| 更新時間： | 2026年8月26日 PM 5:37:39 | ||||||
| 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 |
| 29/06/26 | 24.980% | 23026.68 | 19.954% | 18.975% | +6.005% | 18.975% | +6.005% |
| 30/06/26 | 24.780% | 22881.02 | 19.676% | 19.203% | +5.577% | 23.935% | +0.845% |
| 02/07/26 | 23.770% | 23055.03 | 18.170% | 19.088% | +4.682% | 23.478% | +0.292% |
| 03/07/26 | 22.920% | 23350.03 | 18.426% | 19.021% | +3.899% | 23.239% | -0.319% |
| 06/07/26 | 23.250% | 23616.32 | 18.585% | 18.962% | +4.288% | 22.700% | +0.550% |
| 07/07/26 | 23.020% | 23496.89 | 18.352% | 18.642% | +4.378% | 22.164% | +0.856% |
| 08/07/26 | 24.020% | 24199.46 | 21.135% | 18.934% | +5.086% | 22.355% | +1.665% |
| 09/07/26 | 23.010% | 24030.18 | 21.242% | 19.548% | +3.462% | 22.920% | +0.090% |
| 10/07/26 | 22.740% | 24175.12 | 21.350% | 20.133% | +2.607% | 23.440% | -0.700% |
| 13/07/26 | 22.670% | 24213.72 | 21.342% | 20.684% | +1.986% | 23.572% | -0.902% |
| 14/07/26 | 22.390% | 24340.73 | 19.870% | 20.988% | +1.402% | 23.746% | -1.356% |
| 15/07/26 | 22.360% | 24681.10 | 20.354% | 20.832% | +1.528% | 23.398% | -1.038% |
| 16/07/26 | 22.740% | 25008.60 | 20.382% | 20.660% | +2.080% | 23.035% | -0.295% |
| 17/07/26 | 22.900% | 24562.24 | 21.387% | 20.667% | +2.233% | 22.874% | +0.026% |
| 20/07/26 | 23.900% | 25143.05 | 22.216% | 20.842% | +3.058% | 22.554% | +1.346% |
| 21/07/26 | 23.370% | 25132.29 | 22.215% | 21.311% | +2.059% | 22.886% | +0.484% |
| 22/07/26 | 22.890% | 24892.66 | 22.145% | 21.669% | +1.221% | 23.093% | -0.203% |
| 23/07/26 | 22.110% | 25210.81 | 22.208% | 22.034% | +0.076% | 23.301% | -1.191% |
| 24/07/26 | 22.210% | 24963.23 | 22.484% | 22.254% | -0.044% | 23.350% | -1.140% |
| 27/07/26 | 22.180% | 25207.18 | 22.062% | 22.223% | -0.043% | 22.770% | -0.590% |
| 28/07/26 | 22.210% | 25310.85 | 20.851% | 21.950% | +0.260% | 22.311% | -0.101% |
| 29/07/26 | 22.240% | 25807.92 | 21.402% | 21.802% | +0.438% | 21.981% | +0.259% |
| 30/07/26 | 21.530% | 25858.88 | 20.872% | 21.535% | -0.005% | 21.535% | -0.005% |
| 31/07/26 | 20.630% | 25884.43 | 19.966% | 21.031% | -0.401% | 25.868% | -5.238% |
| 03/08/26 | 20.480% | 26009.40 | 19.251% | 20.469% | +0.011% | 24.672% | -4.192% |
| 04/08/26 | 19.650% | 25852.92 | 19.627% | 20.224% | -0.574% | 24.210% | -4.560% |
| 05/08/26 | 19.470% | 25915.82 | 16.286% | 19.200% | +0.270% | 22.828% | -3.358% |
| 06/08/26 | 19.520% | 25530.28 | 17.403% | 18.507% | +1.013% | 21.851% | -2.331% |
| 07/08/26 | 18.900% | 25668.03 | 17.267% | 17.967% | +0.933% | 21.066% | -2.166% |
| 10/08/26 | 19.120% | 25937.49 | 17.440% | 17.605% | +1.515% | 20.207% | -1.087% |
| 11/08/26 | 18.750% | 25652.82 | 17.993% | 17.278% | +1.472% | 19.690% | -0.940% |
| 12/08/26 | 18.870% | 25440.17 | 17.608% | 17.542% | +1.328% | 19.848% | -0.978% |
| 13/08/26 | 18.420% | 25396.51 | 17.079% | 17.477% | +0.943% | 19.631% | -1.211% |
| 14/08/26 | 17.920% | 25116.85 | 16.322% | 17.288% | +0.632% | 19.276% | -1.356% |
| 17/08/26 | 18.490% | 25453.23 | 15.187% | 16.838% | +1.652% | 18.359% | +0.131% |
| 18/08/26 | 18.300% | 25471.15 | 15.142% | 16.268% | +2.032% | 17.604% | +0.696% |
| 19/08/26 | 18.630% | 25495.07 | 14.421% | 15.630% | +3.000% | 16.786% | +1.844% |
| 20/08/26 | 18.750% | 25698.49 | 14.275% | 15.069% | +3.681% | 16.060% | +2.690% |
| 21/08/26 | 18.340% | 26009.46 | 13.856% | 14.576% | +3.764% | 15.414% | +2.926% |
| 24/08/26 | 19.420% | 25517.33 | 15.490% | 14.637% | +4.783% | 15.118% | +4.302% |
| 25/08/26 | 18.800% | 25511.10 | 15.491% | 14.707% | +4.093% | 15.069% | +3.731% |
