
| 03/11/26 | 22.080% | 7943.10 | 16.866% | 17.477% | +4.603% | 20.923% | +1.157% |
| 04/11/26 | 21.680% | 8057.59 | 17.203% | 17.390% | +4.290% | 20.676% | +1.004% |
| 05/11/26 | 23.800% | 8369.08 | 21.547% | 18.175% | +5.625% | 21.460% | +2.340% |
| 06/11/26 | 24.530% | 8274.10 | 21.919% | 18.883% | +5.647% | 22.140% | +2.390% |
| 09/11/26 | 23.260% | 8260.15 | 20.979% | 19.703% | +3.557% | 22.616% | +0.644% |
| 10/11/26 | 21.370% | 8265.81 | 20.951% | 20.520% | +0.850% | 23.385% | -2.015% |
| 11/11/26 | 21.070% | 8171.45 | 21.349% | 21.349% | -0.279% | 24.155% | -3.085% |
| 12/11/26 | 21.600% | 8056.76 | 21.881% | 21.416% | +0.184% | 24.054% | -2.454% |
| 13/11/26 | 22.260% | 7937.53 | 22.200% | 21.472% | +0.788% | 23.941% | -1.681% |