| 更新時間： | 2026年1月14日 PM 4:59:48 | ||||||
| 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 |
| 27/11/25 | 18.690% | 25945.93 | 19.512% | 19.360% | -0.670% | 19.360% | -0.670% |
| 28/11/25 | 18.170% | 25858.89 | 19.012% | 19.459% | -1.289% | 24.573% | -6.403% |
| 01/12/25 | 18.380% | 26033.26 | 18.700% | 19.258% | -0.878% | 23.845% | -5.465% |
| 02/12/25 | 17.970% | 26095.05 | 18.604% | 19.069% | -1.099% | 23.454% | -5.484% |
| 03/12/25 | 18.210% | 25760.73 | 19.141% | 18.994% | -0.784% | 23.206% | -4.996% |
| 04/12/25 | 18.130% | 25935.90 | 17.704% | 18.632% | -0.502% | 22.611% | -4.481% |
| 05/12/25 | 17.550% | 26085.08 | 17.584% | 18.346% | -0.796% | 22.114% | -4.564% |
| 08/12/25 | 18.240% | 25765.36 | 17.198% | 18.046% | +0.194% | 21.307% | -3.067% |
| 09/12/25 | 18.360% | 25434.23 | 17.611% | 17.847% | +0.513% | 20.926% | -2.566% |
| 10/12/25 | 18.550% | 25540.78 | 17.666% | 17.552% | +0.998% | 20.436% | -1.886% |
| 11/12/25 | 17.580% | 25530.51 | 17.647% | 17.541% | +0.039% | 20.279% | -2.699% |
| 12/12/25 | 17.280% | 25976.79 | 17.433% | 17.511% | -0.231% | 20.100% | -2.820% |
| 15/12/25 | 17.560% | 25628.88 | 17.648% | 17.601% | -0.041% | 19.770% | -2.210% |
| 16/12/25 | 18.470% | 25235.41 | 17.249% | 17.529% | +0.941% | 19.544% | -1.074% |
| 17/12/25 | 17.570% | 25468.78 | 17.571% | 17.510% | +0.060% | 19.380% | -1.810% |
| 18/12/25 | 17.670% | 25498.13 | 17.583% | 17.497% | +0.173% | 19.222% | -1.552% |
| 19/12/25 | 17.110% | 25690.53 | 15.752% | 17.161% | -0.051% | 18.711% | -1.601% |
| 22/12/25 | 17.360% | 25801.77 | 14.019% | 16.435% | +0.925% | 17.515% | -0.155% |
| 23/12/25 | 16.710% | 25774.14 | 13.727% | 15.730% | +0.980% | 16.635% | +0.075% |
| 24/12/25 | 16.460% | 25818.93 | 13.724% | 14.961% | +1.499% | 15.698% | +0.762% |
| 29/12/25 | 18.080% | 25635.23 | 13.917% | 14.228% | +3.852% | 14.345% | +3.735% |
| 30/12/25 | 18.040% | 25854.60 | 14.204% | 13.918% | +4.122% | 13.918% | +4.122% |
| 31/12/25 | 18.980% | 25630.54 | 14.270% | 13.968% | +5.012% | 17.296% | +1.684% |
| 02/01/26 | 20.030% | 26338.47 | 17.213% | 14.666% | +5.364% | 17.918% | +2.112% |
| 05/01/26 | 20.460% | 26347.24 | 16.610% | 15.243% | +5.217% | 18.247% | +2.213% |
| 06/01/26 | 21.480% | 26710.45 | 16.951% | 15.849% | +5.631% | 18.844% | +2.636% |
| 07/01/26 | 21.630% | 26458.95 | 17.206% | 16.450% | +5.180% | 19.422% | +2.208% |
| 08/01/26 | 21.600% | 26149.31 | 17.368% | 17.070% | +4.530% | 20.014% | +1.586% |
| 09/01/26 | 20.700% | 26231.79 | 16.959% | 17.019% | +3.681% | 19.815% | +0.885% |
| 12/01/26 | 21.100% | 26608.48 | 17.348% | 17.167% | +3.933% | 19.564% | +1.536% |
| 13/01/26 | 21.400% | 26848.47 | 17.480% | 17.273% | +4.127% | 19.542% | +1.858% |
| 14/01/26 | 21.940% | 26999.81 | 16.218% | 17.075% | +4.865% | 19.179% | +2.761% |
