| 更新時間： | 2025年12月12日 PM 8:54:44 | ||||||
| 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 |
| 30/10/25 | 21.890% | 26282.69 | 20.020% | 21.076% | +0.814% | 21.076% | +0.814% |
| 31/10/25 | 21.100% | 25906.65 | 20.412% | 20.857% | +0.243% | 25.482% | -4.382% |
| 03/11/25 | 21.140% | 26158.36 | 20.376% | 20.666% | +0.474% | 24.740% | -3.600% |
| 04/11/25 | 21.260% | 25952.40 | 20.198% | 20.383% | +0.877% | 24.234% | -2.974% |
| 05/11/25 | 21.760% | 25935.41 | 19.898% | 20.181% | +1.579% | 23.828% | -2.068% |
| 06/11/25 | 20.950% | 26485.90 | 21.222% | 20.421% | +0.529% | 23.944% | -2.994% |
| 07/11/25 | 21.530% | 26241.83 | 21.373% | 20.613% | +0.917% | 24.000% | -2.470% |
| 10/11/25 | 21.640% | 26649.06 | 21.087% | 20.756% | +0.884% | 23.654% | -2.014% |
| 11/11/25 | 21.300% | 26696.41 | 20.384% | 20.793% | +0.507% | 23.525% | -2.225% |
| 12/11/25 | 20.290% | 26922.73 | 19.693% | 20.752% | -0.462% | 23.309% | -3.019% |
| 13/11/25 | 20.740% | 27073.03 | 18.463% | 20.200% | +0.540% | 22.523% | -1.783% |
| 14/11/25 | 21.130% | 26572.46 | 19.816% | 19.889% | +1.241% | 22.012% | -0.882% |
| 17/11/25 | 21.330% | 26384.28 | 18.482% | 19.368% | +1.962% | 20.958% | +0.372% |
| 18/11/25 | 22.440% | 25930.03 | 17.279% | 18.747% | +3.693% | 20.132% | +2.308% |
| 19/11/25 | 21.940% | 25830.65 | 17.112% | 18.230% | +3.710% | 19.428% | +2.512% |
| 20/11/25 | 20.860% | 25835.57 | 16.841% | 17.906% | +2.954% | 18.936% | +1.924% |
| 21/11/25 | 23.310% | 25220.02 | 18.518% | 17.646% | +5.664% | 18.516% | +4.794% |
| 24/11/25 | 21.340% | 25716.50 | 19.705% | 17.891% | +3.449% | 18.332% | +3.008% |
| 25/11/25 | 21.410% | 25894.55 | 19.549% | 18.345% | +3.065% | 18.646% | +2.764% |
| 26/11/25 | 19.390% | 25928.08 | 19.517% | 18.826% | +0.564% | 18.981% | +0.409% |
| 27/11/25 | 18.690% | 25945.93 | 19.512% | 19.360% | -0.670% | 24.608% | -5.918% |
| 28/11/25 | 18.170% | 25858.89 | 19.012% | 19.459% | -1.289% | 24.573% | -6.403% |
| 01/12/25 | 18.380% | 26033.26 | 18.700% | 19.258% | -0.878% | 23.845% | -5.465% |
| 02/12/25 | 17.970% | 26095.05 | 18.604% | 19.069% | -1.099% | 23.454% | -5.484% |
| 03/12/25 | 18.210% | 25760.73 | 19.141% | 18.994% | -0.784% | 23.206% | -4.996% |
| 04/12/25 | 18.130% | 25935.90 | 17.704% | 18.632% | -0.502% | 22.611% | -4.481% |
| 05/12/25 | 17.550% | 26085.08 | 17.584% | 18.346% | -0.796% | 22.114% | -4.564% |
| 08/12/25 | 18.240% | 25765.36 | 17.198% | 18.046% | +0.194% | 21.307% | -3.067% |
| 09/12/25 | 18.360% | 25434.23 | 17.611% | 17.847% | +0.513% | 20.926% | -2.566% |
| 10/12/25 | 18.550% | 25540.78 | 17.666% | 17.552% | +0.998% | 20.436% | -1.886% |
| 11/12/25 | 17.580% | 25530.51 | 17.647% | 17.541% | +0.039% | 20.279% | -2.699% |
| 12/12/25 | 17.280% | 25976.79 | 17.433% | 17.511% | -0.231% | 20.100% | -2.820% |