| 26/08/26 | 18.300% | 25652.97 | 14.865% | 14.795% | +3.505% | 15.038% | +3.262% |
| 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 |
| 29/06/26 | 26.570% | 7605.34 | 22.573% | 21.089% | +5.481% | 21.089% | +5.481% |
| 30/06/26 | 26.490% | 7558.30 | 22.241% | 21.443% | +5.047% | 26.727% | -0.237% |
| 02/07/26 | 25.550% | 7612.48 | 20.170% | 21.374% | +4.176% | 26.290% | -0.740% |
| 03/07/26 | 24.730% | 7699.76 | 20.000% | 21.214% | +3.516% | 25.918% | -1.188% |
| 06/07/26 | 25.410% | 7812.35 | 20.841% | 21.165% | +4.245% | 25.337% | +0.073% |
| 07/07/26 | 25.390% | 7770.26 | 20.770% | 20.804% | +4.586% | 24.735% | +0.655% |
| 08/07/26 | 27.300% | 8084.22 | 25.360% | 21.428% | +5.872% | 25.300% | +2.000% |
| 09/07/26 | 25.740% | 7997.29 | 25.554% | 22.505% | +3.235% | 26.387% | -0.647% |
| 10/07/26 | 25.540% | 8039.19 | 25.659% | 23.637% | +1.903% | 27.519% | -1.979% |
| 13/07/26 | 25.500% | 8065.97 | 25.524% | 24.573% | +0.927% | 28.005% | -2.505% |
| 14/07/26 | 25.140% | 8103.08 | 24.390% | 25.297% | -0.157% | 28.622% | -3.482% |
| 15/07/26 | 25.220% | 8184.38 | 24.708% | 25.167% | +0.053% | 28.268% | -3.048% |
| 16/07/26 | 25.760% | 8318.14 | 24.829% | 25.022% | +0.738% | 27.899% | -2.139% |
| 17/07/26 | 25.740% | 8136.73 | 25.873% | 25.065% | +0.675% | 27.741% | -2.001% |
| 20/07/26 | 27.200% | 8381.90 | 26.979% | 25.356% | +1.844% | 27.438% | -0.238% |
| 21/07/26 | 26.430% | 8360.68 | 27.001% | 25.878% | +0.552% | 27.791% | -1.361% |
| 22/07/26 | 25.940% | 8251.07 | 27.099% | 26.356% | -0.416% | 28.088% | -2.148% |
| 23/07/26 | 25.070% | 8352.67 | 27.198% | 26.830% | -1.760% | 28.373% | -3.303% |
| 24/07/26 | 25.060% | 8271.06 | 27.124% | 27.080% | -2.020% | 28.415% | -3.355% |
| 27/07/26 | 24.860% | 8365.38 | 26.737% | 27.032% | -2.172% | 27.698% | -2.838% |
| 28/07/26 | 25.170% | 8436.25 | 25.287% | 26.689% | -1.519% | 27.127% | -1.957% |
| 29/07/26 | 25.500% | 8623.52 | 25.886% | 26.446% | -0.946% | 26.664% | -1.164% |
| 30/07/26 | 24.420% | 8644.71 | 25.415% | 26.090% | -1.670% | 26.090% | -1.670% |
| 31/07/26 | 23.540% | 8612.15 | 24.904% | 25.646% | -2.106% | 31.544% | -8.004% |
| 03/08/26 | 23.300% | 8652.15 | 23.969% | 25.092% | -1.792% | 30.245% | -6.945% |
| 04/08/26 | 22.540% | 8574.26 | 24.488% | 24.933% | -2.393% | 29.848% | -7.308% |
| 05/08/26 | 22.170% | 8603.73 | 19.475% | 23.650% | -1.480% | 28.118% | -5.948% |
| 06/08/26 | 21.980% | 8498.73 | 19.993% | 22.566% | -0.586% | 26.644% | -4.664% |
| 07/08/26 | 21.330% | 8531.58 | 19.838% | 21.553% | -0.223% | 25.270% | -3.940% |
| 10/08/26 | 21.630% | 8621.84 | 19.948% | 20.749% | +0.881% | 23.816% | -2.186% |
| 11/08/26 | 21.380% | 8528.10 | 20.409% | 19.933% | +1.447% | 22.716% | -1.336% |
| 12/08/26 | 21.490% | 8446.27 | 20.414% | 20.121% | +1.369% | 22.765% | -1.275% |
| 13/08/26 | 20.970% | 8426.49 | 19.639% | 20.050% | +0.920% | 22.520% | -1.550% |
| 14/08/26 | 20.390% | 8340.83 | 18.434% | 19.769% | +0.621% | 22.042% | -1.652% |
| 17/08/26 | 21.080% | 8439.97 | 16.147% | 19.009% | +2.071% | 20.726% | +0.354% |
| 18/08/26 | 21.040% | 8453.20 | 16.038% | 18.135% | +2.905% | 19.624% | +1.416% |
| 19/08/26 | 21.240% | 8471.21 | 14.930% | 17.038% | +4.202% | 18.297% | +2.943% |
| 20/08/26 | 21.400% | 8547.84 | 14.877% | 16.085% | +5.315% | 17.142% | +4.258% |
| 21/08/26 | 20.770% | 8634.34 | 14.284% | 15.255% | +5.515% | 16.132% | +4.638% |
| 24/08/26 | 22.100% | 8471.36 | 15.821% | 15.190% | +6.910% | 15.689% | +6.411% |
| 25/08/26 | 21.740% | 8445.37 | 15.817% | 15.146% | +6.594% | 15.519% | +6.221% |
| 26/08/26 | 20.750% | 8533.84 | 15.332% | 15.226% | +5.524% | 15.476% | +5.274% |