| 更新時間： | 2025年9月12日 PM 9:37:32 | ||||||
| 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 |
| 30/07/25 | 21.060% | 25176.93 | 13.379% | 12.647% | +8.413% | 12.647% | +8.413% |
| 31/07/25 | 21.360% | 24773.33 | 14.582% | 13.135% | +8.225% | 16.156% | +5.204% |
| 01/08/25 | 21.350% | 24507.81 | 15.032% | 13.597% | +7.753% | 16.612% | +4.738% |
| 04/08/25 | 21.470% | 24733.45 | 15.260% | 14.100% | +7.370% | 16.880% | +4.590% |
| 05/08/25 | 20.500% | 24902.53 | 14.867% | 14.624% | +5.876% | 17.387% | +3.113% |
| 06/08/25 | 20.390% | 24910.63 | 14.430% | 14.834% | +5.556% | 17.515% | +2.875% |
| 07/08/25 | 20.650% | 25081.63 | 14.346% | 14.787% | +5.863% | 17.338% | +3.312% |
| 08/08/25 | 20.530% | 24858.82 | 14.742% | 14.729% | +5.801% | 17.149% | +3.381% |
| 11/08/25 | 20.680% | 24906.81 | 14.725% | 14.622% | +6.058% | 16.664% | +4.016% |
| 12/08/25 | 19.710% | 24969.68 | 13.744% | 14.397% | +5.313% | 16.289% | +3.421% |
| 13/08/25 | 21.170% | 25613.67 | 16.037% | 14.719% | +6.451% | 16.532% | +4.638% |
| 14/08/25 | 20.580% | 25519.32 | 16.146% | 15.079% | +5.501% | 16.813% | +3.767% |
| 15/08/25 | 19.700% | 25270.07 | 16.210% | 15.372% | +4.328% | 17.014% | +2.686% |
| 18/08/25 | 20.450% | 25176.85 | 16.219% | 15.671% | +4.779% | 16.958% | +3.492% |
| 19/08/25 | 19.830% | 25122.90 | 16.213% | 16.165% | +3.665% | 17.360% | +2.470% |
| 20/08/25 | 19.440% | 25165.94 | 15.505% | 16.059% | +3.381% | 17.114% | +2.326% |
| 21/08/25 | 19.060% | 25104.61 | 15.483% | 15.926% | +3.134% | 16.842% | +2.218% |
| 22/08/25 | 20.130% | 25339.14 | 15.133% | 15.711% | +4.419% | 16.485% | +3.645% |
| 25/08/25 | 21.850% | 25829.91 | 16.490% | 15.765% | +6.085% | 16.153% | +5.697% |
| 26/08/25 | 20.410% | 25524.92 | 16.963% | 15.915% | +4.495% | 16.176% | +4.234% |
| 27/08/25 | 19.970% | 25201.76 | 16.650% | 16.144% | +3.826% | 16.276% | +3.694% |
| 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% |
| 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 |
| 30/07/25 | 23.070% | 9038.27 | 14.185% | 13.792% | +9.278% | 13.792% | +9.278% |
| 31/07/25 | 23.140% | 8882.95 | 15.346% | 14.168% | +8.972% | 17.426% | +5.714% |
| 01/08/25 | 23.270% | 8804.42 | 15.694% | 14.495% | +8.775% | 17.710% | +5.560% |
| 04/08/25 | 23.490% | 8893.48 | 15.986% | 14.921% | +8.569% | 17.863% | +5.627% |
| 05/08/25 | 22.470% | 8951.07 | 15.501% | 15.343% | +7.127% | 18.241% | +4.229% |
| 06/08/25 | 22.280% | 8932.68 | 14.965% | 15.499% | +6.781% | 18.299% | +3.981% |
| 07/08/25 | 22.710% | 8981.73 | 14.641% | 15.358% | +7.352% | 18.007% | +4.703% |
| 08/08/25 | 22.560% | 8895.28 | 15.129% | 15.245% | +7.315% | 17.749% | +4.811% |
| 11/08/25 | 22.690% | 8888.08 | 15.044% | 15.056% | +7.634% | 17.159% | +5.531% |
| 12/08/25 | 21.670% | 8916.85 | 14.001% | 14.756% | +6.914% | 16.695% | +4.975% |
| 13/08/25 | 23.440% | 9150.05 | 16.471% | 15.057% | +8.383% | 16.913% | +6.527% |
| 14/08/25 | 22.780% | 9128.93 | 16.506% | 15.430% | +7.350% | 17.205% | +5.575% |
| 15/08/25 | 21.750% | 9039.09 | 16.380% | 15.681% | +6.069% | 17.355% | +4.395% |
| 18/08/25 | 22.680% | 9033.68 | 16.345% | 15.941% | +6.739% | 17.250% | +5.430% |
| 19/08/25 | 21.950% | 9006.23 | 16.367% | 16.414% | +5.536% | 17.627% | +4.323% |
| 20/08/25 | 21.480% | 9013.27 | 15.412% | 16.202% | +5.278% | 17.267% | +4.213% |
| 21/08/25 | 21.040% | 8974.77 | 15.443% | 15.989% | +5.051% | 16.909% | +4.131% |
| 22/08/25 | 22.500% | 9079.93 | 15.277% | 15.769% | +6.731% | 16.546% | +5.954% |
| 25/08/25 | 24.370% | 9248.00 | 16.591% | 15.818% | +8.552% | 16.208% | +8.162% |
| 26/08/25 | 22.760% | 9148.66 | 16.903% | 15.925% | +6.835% | 16.187% | +6.573% |
| 27/08/25 | 22.130% | 9020.26 | 16.949% | 16.233% | +5.897% | 16.366% | +5.764% |
| 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% |