| 更新時間： | 2025年10月14日 PM 4:19:30 | ||||||
| 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 |
| 28/08/25 | 20.040% | 24998.82 | 15.698% | 16.187% | +3.853% | 16.187% | +3.853% |
| 29/08/25 | 21.020% | 25077.62 | 15.107% | 16.182% | +4.838% | 20.302% | +0.718% |
| 01/09/25 | 21.600% | 25617.42 | 16.453% | 16.174% | +5.426% | 19.894% | +1.706% |
| 02/09/25 | 20.980% | 25496.55 | 16.481% | 16.078% | +4.902% | 19.643% | +1.337% |
| 03/09/25 | 20.930% | 25343.43 | 16.655% | 16.079% | +4.851% | 19.512% | +1.418% |
| 04/09/25 | 20.620% | 25058.51 | 17.058% | 16.351% | +4.269% | 19.708% | +0.912% |
| 05/09/25 | 20.410% | 25417.98 | 17.302% | 16.790% | +3.620% | 20.100% | +0.310% |
| 08/09/25 | 20.160% | 25633.91 | 17.486% | 16.996% | +3.164% | 19.928% | +0.232% |
| 09/09/25 | 20.340% | 25938.13 | 17.835% | 17.267% | +3.073% | 20.104% | +0.236% |
| 10/09/25 | 20.730% | 26200.26 | 16.062% | 17.149% | +3.581% | 19.825% | +0.905% |
| 11/09/25 | 21.180% | 26086.32 | 16.050% | 16.947% | +4.233% | 19.452% | +1.728% |
| 12/09/25 | 21.470% | 26388.16 | 15.939% | 16.674% | +4.796% | 19.002% | +2.468% |
| 15/09/25 | 21.660% | 26446.56 | 15.871% | 16.351% | +5.309% | 18.231% | +3.429% |
| 16/09/25 | 21.470% | 26438.51 | 15.886% | 15.962% | +5.508% | 17.666% | +3.804% |
| 17/09/25 | 22.460% | 26908.39 | 16.675% | 16.084% | +6.376% | 17.670% | +4.790% |
| 18/09/25 | 21.790% | 26544.85 | 17.685% | 16.411% | +5.379% | 17.894% | +3.896% |
| 19/09/25 | 21.000% | 26545.10 | 17.378% | 16.699% | +4.301% | 18.071% | +2.929% |
| 22/09/25 | 21.620% | 26344.14 | 16.318% | 16.789% | +4.831% | 17.754% | +3.866% |
| 23/09/25 | 20.590% | 26159.12 | 16.026% | 16.817% | +3.773% | 17.645% | +2.945% |
| 24/09/25 | 21.380% | 26518.65 | 15.862% | 16.654% | +4.726% | 17.338% | +4.042% |
| 25/09/25 | 20.430% | 26484.68 | 15.633% | 16.244% | +4.186% | 16.777% | +3.653% |
| 26/09/25 | 20.200% | 26128.20 | 16.599% | 16.088% | +4.112% | 16.484% | +3.716% |
| 29/09/25 | 21.120% | 26622.88 | 16.208% | 16.066% | +5.054% | 16.066% | +5.054% |
| 30/09/25 | 21.220% | 26855.56 | 16.218% | 16.104% | +5.116% | 20.072% | +1.148% |
| 02/10/25 | 21.650% | 27287.12 | 16.624% | 16.256% | +5.394% | 19.995% | +1.655% |
| 03/10/25 | 21.030% | 27140.92 | 16.470% | 16.424% | +4.606% | 20.066% | +0.964% |
| 06/10/25 | 20.860% | 26957.77 | 16.159% | 16.336% | +4.524% | 19.556% | +1.304% |
| 08/10/25 | 21.390% | 26829.46 | 16.161% | 16.326% | +5.064% | 19.276% | +2.114% |
| 09/10/25 | 21.910% | 26752.59 | 15.842% | 16.251% | +5.659% | 19.054% | +2.856% |
| 10/10/25 | 22.210% | 26290.32 | 16.760% | 16.278% | +5.932% | 18.953% | +3.257% |
| 13/10/25 | 26.300% | 25889.48 | 17.499% | 16.484% | +9.816% | 18.786% | +7.514% |
| 14/10/25 | 27.220% | 25441.35 | 18.074% | 16.867% | +10.353% | 19.084% | +8.136% |
