| 更新時間： | 2025年7月11日 PM 9:51:49 | ||||||
| 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 |
| 29/05/25 | 22.890% | 23573.38 | 19.623% | 19.173% | +3.717% | 19.173% | +3.717% |
| 30/05/25 | 23.050% | 23289.77 | 20.123% | 19.521% | +3.529% | 24.011% | -0.961% |
| 02/06/25 | 24.580% | 23157.97 | 19.143% | 19.488% | +5.092% | 23.490% | +1.090% |
| 03/06/25 | 24.760% | 23512.49 | 19.517% | 19.556% | +5.204% | 23.411% | +1.349% |
| 04/06/25 | 23.710% | 23654.03 | 19.549% | 19.591% | +4.119% | 23.292% | +0.418% |
| 05/06/25 | 23.350% | 23906.97 | 19.723% | 19.611% | +3.739% | 23.155% | +0.195% |
| 06/06/25 | 22.500% | 23792.54 | 19.842% | 19.555% | +2.945% | 22.928% | -0.428% |
| 09/06/25 | 23.200% | 24181.43 | 19.034% | 19.533% | +3.667% | 22.421% | +0.779% |
| 10/06/25 | 23.410% | 24162.87 | 16.706% | 18.971% | +4.439% | 21.620% | +1.790% |
| 11/06/25 | 23.170% | 24366.94 | 15.862% | 18.234% | +4.936% | 20.630% | +2.540% |
| 12/06/25 | 22.880% | 24035.38 | 16.007% | 17.490% | +5.390% | 19.645% | +3.235% |
| 13/06/25 | 23.330% | 23892.56 | 15.888% | 16.699% | +6.631% | 18.620% | +4.710% |
| 16/06/25 | 22.430% | 24060.99 | 15.921% | 16.077% | +6.353% | 17.529% | +4.901% |
| 17/06/25 | 22.090% | 23980.30 | 15.656% | 15.867% | +6.223% | 17.170% | +4.920% |
| 18/06/25 | 21.720% | 23710.69 | 16.153% | 15.925% | +5.795% | 17.102% | +4.618% |
| 19/06/25 | 22.540% | 23237.74 | 16.598% | 16.043% | +6.497% | 17.097% | +5.443% |
| 20/06/25 | 21.450% | 23530.48 | 17.212% | 16.308% | +5.142% | 17.246% | +4.204% |
| 23/06/25 | 21.590% | 23689.13 | 16.270% | 16.378% | +5.212% | 16.916% | +4.674% |
| 24/06/25 | 21.160% | 24177.07 | 17.609% | 16.768% | +4.392% | 17.182% | +3.978% |
| 25/06/25 | 21.530% | 24474.67 | 17.709% | 17.080% | +4.450% | 17.360% | +4.170% |
| 26/06/25 | 21.090% | 24325.40 | 17.557% | 17.271% | +3.819% | 17.413% | +3.677% |
| 27/06/25 | 20.380% | 24284.15 | 16.796% | 17.188% | +3.192% | 17.188% | +3.192% |
| 30/06/25 | 20.160% | 24072.28 | 17.042% | 17.342% | +2.818% | 21.616% | -1.456% |
| 02/07/25 | 20.310% | 24221.41 | 16.435% | 17.108% | +3.202% | 21.042% | -0.732% |
| 03/07/25 | 20.130% | 24069.94 | 16.575% | 16.881% | +3.249% | 20.624% | -0.494% |
| 04/07/25 | 20.160% | 23916.06 | 16.472% | 16.664% | +3.496% | 20.223% | -0.063% |
| 07/07/25 | 20.190% | 23887.83 | 16.298% | 16.564% | +3.626% | 19.693% | +0.497% |
| 08/07/25 | 20.350% | 24148.07 | 15.882% | 16.332% | +4.018% | 19.284% | +1.066% |
| 09/07/25 | 19.930% | 23892.32 | 16.257% | 16.297% | +3.633% | 19.108% | +0.822% |
| 10/07/25 | 20.220% | 24028.37 | 16.230% | 16.228% | +3.992% | 18.894% | +1.326% |
