| 更新時間： | 2026年9月10日 PM 6:38:13 | ||||||
| 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 |
| 30/07/26 | 21.530% | 25858.88 | 20.872% | 21.535% | -0.005% | 21.535% | -0.005% |
| 31/07/26 | 20.630% | 25884.43 | 19.966% | 21.031% | -0.401% | 25.868% | -5.238% |
| 03/08/26 | 20.480% | 26009.40 | 19.251% | 20.469% | +0.011% | 24.672% | -4.192% |
| 04/08/26 | 19.650% | 25852.92 | 19.627% | 20.224% | -0.574% | 24.210% | -4.560% |
| 05/08/26 | 19.470% | 25915.82 | 16.286% | 19.200% | +0.270% | 22.828% | -3.358% |
| 06/08/26 | 19.520% | 25530.28 | 17.403% | 18.507% | +1.013% | 21.851% | -2.331% |
| 07/08/26 | 18.900% | 25668.03 | 17.267% | 17.967% | +0.933% | 21.066% | -2.166% |
| 10/08/26 | 19.120% | 25937.49 | 17.440% | 17.605% | +1.515% | 20.207% | -1.087% |
| 11/08/26 | 18.750% | 25652.82 | 17.993% | 17.278% | +1.472% | 19.690% | -0.940% |
| 12/08/26 | 18.870% | 25440.17 | 17.608% | 17.542% | +1.328% | 19.848% | -0.978% |
| 13/08/26 | 18.420% | 25396.51 | 17.079% | 17.477% | +0.943% | 19.631% | -1.211% |
| 14/08/26 | 17.920% | 25116.85 | 16.322% | 17.288% | +0.632% | 19.276% | -1.356% |
| 17/08/26 | 18.490% | 25453.23 | 15.187% | 16.838% | +1.652% | 18.359% | +0.131% |
| 18/08/26 | 18.300% | 25471.15 | 15.142% | 16.268% | +2.032% | 17.604% | +0.696% |
| 19/08/26 | 18.630% | 25495.07 | 14.421% | 15.630% | +3.000% | 16.786% | +1.844% |
| 20/08/26 | 18.750% | 25698.49 | 14.275% | 15.069% | +3.681% | 16.060% | +2.690% |
| 21/08/26 | 18.340% | 26009.46 | 13.856% | 14.576% | +3.764% | 15.414% | +2.926% |
| 24/08/26 | 19.420% | 25517.33 | 15.490% | 14.637% | +4.783% | 15.118% | +4.302% |
| 25/08/26 | 18.800% | 25511.10 | 15.491% | 14.707% | +4.093% | 15.069% | +3.731% |
| 26/08/26 | 18.300% | 25652.97 | 14.865% | 14.795% | +3.505% | 15.038% | +3.262% |
| 27/08/26 | 17.640% | 25565.74 | 14.838% | 14.908% | +2.732% | 15.030% | +2.610% |
| 28/08/26 | 17.180% | 25584.79 | 14.769% | 15.090% | +2.090% | 15.090% | +2.090% |
| 31/08/26 | 17.580% | 25566.99 | 14.769% | 14.946% | +2.634% | 18.506% | -0.926% |
| 01/09/26 | 17.260% | 25329.73 | 14.557% | 14.759% | +2.501% | 18.154% | -0.894% |
| 02/09/26 | 17.640% | 25311.21 | 14.553% | 14.697% | +2.943% | 17.957% | -0.317% |
| 03/09/26 | 17.510% | 25213.31 | 13.076% | 14.345% | +3.165% | 17.408% | +0.102% |
| 04/09/26 | 17.160% | 25650.87 | 14.452% | 14.281% | +2.879% | 17.214% | -0.054% |
| 07/09/26 | 17.860% | 25413.12 | 14.540% | 14.236% | +3.624% | 16.808% | +1.052% |
| 08/09/26 | 17.520% | 25317.18 | 13.727% | 14.070% | +3.450% | 16.496% | +1.024% |
| 09/09/26 | 17.690% | 25274.96 | 13.269% | 13.813% | +3.877% | 16.082% | +1.608% |
| 10/09/26 | 18.270% | 24954.47 | 13.915% | 13.981% | +4.289% | 16.163% | +2.107% |