| 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 |
| 27/11/25 | 20.900% | 9164.87 | 20.538% | 20.548% | +0.352% | 20.548% | +0.352% |
| 28/11/25 | 20.220% | 9130.18 | 19.623% | 20.496% | -0.276% | 25.883% | -5.663% |
| 01/12/25 | 20.220% | 9172.84 | 19.210% | 20.158% | +0.062% | 24.960% | -4.740% |
| 02/12/25 | 19.710% | 9182.65 | 19.061% | 19.797% | -0.087% | 24.350% | -4.640% |
| 03/12/25 | 20.310% | 9028.55 | 19.930% | 19.672% | +0.638% | 24.035% | -3.725% |
| 04/12/25 | 20.060% | 9106.48 | 18.677% | 19.300% | +0.760% | 23.422% | -3.362% |
| 05/12/25 | 19.440% | 9198.30 | 18.825% | 19.140% | +0.300% | 23.071% | -3.631% |
| 08/12/25 | 20.370% | 9083.53 | 18.038% | 18.906% | +1.464% | 22.322% | -1.952% |
| 09/12/25 | 20.670% | 8936.41 | 18.679% | 18.830% | +1.840% | 22.078% | -1.408% |
| 10/12/25 | 20.710% | 8954.69 | 18.661% | 18.576% | +2.134% | 21.627% | -0.917% |
| 11/12/25 | 19.540% | 8934.28 | 18.598% | 18.560% | +0.980% | 21.457% | -1.917% |
| 12/12/25 | 19.060% | 9079.35 | 18.022% | 18.400% | +0.660% | 21.120% | -2.060% |
| 15/12/25 | 19.420% | 8917.70 | 18.601% | 18.512% | +0.908% | 20.793% | -1.373% |
| 16/12/25 | 20.220% | 8757.93 | 18.541% | 18.485% | +1.735% | 20.610% | -0.390% |
| 17/12/25 | 19.320% | 8843.57 | 18.984% | 18.549% | +0.771% | 20.530% | -1.210% |
| 18/12/25 | 19.550% | 8841.51 | 18.990% | 18.628% | +0.922% | 20.464% | -0.914% |
| 19/12/25 | 18.830% | 8901.23 | 17.319% | 18.487% | +0.343% | 20.157% | -1.327% |
| 22/12/25 | 19.160% | 8939.68 | 15.968% | 17.960% | +1.200% | 19.141% | +0.019% |
| 23/12/25 | 18.470% | 8913.83 | 15.539% | 17.360% | +1.110% | 18.358% | +0.112% |
| 24/12/25 | 18.260% | 8915.12 | 15.538% | 16.671% | +1.589% | 17.492% | +0.768% |
| 29/12/25 | 19.930% | 8891.71 | 15.537% | 15.980% | +3.950% | 16.111% | +3.819% |
| 30/12/25 | 19.980% | 8991.02 | 16.064% | 15.729% | +4.251% | 15.729% | +4.251% |
| 31/12/25 | 20.800% | 8913.68 | 16.167% | 15.769% | +5.031% | 19.525% | +1.275% |
| 02/01/26 | 22.090% | 9168.99 | 19.117% | 16.485% | +5.605% | 20.140% | +1.950% |
| 05/01/26 | 22.710% | 9148.47 | 18.235% | 17.024% | +5.686% | 20.380% | +2.330% |
| 06/01/26 | 23.840% | 9244.24 | 18.215% | 17.560% | +6.280% | 20.877% | +2.963% |
| 07/01/26 | 23.780% | 9138.75 | 18.272% | 18.001% | +5.779% | 21.254% | +2.526% |
| 08/01/26 | 23.700% | 9039.34 | 18.278% | 18.424% | +5.276% | 21.602% | +2.098% |
| 09/01/26 | 22.670% | 9048.53 | 17.622% | 18.125% | +4.545% | 21.102% | +1.568% |
| 12/01/26 | 23.320% | 9220.08 | 18.601% | 18.198% | +5.122% | 20.739% | +2.581% |
| 13/01/26 | 23.700% | 9285.41 | 18.687% | 18.292% | +5.408% | 20.696% | +3.004% |
| 14/01/26 | 24.180% | 9315.56 | 17.560% | 18.150% | +6.030% | 20.386% | +3.794% |