| 更新時間： | 2026年2月27日 PM 10:46:27 | ||||||
| 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 |
| 29/01/26 | 22.080% | 27968.09 | 16.838% | 15.948% | +6.132% | 15.948% | +6.132% |
| 30/01/26 | 22.550% | 27387.11 | 16.084% | 16.128% | +6.422% | 19.705% | +2.845% |
| 02/02/26 | 24.400% | 26775.57 | 18.158% | 16.725% | +7.675% | 20.022% | +4.378% |
| 03/02/26 | 23.400% | 26834.77 | 17.630% | 17.157% | +6.243% | 20.399% | +3.001% |
| 04/02/26 | 22.490% | 26847.32 | 17.245% | 17.191% | +5.299% | 20.297% | +2.193% |
| 05/02/26 | 23.430% | 26885.24 | 16.644% | 17.152% | +6.278% | 20.111% | +3.319% |
| 06/02/26 | 24.010% | 26559.95 | 17.262% | 17.388% | +6.622% | 20.244% | +3.766% |
| 09/02/26 | 23.020% | 27027.16 | 17.739% | 17.304% | +5.716% | 19.720% | +3.300% |
| 10/02/26 | 22.030% | 27183.15 | 17.682% | 17.315% | +4.715% | 19.590% | +2.440% |
| 11/02/26 | 21.380% | 27266.38 | 17.657% | 17.397% | +3.983% | 19.540% | +1.840% |
| 12/02/26 | 21.270% | 27032.54 | 17.839% | 17.636% | +3.634% | 19.664% | +1.606% |
| 13/02/26 | 23.280% | 26567.12 | 18.719% | 17.927% | +5.353% | 19.841% | +3.439% |
| 16/02/26 | 24.270% | 26705.94 | 18.244% | 18.028% | +6.242% | 19.509% | +4.761% |
| 20/02/26 | 24.360% | 26413.35 | 18.581% | 18.208% | +6.152% | 19.105% | +5.255% |
| 23/02/26 | 24.610% | 27081.91 | 20.496% | 18.776% | +5.834% | 19.238% | +5.372% |
| 24/02/26 | 24.470% | 26590.32 | 21.525% | 19.513% | +4.957% | 19.834% | +4.636% |
| 25/02/26 | 23.090% | 26765.72 | 21.634% | 20.096% | +2.994% | 20.261% | +2.829% |
| 26/02/26 | 23.280% | 26381.02 | 22.191% | 20.885% | +2.395% | 20.885% | +2.395% |
| 27/02/26 | 22.180% | 26630.54 | 22.175% | 21.604% | +0.576% | 27.105% | -4.925% |
| 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 |
| 29/01/26 | 23.910% | 9552.58 | 18.029% | 16.878% | +7.032% | 16.878% | +7.032% |
| 30/01/26 | 24.450% | 9317.09 | 17.525% | 17.196% | +7.254% | 21.010% | +3.440% |
| 02/02/26 | 26.400% | 9080.19 | 19.742% | 17.953% | +8.447% | 21.492% | +4.908% |
| 03/02/26 | 25.500% | 9053.11 | 19.445% | 18.591% | +6.909% | 22.103% | +3.397% |
| 04/02/26 | 25.730% | 9048.38 | 19.025% | 18.753% | +6.977% | 22.142% | +3.588% |
| 05/02/26 | 26.240% | 9093.34 | 18.706% | 18.889% | +7.351% | 22.147% | +4.093% |
| 06/02/26 | 26.110% | 9031.38 | 18.862% | 19.156% | +6.954% | 22.303% | +3.807% |
| 09/02/26 | 26.140% | 9168.33 | 18.637% | 18.935% | +7.205% | 21.579% | +4.561% |
| 10/02/26 | 25.000% | 9242.75 | 18.786% | 18.803% | +6.197% | 21.274% | +3.726% |
| 11/02/26 | 24.150% | 9268.18 | 18.804% | 18.759% | +5.391% | 21.070% | +3.080% |
| 12/02/26 | 23.960% | 9175.18 | 18.944% | 18.807% | +5.153% | 20.969% | +2.991% |
| 13/02/26 | 25.790% | 9032.71 | 19.474% | 18.929% | +6.861% | 20.950% | +4.840% |
| 16/02/26 | 27.050% | 9070.32 | 19.133% | 19.028% | +8.022% | 20.591% | +6.459% |
| 20/02/26 | 27.220% | 8959.56 | 19.469% | 19.164% | +8.056% | 20.109% | +7.111% |
| 23/02/26 | 27.230% | 9197.38 | 21.565% | 19.717% | +7.513% | 20.203% | +7.027% |
| 24/02/26 | 27.260% | 9007.86 | 22.755% | 20.479% | +6.781% | 20.816% | +6.444% |
| 25/02/26 | 25.630% | 9034.75 | 22.754% | 21.135% | +4.495% | 21.309% | +4.321% |
| 26/02/26 | 26.330% | 8814.29 | 24.179% | 22.145% | +4.185% | 22.145% | +4.185% |
| 27/02/26 | 24.870% | 8859.49 | 24.118% | 23.074% | +1.796% | 28.950% | -4.080% |