| 更新時間： | 2026年6月16日 PM 4:32:59 | ||||||
| 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 |
| 29/04/26 | 20.130% | 26111.84 | 18.775% | 19.439% | +0.691% | 19.439% | +0.691% |
| 30/04/26 | 21.290% | 25776.53 | 19.432% | 18.884% | +2.406% | 23.227% | -1.937% |
| 04/05/26 | 20.940% | 26095.88 | 19.708% | 18.967% | +1.973% | 22.706% | -1.766% |
| 05/05/26 | 21.140% | 25898.61 | 18.596% | 18.946% | +2.194% | 22.526% | -1.386% |
| 06/05/26 | 21.120% | 26213.78 | 18.787% | 19.060% | +2.060% | 22.504% | -1.384% |
| 07/05/26 | 21.210% | 26626.28 | 16.149% | 18.535% | +2.675% | 21.732% | -0.522% |
| 08/05/26 | 21.580% | 26393.71 | 16.399% | 17.928% | +3.652% | 20.873% | +0.707% |
| 11/05/26 | 21.910% | 26406.84 | 16.276% | 17.242% | +4.668% | 19.649% | +2.261% |
| 12/05/26 | 22.100% | 26347.91 | 16.032% | 16.729% | +5.371% | 18.927% | +3.173% |
| 13/05/26 | 21.880% | 26388.44 | 15.777% | 16.127% | +5.753% | 18.114% | +3.766% |
| 14/05/26 | 21.530% | 26389.04 | 15.764% | 16.050% | +5.480% | 17.895% | +3.635% |
| 15/05/26 | 21.010% | 25962.73 | 15.694% | 15.909% | +5.101% | 17.607% | +3.403% |
| 18/05/26 | 20.700% | 25675.18 | 15.754% | 15.804% | +4.896% | 17.102% | +3.598% |
| 19/05/26 | 19.840% | 25797.85 | 15.692% | 15.736% | +4.104% | 16.900% | +2.940% |
| 20/05/26 | 19.620% | 25651.12 | 15.727% | 15.726% | +3.894% | 16.760% | +2.860% |
| 21/05/26 | 19.970% | 25386.52 | 15.229% | 15.619% | +4.351% | 16.517% | +3.453% |
| 22/05/26 | 18.810% | 25606.03 | 14.913% | 15.463% | +3.347% | 16.225% | +2.585% |
| 26/05/26 | 18.880% | 25599.45 | 14.913% | 15.295% | +3.585% | 15.546% | +3.334% |
| 27/05/26 | 18.710% | 25328.23 | 15.257% | 15.208% | +3.502% | 15.333% | +3.377% |
| 28/05/26 | 19.480% | 25006.16 | 15.287% | 15.120% | +4.360% | 15.120% | +4.360% |
| 29/05/26 | 19.150% | 25182.39 | 14.725% | 15.019% | +4.131% | 18.843% | +0.307% |
| 01/06/26 | 19.780% | 25398.18 | 14.104% | 14.857% | +4.923% | 18.274% | +1.506% |
| 02/06/26 | 21.510% | 26038.32 | 16.366% | 15.148% | +6.362% | 18.507% | +3.003% |
| 03/06/26 | 20.900% | 25633.21 | 16.964% | 15.489% | +5.411% | 18.797% | +2.103% |
| 04/06/26 | 20.650% | 25253.40 | 17.235% | 15.879% | +4.771% | 19.140% | +1.510% |
| 05/06/26 | 20.580% | 24961.95 | 16.730% | 16.280% | +4.300% | 19.489% | +1.091% |
| 08/06/26 | 22.950% | 24657.06 | 16.648% | 16.789% | +6.161% | 19.685% | +3.265% |
| 09/06/26 | 21.850% | 24565.90 | 16.647% | 16.845% | +5.005% | 19.612% | +2.238% |
| 10/06/26 | 22.600% | 24407.96 | 16.625% | 16.777% | +5.823% | 19.395% | +3.205% |
| 11/06/26 | 23.160% | 24249.29 | 16.644% | 16.659% | +6.501% | 19.122% | +4.038% |
| 12/06/26 | 21.580% | 24718.10 | 18.501% | 17.013% | +4.567% | 19.389% | +2.191% |
| 15/06/26 | 20.580% | 24842.67 | 17.833% | 17.250% | +3.330% | 19.234% | +1.346% |
| 16/06/26 | 20.050% | 24493.95 | 17.959% | 17.512% | +2.538% | 19.382% | +0.668% |
