| 更新時間： | 2026年7月10日 PM 5:28:06 | ||||||
| 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 |
| 28/05/26 | 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% |
| 17/06/26 | 20.210% | 24312.16 | 17.908% | 17.769% | +2.441% | 19.520% | +0.690% |
| 18/06/26 | 21.400% | 23924.81 | 18.414% | 18.123% | +3.277% | 19.760% | +1.640% |
| 22/06/26 | 21.240% | 23768.52 | 18.172% | 18.057% | +3.183% | 19.095% | +2.145% |
| 23/06/26 | 22.870% | 23336.28 | 18.538% | 18.198% | +4.672% | 19.095% | +3.775% |
| 24/06/26 | 22.880% | 23412.18 | 18.745% | 18.355% | +4.525% | 19.109% | +3.771% |
| 25/06/26 | 24.550% | 23076.91 | 18.764% | 18.526% | +6.024% | 19.135% | +5.415% |
| 26/06/26 | 25.820% | 22671.86 | 18.876% | 18.619% | +7.201% | 19.078% | +6.742% |
| 29/06/26 | 24.980% | 23026.68 | 19.954% | 18.975% | +6.005% | 18.975% | +6.005% |
| 30/06/26 | 24.780% | 22881.02 | 19.676% | 19.203% | +5.577% | 23.935% | +0.845% |
| 02/07/26 | 23.770% | 23055.03 | 18.170% | 19.088% | +4.682% | 23.478% | +0.292% |
| 03/07/26 | 22.920% | 23350.03 | 18.426% | 19.021% | +3.899% | 23.239% | -0.319% |
| 06/07/26 | 23.250% | 23616.32 | 18.585% | 18.962% | +4.288% | 22.700% | +0.550% |
| 07/07/26 | 23.020% | 23496.89 | 18.352% | 18.642% | +4.378% | 22.164% | +0.856% |
| 08/07/26 | 24.020% | 24199.46 | 21.135% | 18.934% | +5.086% | 22.355% | +1.665% |
| 09/07/26 | 23.010% | 24030.18 | 21.242% | 19.548% | +3.462% | 22.920% | +0.090% |
| 10/07/26 | 22.740% | 24175.12 | 21.350% | 20.133% | +2.607% | 23.440% | -0.700% |
| 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 |
| 28/05/26 | 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% |
| 17/06/26 | 21.600% | 8144.03 | 19.650% | 19.427% | +2.173% | 21.342% | +0.258% |
| 18/06/26 | 23.340% | 7976.04 | 20.575% | 19.817% | +3.523% | 21.608% | +1.732% |
| 22/06/26 | 23.100% | 7914.74 | 20.067% | 19.793% | +3.307% | 20.931% | +2.169% |
| 23/06/26 | 25.010% | 7759.36 | 20.470% | 20.058% | +4.952% | 21.047% | +3.963% |
| 24/06/26 | 24.890% | 7764.97 | 20.517% | 20.256% | +4.634% | 21.088% | +3.802% |
| 25/06/26 | 26.800% | 7608.38 | 20.802% | 20.486% | +6.314% | 21.159% | +5.641% |
| 26/06/26 | 28.530% | 7460.84 | 21.084% | 20.588% | +7.942% | 21.095% | +7.435% |
| 29/06/26 | 26.570% | 7605.34 | 22.573% | 21.089% | +5.481% | 21.089% | +5.481% |
| 30/06/26 | 26.490% | 7558.30 | 22.241% | 21.443% | +5.047% | 26.727% | -0.237% |
| 02/07/26 | 25.550% | 7612.48 | 20.170% | 21.374% | +4.176% | 26.290% | -0.740% |
| 03/07/26 | 24.730% | 7699.76 | 20.000% | 21.214% | +3.516% | 25.918% | -1.188% |
| 06/07/26 | 25.410% | 7812.35 | 20.841% | 21.165% | +4.245% | 25.337% | +0.073% |
| 07/07/26 | 25.390% | 7770.26 | 20.770% | 20.804% | +4.586% | 24.735% | +0.655% |
| 08/07/26 | 27.300% | 8084.22 | 25.360% | 21.428% | +5.872% | 25.300% | +2.000% |
| 09/07/26 | 25.740% | 7997.29 | 25.554% | 22.505% | +3.235% | 26.387% | -0.647% |
| 10/07/26 | 25.540% | 8039.19 | 25.659% | 23.637% | +1.903% | 27.519% | -1.979% |