| 更新時間： | 2026年10月9日 PM 7:23:18 | ||||||
| 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 |
| 28/08/26 | 17.180% | 25584.79 | 14.769% | 15.090% | +2.090% | 15.090% | +2.090% |
| 31/08/26 | 17.580% | 25566.99 | 14.769% | 14.946% | +2.634% | 18.506% | -0.926% |
| 01/09/26 | 17.260% | 25329.73 | 14.557% | 14.759% | +2.501% | 18.154% | -0.894% |
| 02/09/26 | 17.640% | 25311.21 | 14.553% | 14.697% | +2.943% | 17.957% | -0.317% |
| 03/09/26 | 17.510% | 25213.31 | 13.076% | 14.345% | +3.165% | 17.408% | +0.102% |
| 04/09/26 | 17.160% | 25650.87 | 14.452% | 14.281% | +2.879% | 17.214% | -0.054% |
| 07/09/26 | 17.860% | 25413.12 | 14.540% | 14.236% | +3.624% | 16.808% | +1.052% |
| 08/09/26 | 17.520% | 25317.18 | 13.727% | 14.070% | +3.450% | 16.496% | +1.024% |
| 09/09/26 | 17.690% | 25274.96 | 13.269% | 13.813% | +3.877% | 16.082% | +1.608% |
| 10/09/26 | 18.270% | 24954.47 | 13.915% | 13.981% | +4.289% | 16.163% | +2.107% |
| 11/09/26 | 19.170% | 24805.63 | 13.344% | 13.759% | +5.411% | 15.793% | +3.377% |
| 14/09/26 | 18.900% | 24917.60 | 12.694% | 13.390% | +5.510% | 15.040% | +3.860% |
| 15/09/26 | 19.270% | 24667.24 | 13.058% | 13.256% | +6.014% | 14.781% | +4.489% |
| 16/09/26 | 19.260% | 24713.78 | 13.117% | 13.226% | +6.034% | 14.638% | +4.622% |
| 17/09/26 | 19.430% | 24604.29 | 12.898% | 13.022% | +6.408% | 14.306% | +5.124% |
| 18/09/26 | 18.940% | 24750.78 | 12.753% | 12.904% | +6.036% | 14.070% | +4.870% |
| 21/09/26 | 19.390% | 25042.71 | 11.531% | 12.672% | +6.718% | 13.504% | +5.886% |
| 22/09/26 | 18.850% | 25087.75 | 11.568% | 12.374% | +6.476% | 13.085% | +5.765% |
| 23/09/26 | 18.400% | 24834.12 | 11.784% | 12.107% | +6.293% | 12.704% | +5.696% |
| 24/09/26 | 18.170% | 24761.13 | 11.749% | 11.877% | +6.293% | 12.365% | +5.805% |
| 25/09/26 | 18.320% | 24510.09 | 12.093% | 11.745% | +6.575% | 12.131% | +6.189% |
| 28/09/26 | 18.030% | 24642.51 | 12.370% | 11.913% | +6.117% | 12.011% | +6.019% |
| 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% |
| 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 |
| 28/08/26 | 19.170% | 8490.39 | 14.968% | 15.456% | +3.714% | 15.456% | +3.714% |
| 31/08/26 | 19.670% | 8513.18 | 15.020% | 15.296% | +4.374% | 18.940% | +0.730% |
| 01/09/26 | 19.010% | 8462.64 | 14.279% | 14.989% | +4.021% | 18.436% | +0.574% |
| 02/09/26 | 19.340% | 8450.10 | 14.280% | 14.778% | +4.562% | 18.056% | +1.284% |
| 03/09/26 | 19.260% | 8385.24 | 13.411% | 14.392% | +4.868% | 17.465% | +1.795% |
| 04/09/26 | 18.930% | 8555.03 | 15.208% | 14.440% | +4.490% | 17.405% | +1.525% |
| 07/09/26 | 19.670% | 8429.73 | 15.770% | 14.590% | +5.080% | 17.226% | +2.444% |
| 08/09/26 | 19.290% | 8397.32 | 15.043% | 14.742% | +4.548% | 17.285% | +2.005% |
| 09/09/26 | 19.620% | 8369.05 | 14.527% | 14.792% | +4.828% | 17.221% | +2.399% |
| 10/09/26 | 20.250% | 8274.78 | 14.966% | 15.103% | +5.147% | 17.460% | +2.790% |
| 11/09/26 | 21.290% | 8246.33 | 14.422% | 14.945% | +6.345% | 17.155% | +4.135% |
| 14/09/26 | 21.130% | 8284.58 | 13.961% | 14.584% | +6.546% | 16.380% | +4.750% |
| 15/09/26 | 21.450% | 8204.91 | 14.263% | 14.428% | +7.022% | 16.087% | +5.363% |
| 16/09/26 | 21.370% | 8206.37 | 14.275% | 14.377% | +6.993% | 15.912% | +5.458% |
| 17/09/26 | 21.490% | 8175.36 | 14.003% | 14.185% | +7.305% | 15.583% | +5.907% |
| 18/09/26 | 20.910% | 8225.40 | 14.049% | 14.110% | +6.800% | 15.385% | +5.525% |
| 21/09/26 | 21.480% | 8339.63 | 13.214% | 13.961% | +7.519% | 14.878% | +6.602% |
| 22/09/26 | 21.160% | 8362.60 | 13.218% | 13.752% | +7.408% | 14.542% | +6.618% |
| 23/09/26 | 20.730% | 8273.81 | 13.037% | 13.504% | +7.226% | 14.170% | +6.560% |
| 24/09/26 | 20.320% | 8266.01 | 12.949% | 13.293% | +7.027% | 13.839% | +6.481% |
| 25/09/26 | 20.340% | 8165.78 | 13.464% | 13.176% | +7.164% | 13.609% | +6.731% |
| 28/09/26 | 19.790% | 8216.84 | 13.712% | 13.276% | +6.514% | 13.385% | +6.405% |
| 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% |