| 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 |
| 29/04/26 | 21.500% | 8805.60 | 18.297% | 18.869% | +2.631% | 18.869% | +2.631% |
| 30/04/26 | 22.570% | 8681.83 | 19.089% | 18.481% | +4.089% | 22.731% | -0.161% |
| 04/05/26 | 22.630% | 8774.39 | 19.312% | 18.561% | +4.069% | 22.219% | +0.411% |
| 05/05/26 | 22.800% | 8730.49 | 18.643% | 18.605% | +4.195% | 22.120% | +0.680% |
| 06/05/26 | 22.800% | 8800.75 | 18.657% | 18.800% | +4.000% | 22.197% | +0.603% |
| 07/05/26 | 22.840% | 8919.48 | 16.815% | 18.503% | +4.337% | 21.695% | +1.145% |
| 08/05/26 | 23.120% | 8889.07 | 16.679% | 18.021% | +5.099% | 20.982% | +2.138% |
| 11/05/26 | 23.660% | 8884.20 | 16.581% | 17.475% | +6.185% | 19.915% | +3.745% |
| 12/05/26 | 23.800% | 8882.37 | 16.473% | 17.041% | +6.759% | 19.280% | +4.520% |
| 13/05/26 | 23.650% | 8876.38 | 16.218% | 16.553% | +7.097% | 18.593% | +5.057% |
| 14/05/26 | 23.350% | 8858.63 | 16.145% | 16.419% | +6.931% | 18.307% | +5.043% |
| 15/05/26 | 22.660% | 8691.03 | 15.701% | 16.224% | +6.436% | 17.956% | +4.704% |
| 18/05/26 | 22.360% | 8597.97 | 15.866% | 16.081% | +6.279% | 17.402% | +4.958% |
| 19/05/26 | 21.420% | 8639.96 | 15.897% | 15.966% | +5.454% | 17.146% | +4.274% |
| 20/05/26 | 20.860% | 8605.13 | 15.863% | 15.895% | +4.965% | 16.939% | +3.921% |
| 21/05/26 | 21.580% | 8475.32 | 15.356% | 15.737% | +5.843% | 16.641% | +4.939% |
| 22/05/26 | 20.720% | 8550.87 | 15.317% | 15.660% | +5.060% | 16.431% | +4.289% |
| 26/05/26 | 20.700% | 8576.89 | 15.344% | 15.555% | +5.145% | 15.811% | +4.889% |
| 27/05/26 | 20.320% | 8463.02 | 15.868% | 15.550% | +4.770% | 15.677% | +4.643% |
| 28/05/26 | 21.400% | 8364.41 | 15.439% | 15.465% | +5.935% | 15.465% | +5.935% |
| 29/05/26 | 21.030% | 8425.82 | 14.670% | 15.328% | +5.702% | 19.230% | +1.800% |
| 01/06/26 | 21.610% | 8507.87 | 14.057% | 15.076% | +6.534% | 18.543% | +3.067% |
| 02/06/26 | 23.920% | 8762.97 | 17.398% | 15.486% | +8.434% | 18.921% | +4.999% |
| 03/06/26 | 23.470% | 8596.59 | 18.479% | 16.008% | +7.462% | 19.427% | +4.043% |
| 04/06/26 | 23.180% | 8501.91 | 18.658% | 16.652% | +6.528% | 20.072% | +3.108% |
| 05/06/26 | 22.530% | 8436.63 | 18.234% | 17.365% | +5.165% | 20.788% | +1.742% |
| 08/06/26 | 24.500% | 8341.36 | 18.382% | 18.230% | +6.270% | 21.375% | +3.125% |
| 09/06/26 | 23.420% | 8324.59 | 18.376% | 18.426% | +4.994% | 21.453% | +1.967% |
| 10/06/26 | 23.810% | 8318.73 | 18.388% | 18.407% | +5.403% | 21.280% | +2.530% |
| 11/06/26 | 24.450% | 8217.08 | 18.626% | 18.401% | +6.049% | 21.122% | +3.328% |
| 12/06/26 | 22.880% | 8374.43 | 20.188% | 18.792% | +4.088% | 21.416% | +1.464% |
| 15/06/26 | 21.670% | 8375.74 | 19.144% | 18.944% | +2.726% | 21.123% | +0.547% |
| 16/06/26 | 21.370% | 8240.05 | 19.529% | 19.175% | +2.195% | 21.222% | +0.148% |