| 更新時間： | 2025年6月13日 PM 9:02:43 | ||||||
| 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 |
| 29/04/25 | 26.480% | 22008.11 | 53.639% | 53.939% | -27.459% | 53.939% | -27.459% |
| 30/04/25 | 26.530% | 22119.41 | 53.647% | 53.787% | -27.257% | 66.599% | -40.069% |
| 02/05/25 | 27.400% | 22504.68 | 53.848% | 53.688% | -26.288% | 65.594% | -38.194% |
| 06/05/25 | 27.150% | 22662.71 | 53.916% | 53.736% | -26.586% | 63.888% | -36.738% |
| 07/05/25 | 27.490% | 22691.88 | 53.922% | 53.794% | -26.304% | 63.515% | -36.025% |
| 08/05/25 | 27.020% | 22775.92 | 53.764% | 53.819% | -26.799% | 63.103% | -36.083% |
| 09/05/25 | 27.040% | 22867.74 | 25.166% | 48.123% | -21.083% | 56.029% | -28.989% |
| 12/05/25 | 27.110% | 23549.46 | 24.956% | 42.345% | -15.235% | 48.258% | -21.148% |
| 13/05/25 | 25.110% | 23108.27 | 26.054% | 36.772% | -11.662% | 41.605% | -16.495% |
| 14/05/25 | 25.430% | 23640.65 | 24.856% | 30.959% | -5.529% | 34.773% | -9.343% |
| 15/05/25 | 24.560% | 23453.16 | 24.594% | 25.125% | -0.565% | 28.014% | -3.454% |
| 16/05/25 | 23.660% | 23345.05 | 22.431% | 24.578% | -0.918% | 27.202% | -3.542% |
| 19/05/25 | 23.870% | 23332.72 | 22.301% | 24.047% | -0.177% | 26.022% | -2.152% |
| 20/05/25 | 24.020% | 23681.48 | 22.170% | 23.270% | +0.750% | 24.991% | -0.971% |
| 21/05/25 | 23.660% | 23827.78 | 20.525% | 22.404% | +1.256% | 23.876% | -0.216% |
| 22/05/25 | 23.710% | 23544.31 | 20.786% | 21.643% | +2.067% | 22.887% | +0.823% |
| 23/05/25 | 23.070% | 23601.26 | 18.383% | 20.833% | +2.237% | 21.860% | +1.210% |
| 26/05/25 | 24.270% | 23282.33 | 19.306% | 20.234% | +4.036% | 20.733% | +3.537% |
| 27/05/25 | 23.400% | 23381.99 | 19.179% | 19.636% | +3.764% | 19.959% | +3.441% |
| 28/05/25 | 22.740% | 23258.31 | 19.374% | 19.406% | +3.334% | 19.565% | +3.175% |
| 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% |
| 國企指數期權引伸波幅分析 | |||||||
| 29/04/25 | 29.510% | 8067.94 | 55.988% | 56.362% | -26.852% | 56.362% | -26.852% |
| 30/04/25 | 29.020% | 8076.26 | 55.907% | 56.149% | -27.129% | 69.523% | -40.503% |
| 02/05/25 | 30.230% | 8231.04 | 56.261% | 56.032% | -25.802% | 68.459% | -38.229% |
| 06/05/25 | 30.220% | 8261.61 | 56.292% | 56.088% | -25.868% | 66.684% | -36.464% |
| 07/05/25 | 30.440% | 8242.25 | 56.292% | 56.148% | -25.708% | 66.294% | -35.854% |
| 08/05/25 | 30.000% | 8300.25 | 56.242% | 56.199% | -26.199% | 65.892% | -35.892% |
| 09/05/25 | 30.010% | 8308.83 | 26.551% | 50.327% | -20.317% | 58.595% | -28.585% |
| 12/05/25 | 29.880% | 8559.23 | 25.446% | 44.164% | -14.284% | 50.331% | -20.451% |
| 13/05/25 | 27.710% | 8386.21 | 25.952% | 38.096% | -10.386% | 43.103% | -15.393% |
| 14/05/25 | 28.100% | 8593.07 | 25.417% | 31.921% | -3.821% | 35.854% | -7.754% |
| 15/05/25 | 27.100% | 8509.67 | 24.639% | 25.601% | +1.499% | 28.545% | -1.445% |
| 16/05/25 | 26.190% | 8468.29 | 22.926% | 24.876% | +1.314% | 27.532% | -1.342% |
| 19/05/25 | 26.410% | 8460.55 | 22.798% | 24.346% | +2.064% | 26.346% | +0.064% |
| 20/05/25 | 26.560% | 8589.08 | 22.199% | 23.596% | +2.964% | 25.340% | +1.220% |
| 21/05/25 | 26.140% | 8660.94 | 20.700% | 22.652% | +3.488% | 24.141% | +1.999% |
| 22/05/25 | 26.170% | 8557.64 | 20.967% | 21.918% | +4.252% | 23.178% | +2.992% |
| 23/05/25 | 25.830% | 8583.86 | 19.047% | 21.142% | +4.688% | 22.184% | +3.646% |
| 26/05/25 | 27.800% | 8437.64 | 20.279% | 20.638% | +7.162% | 21.147% | +6.653% |
| 27/05/25 | 26.410% | 8469.97 | 20.165% | 20.232% | +6.178% | 20.564% | +5.846% |
| 28/05/25 | 25.600% | 8443.87 | 20.218% | 20.135% | +5.465% | 20.301% | +5.299% |
| 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% |