| 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 |
| 30/10/25 | 23.870% | 9346.86 | 20.982% | 21.756% | +2.114% | 21.756% | +2.114% |
| 31/10/25 | 22.900% | 9168.58 | 21.676% | 21.642% | +1.258% | 26.442% | -3.542% |
| 03/11/25 | 23.180% | 9258.73 | 21.541% | 21.587% | +1.593% | 25.842% | -2.662% |
| 04/11/25 | 23.100% | 9173.21 | 21.331% | 21.424% | +1.676% | 25.471% | -2.371% |
| 05/11/25 | 23.540% | 9163.24 | 20.920% | 21.290% | +2.250% | 25.137% | -1.597% |
| 06/11/25 | 22.900% | 9355.97 | 22.178% | 21.529% | +1.371% | 25.243% | -2.343% |
| 07/11/25 | 23.270% | 9267.56 | 22.367% | 21.668% | +1.602% | 25.227% | -1.957% |
| 10/11/25 | 23.690% | 9443.24 | 22.365% | 21.832% | +1.858% | 24.881% | -1.191% |
| 11/11/25 | 22.800% | 9461.49 | 21.754% | 21.917% | +0.883% | 24.797% | -1.997% |
| 12/11/25 | 22.220% | 9538.99 | 21.249% | 21.983% | +0.237% | 24.691% | -2.471% |
| 13/11/25 | 22.970% | 9599.06 | 20.121% | 21.571% | +1.399% | 24.052% | -1.082% |
| 14/11/25 | 23.490% | 9397.96 | 21.609% | 21.419% | +2.071% | 23.707% | -0.217% |
| 17/11/25 | 23.850% | 9328.40 | 20.082% | 20.963% | +2.887% | 22.685% | +1.165% |
| 18/11/25 | 24.690% | 9174.84 | 18.813% | 20.375% | +4.315% | 21.881% | +2.809% |
| 19/11/25 | 24.470% | 9151.04 | 18.576% | 19.840% | +4.630% | 21.144% | +3.326% |
| 20/11/25 | 23.390% | 9143.34 | 18.366% | 19.489% | +3.901% | 20.610% | +2.780% |
| 21/11/25 | 25.460% | 8919.78 | 19.880% | 19.143% | +6.317% | 20.087% | +5.373% |
| 24/11/25 | 23.830% | 9079.42 | 20.901% | 19.307% | +4.523% | 19.783% | +4.047% |
| 25/11/25 | 22.960% | 9158.31 | 20.865% | 19.718% | +3.242% | 20.042% | +2.918% |
| 26/11/25 | 21.840% | 9162.37 | 20.553% | 20.113% | +1.727% | 20.278% | +1.562% |
| 27/11/25 | 20.900% | 9164.87 | 20.538% | 20.548% | +0.352% | 26.117% | -5.217% |
| 28/11/25 | 20.220% | 9130.18 | 19.623% | 20.496% | -0.276% | 25.883% | -5.663% |
| 01/12/25 | 20.220% | 9172.84 | 19.210% | 20.158% | +0.062% | 24.960% | -4.740% |
| 02/12/25 | 19.710% | 9182.65 | 19.061% | 19.797% | -0.087% | 24.350% | -4.640% |
| 03/12/25 | 20.310% | 9028.55 | 19.930% | 19.672% | +0.638% | 24.035% | -3.725% |
| 04/12/25 | 20.060% | 9106.48 | 18.677% | 19.300% | +0.760% | 23.422% | -3.362% |
| 05/12/25 | 19.440% | 9198.30 | 18.825% | 19.140% | +0.300% | 23.071% | -3.631% |
| 08/12/25 | 20.370% | 9083.53 | 18.038% | 18.906% | +1.464% | 22.322% | -1.952% |
| 09/12/25 | 20.670% | 8936.41 | 18.679% | 18.830% | +1.840% | 22.078% | -1.408% |
| 10/12/25 | 20.710% | 8954.69 | 18.661% | 18.576% | +2.134% | 21.627% | -0.917% |
| 11/12/25 | 19.540% | 8934.28 | 18.598% | 18.560% | +0.980% | 21.457% | -1.917% |
| 12/12/25 | 19.060% | 9079.35 | 18.022% | 18.400% | +0.660% | 21.120% | -2.060% |