| 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 |
| 28/08/25 | 22.100% | 8916.93 | 16.118% | 16.367% | +5.733% | 16.367% | +5.733% |
| 29/08/25 | 23.130% | 8947.79 | 15.738% | 16.460% | +6.670% | 20.651% | +2.479% |
| 01/09/25 | 23.660% | 9121.87 | 16.750% | 16.492% | +7.168% | 20.284% | +3.376% |
| 02/09/25 | 22.950% | 9108.12 | 16.671% | 16.445% | +6.505% | 20.092% | +2.858% |
| 03/09/25 | 22.780% | 9050.02 | 16.803% | 16.416% | +6.364% | 19.922% | +2.858% |
| 04/09/25 | 22.450% | 8937.09 | 17.328% | 16.658% | +5.792% | 20.079% | +2.371% |
| 05/09/25 | 22.300% | 9057.22 | 17.467% | 17.004% | +5.296% | 20.356% | +1.944% |
| 08/09/25 | 22.010% | 9121.66 | 17.581% | 17.170% | +4.840% | 20.132% | +1.878% |
| 09/09/25 | 22.350% | 9242.40 | 18.019% | 17.440% | +4.910% | 20.305% | +2.045% |
| 10/09/25 | 22.870% | 9328.16 | 16.042% | 17.288% | +5.582% | 19.985% | +2.885% |
| 11/09/25 | 23.140% | 9260.25 | 16.242% | 17.070% | +6.070% | 19.594% | +3.546% |
| 12/09/25 | 23.530% | 9364.94 | 16.186% | 16.814% | +6.716% | 19.162% | +4.368% |
| 15/09/25 | 23.800% | 9384.76 | 16.185% | 16.535% | +7.265% | 18.436% | +5.364% |
| 16/09/25 | 23.440% | 9386.39 | 16.171% | 16.165% | +7.275% | 17.891% | +5.549% |
| 17/09/25 | 24.630% | 9596.77 | 17.551% | 16.467% | +8.163% | 18.090% | +6.540% |
| 18/09/25 | 24.020% | 9456.52 | 18.605% | 16.939% | +7.081% | 18.470% | +5.550% |
| 19/09/25 | 23.620% | 9472.35 | 18.092% | 17.321% | +6.299% | 18.743% | +4.877% |
| 22/09/25 | 23.820% | 9370.73 | 17.391% | 17.562% | +6.258% | 18.572% | +5.248% |
| 23/09/25 | 22.750% | 9290.34 | 17.283% | 17.784% | +4.966% | 18.661% | +4.089% |
| 24/09/25 | 23.760% | 9442.99 | 17.280% | 17.730% | +6.030% | 18.458% | +5.302% |
| 25/09/25 | 23.100% | 9444.22 | 16.785% | 17.366% | +5.734% | 17.937% | +5.163% |
| 26/09/25 | 22.160% | 9303.10 | 17.844% | 17.316% | +4.844% | 17.743% | +4.417% |
| 29/09/25 | 23.060% | 9454.12 | 17.405% | 17.319% | +5.741% | 17.319% | +5.741% |
| 30/09/25 | 23.640% | 9555.33 | 17.636% | 17.390% | +6.250% | 21.675% | +1.965% |
| 02/10/25 | 24.120% | 9724.38 | 18.162% | 17.566% | +6.554% | 21.606% | +2.514% |
| 03/10/25 | 23.430% | 9658.34 | 18.028% | 17.815% | +5.615% | 21.766% | +1.664% |
| 06/10/25 | 23.150% | 9573.38 | 17.955% | 17.837% | +5.313% | 21.353% | +1.797% |
| 08/10/25 | 23.950% | 9523.87 | 18.029% | 17.962% | +5.988% | 21.208% | +2.742% |
| 09/10/25 | 24.560% | 9530.13 | 17.560% | 17.947% | +6.613% | 21.042% | +3.518% |
| 10/10/25 | 24.610% | 9358.32 | 18.527% | 18.020% | +6.590% | 20.980% | +3.630% |
| 13/10/25 | 28.670% | 9222.54 | 19.024% | 18.219% | +10.451% | 20.763% | +7.907% |
| 14/10/25 | 29.360% | 9079.16 | 19.395% | 18.507% | +10.853% | 20.939% | +8.421% |