| 11/07/25 | 21.490% | 24139.57 | 15.394% | 16.012% | +5.478% | 18.511% | +2.979% |
| 國企指數期權引伸波幅分析 | |||||||
| 29/05/25 | 25.870% | 8559.71 | 20.566% | 20.055% | +5.815% | 20.055% | +5.815% |
| 30/05/25 | 25.800% | 8432.02 | 21.426% | 20.531% | +5.269% | 25.252% | +0.548% |
| 02/06/25 | 27.370% | 8359.26 | 20.371% | 20.549% | +6.821% | 24.769% | +2.601% |
| 03/06/25 | 27.550% | 8519.86 | 21.238% | 20.764% | +6.786% | 24.857% | +2.693% |
| 04/06/25 | 26.410% | 8576.75 | 21.303% | 20.981% | +5.429% | 24.944% | +1.466% |
| 05/06/25 | 26.070% | 8684.73 | 21.441% | 21.156% | +4.914% | 24.979% | +1.091% |
| 06/06/25 | 25.320% | 8629.75 | 21.548% | 21.180% | +4.140% | 24.834% | +0.486% |
| 09/06/25 | 25.870% | 8780.13 | 20.763% | 21.259% | +4.611% | 24.402% | +1.468% |
| 10/06/25 | 26.010% | 8767.36 | 18.615% | 20.734% | +5.276% | 23.629% | +2.381% |
| 11/06/25 | 25.660% | 8865.72 | 17.696% | 20.013% | +5.647% | 22.643% | +3.017% |
| 12/06/25 | 25.570% | 8729.96 | 17.990% | 19.323% | +6.247% | 21.703% | +3.867% |
| 13/06/25 | 26.190% | 8655.33 | 18.100% | 18.633% | +7.557% | 20.776% | +5.414% |
| 16/06/25 | 24.880% | 8729.99 | 18.224% | 18.125% | +6.755% | 19.763% | +5.117% |
| 17/06/25 | 24.580% | 8694.67 | 17.934% | 17.989% | +6.591% | 19.467% | +5.113% |
| 18/06/25 | 24.170% | 8594.19 | 18.337% | 18.117% | +6.053% | 19.456% | +4.714% |
| 19/06/25 | 24.960% | 8410.94 | 18.972% | 18.314% | +6.646% | 19.517% | +5.443% |
| 20/06/25 | 23.950% | 8527.07 | 19.636% | 18.621% | +5.329% | 19.691% | +4.259% |
| 23/06/25 | 24.130% | 8597.36 | 18.522% | 18.680% | +5.450% | 19.294% | +4.836% |
| 24/06/25 | 23.300% | 8760.45 | 19.515% | 18.997% | +4.303% | 19.465% | +3.835% |
| 25/06/25 | 23.700% | 8859.29 | 19.680% | 19.265% | +4.435% | 19.582% | +4.118% |
| 26/06/25 | 23.170% | 8803.83 | 19.499% | 19.370% | +3.800% | 19.529% | +3.641% |
| 27/06/25 | 22.300% | 8762.47 | 18.642% | 19.171% | +3.129% | 19.171% | +3.129% |
| 30/06/25 | 22.070% | 8678.30 | 18.794% | 19.226% | +2.844% | 23.963% | -1.893% |
| 02/07/25 | 22.090% | 8724.90 | 17.767% | 18.876% | +3.214% | 23.218% | -1.128% |
| 03/07/25 | 21.780% | 8648.44 | 17.997% | 18.540% | +3.240% | 22.651% | -0.871% |
| 04/07/25 | 21.890% | 8609.27 | 17.676% | 18.175% | +3.715% | 22.057% | -0.167% |
| 07/07/25 | 21.850% | 8608.54 | 17.424% | 17.932% | +3.918% | 21.319% | +0.531% |
| 08/07/25 | 22.160% | 8708.66 | 16.998% | 17.573% | +4.587% | 20.748% | +1.412% |
| 09/07/25 | 21.580% | 8597.27 | 17.481% | 17.515% | +4.065% | 20.536% | +1.044% |
| 10/07/25 | 22.260% | 8668.26 | 17.463% | 17.409% | +4.851% | 20.268% | +1.992% |
| 11/07/25 | 23.340% | 8687.56 | 16.416% | 17.156% | +6.184% | 19.834% | +3.506% |