| 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 |
| 30/07/26 | 24.420% | 8644.71 | 25.415% | 26.090% | -1.670% | 26.090% | -1.670% |
| 31/07/26 | 23.540% | 8612.15 | 24.904% | 25.646% | -2.106% | 31.544% | -8.004% |
| 03/08/26 | 23.300% | 8652.15 | 23.969% | 25.092% | -1.792% | 30.245% | -6.945% |
| 04/08/26 | 22.540% | 8574.26 | 24.488% | 24.933% | -2.393% | 29.848% | -7.308% |
| 05/08/26 | 22.170% | 8603.73 | 19.475% | 23.650% | -1.480% | 28.118% | -5.948% |
| 06/08/26 | 21.980% | 8498.73 | 19.993% | 22.566% | -0.586% | 26.644% | -4.664% |
| 07/08/26 | 21.330% | 8531.58 | 19.838% | 21.553% | -0.223% | 25.270% | -3.940% |
| 10/08/26 | 21.630% | 8621.84 | 19.948% | 20.749% | +0.881% | 23.816% | -2.186% |
| 11/08/26 | 21.380% | 8528.10 | 20.409% | 19.933% | +1.447% | 22.716% | -1.336% |
| 12/08/26 | 21.490% | 8446.27 | 20.414% | 20.121% | +1.369% | 22.765% | -1.275% |
| 13/08/26 | 20.970% | 8426.49 | 19.639% | 20.050% | +0.920% | 22.520% | -1.550% |
| 14/08/26 | 20.390% | 8340.83 | 18.434% | 19.769% | +0.621% | 22.042% | -1.652% |
| 17/08/26 | 21.080% | 8439.97 | 16.147% | 19.009% | +2.071% | 20.726% | +0.354% |
| 18/08/26 | 21.040% | 8453.20 | 16.038% | 18.135% | +2.905% | 19.624% | +1.416% |
| 19/08/26 | 21.240% | 8471.21 | 14.930% | 17.038% | +4.202% | 18.297% | +2.943% |
| 20/08/26 | 21.400% | 8547.84 | 14.877% | 16.085% | +5.315% | 17.142% | +4.258% |
| 21/08/26 | 20.770% | 8634.34 | 14.284% | 15.255% | +5.515% | 16.132% | +4.638% |
| 24/08/26 | 22.100% | 8471.36 | 15.821% | 15.190% | +6.910% | 15.689% | +6.411% |
| 25/08/26 | 21.740% | 8445.37 | 15.817% | 15.146% | +6.594% | 15.519% | +6.221% |
| 26/08/26 | 20.750% | 8533.84 | 15.332% | 15.226% | +5.524% | 15.476% | +5.274% |
| 27/08/26 | 20.000% | 8490.31 | 15.343% | 15.319% | +4.681% | 15.445% | +4.555% |
| 28/08/26 | 19.170% | 8490.39 | 14.968% | 15.456% | +3.714% | 15.456% | +3.714% |
| 31/08/26 | 19.670% | 8513.18 | 15.020% | 15.296% | +4.374% | 18.940% | +0.730% |
| 01/09/26 | 19.010% | 8462.64 | 14.279% | 14.989% | +4.021% | 18.436% | +0.574% |
| 02/09/26 | 19.340% | 8450.10 | 14.280% | 14.778% | +4.562% | 18.056% | +1.284% |
| 03/09/26 | 19.260% | 8385.24 | 13.411% | 14.392% | +4.868% | 17.465% | +1.795% |
| 04/09/26 | 18.930% | 8555.03 | 15.208% | 14.440% | +4.490% | 17.405% | +1.525% |
| 07/09/26 | 19.670% | 8429.73 | 15.770% | 14.590% | +5.080% | 17.226% | +2.444% |
| 08/09/26 | 19.290% | 8397.32 | 15.043% | 14.742% | +4.548% | 17.285% | +2.005% |
| 09/09/26 | 19.620% | 8369.05 | 14.527% | 14.792% | +4.828% | 17.221% | +2.399% |
| 10/09/26 | 20.250% | 8274.78 | 14.966% | 15.103% | +5.147% | 17.460% | +2.790% |