| 更新時間： | 2025年1月14日 PM 4:32:05 | ||||||
| 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 |
| 28/11/24 | 23.240% | 19366.96 | 23.517% | 22.584% | +0.656% | 22.584% | +0.656% |
| 29/11/24 | 22.990% | 19423.61 | 23.132% | 22.800% | +0.190% | 28.605% | -5.615% |
| 02/12/24 | 22.920% | 19550.29 | 23.182% | 23.026% | -0.106% | 28.322% | -5.402% |
| 03/12/24 | 23.310% | 19746.32 | 21.736% | 22.966% | +0.344% | 28.059% | -4.749% |
| 04/12/24 | 23.270% | 19742.46 | 20.300% | 22.373% | +0.897% | 27.151% | -3.881% |
| 05/12/24 | 22.080% | 19560.44 | 19.193% | 21.509% | +0.571% | 25.925% | -3.845% |
| 06/12/24 | 22.550% | 19865.85 | 19.921% | 20.867% | +1.683% | 24.980% | -2.430% |
| 09/12/24 | 26.320% | 20414.09 | 21.710% | 20.572% | +5.748% | 24.121% | +2.199% |
| 10/12/24 | 26.500% | 20311.28 | 19.418% | 20.109% | +6.391% | 23.412% | +3.088% |
| 11/12/24 | 24.660% | 20155.05 | 19.662% | 19.981% | +4.679% | 23.099% | +1.561% |
| 12/12/24 | 25.380% | 20397.05 | 18.859% | 19.914% | +5.466% | 22.858% | +2.522% |
| 13/12/24 | 21.880% | 19971.24 | 20.500% | 20.030% | +1.850% | 22.827% | -0.947% |
| 16/12/24 | 21.480% | 19795.49 | 20.466% | 19.781% | +1.699% | 22.056% | -0.576% |
| 17/12/24 | 20.750% | 19700.48 | 20.407% | 19.979% | +0.771% | 22.112% | -1.362% |
| 18/12/24 | 21.050% | 19864.55 | 20.534% | 20.153% | +0.897% | 22.140% | -1.090% |
| 19/12/24 | 21.270% | 19752.51 | 20.620% | 20.505% | +0.765% | 22.358% | -1.088% |
| 20/12/24 | 20.920% | 19720.70 | 19.855% | 20.376% | +0.544% | 22.050% | -1.130% |
| 23/12/24 | 21.150% | 19883.13 | 19.985% | 20.280% | +0.870% | 21.446% | -0.296% |
| 24/12/24 | 21.330% | 20098.29 | 20.152% | 20.229% | +1.101% | 21.226% | +0.104% |
| 27/12/24 | 21.530% | 20090.46 | 18.059% | 19.734% | +1.796% | 20.220% | +1.310% |
| 30/12/24 | 22.330% | 20041.42 | 17.779% | 19.166% | +3.164% | 19.166% | +3.164% |
| 31/12/24 | 22.350% | 20059.95 | 17.664% | 18.728% | +3.622% | 22.881% | -0.531% |
| 02/01/25 | 22.590% | 19623.32 | 19.117% | 18.554% | +4.036% | 22.364% | +0.226% |
| 03/01/25 | 22.240% | 19760.27 | 18.694% | 18.263% | +3.977% | 21.863% | +0.377% |
| 06/01/25 | 22.280% | 19688.29 | 18.726% | 18.396% | +3.884% | 21.569% | +0.711% |
| 07/01/25 | 23.240% | 19447.58 | 19.105% | 18.661% | +4.579% | 21.727% | +1.513% |
| 08/01/25 | 23.160% | 19279.84 | 18.202% | 18.769% | +4.391% | 21.698% | +1.462% |
| 09/01/25 | 22.780% | 19240.89 | 15.325% | 18.010% | +4.770% | 20.673% | +2.107% |
| 10/01/25 | 22.800% | 19064.29 | 15.317% | 17.335% | +5.465% | 19.756% | +3.044% |
| 13/01/25 | 23.460% | 18874.14 | 15.200% | 16.630% | +6.830% | 18.542% | +4.918% |
| 14/01/25 | 24.140% | 19219.78 | 16.650% | 16.139% | +8.001% | 17.862% | +6.278% |
| 國企指數期權引伸波幅分析 | |||||||
| 日期 | 國指波幅指數 | 國企指數 | 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 |
| 28/11/24 | 26.840% | 6924.51 | 26.708% | 25.706% | +1.134% | 25.706% | +1.134% |
| 29/11/24 | 26.430% | 6946.68 | 26.279% | 25.929% | +0.501% | 32.531% | -6.101% |
| 02/12/24 | 26.260% | 7009.05 | 26.424% | 26.182% | +0.078% | 32.203% | -5.943% |
| 03/12/24 | 26.660% | 7072.13 | 24.479% | 26.047% | +0.613% | 31.823% | -5.163% |
| 04/12/24 | 26.620% | 7085.00 | 22.787% | 25.335% | +1.285% | 30.746% | -4.126% |
| 05/12/24 | 25.290% | 7014.13 | 21.294% | 24.253% | +1.037% | 29.233% | -3.943% |
| 06/12/24 | 25.770% | 7136.55 | 22.116% | 23.420% | +2.350% | 28.037% | -2.267% |
| 09/12/24 | 30.380% | 7360.67 | 24.328% | 23.001% | +7.379% | 26.968% | +3.412% |
| 10/12/24 | 30.670% | 7306.16 | 21.925% | 22.490% | +8.180% | 26.184% | +4.486% |
| 11/12/24 | 28.650% | 7249.38 | 22.138% | 22.360% | +6.290% | 25.849% | +2.801% |
| 12/12/24 | 29.430% | 7360.10 | 21.291% | 22.359% | +7.071% | 25.665% | +3.765% |
| 13/12/24 | 25.210% | 7186.59 | 23.111% | 22.558% | +2.652% | 25.708% | -0.498% |
| 16/12/24 | 24.320% | 7132.69 | 22.820% | 22.257% | +2.063% | 24.816% | -0.496% |
| 17/12/24 | 23.840% | 7105.44 | 22.780% | 22.428% | +1.412% | 24.823% | -0.983% |
| 18/12/24 | 24.210% | 7180.79 | 23.016% | 22.604% | +1.606% | 24.832% | -0.622% |
| 19/12/24 | 24.520% | 7152.13 | 22.991% | 22.944% | +1.576% | 25.017% | -0.497% |
| 20/12/24 | 23.920% | 7143.88 | 22.109% | 22.743% | +1.177% | 24.611% | -0.691% |
| 23/12/24 | 24.050% | 7213.85 | 22.263% | 22.632% | +1.418% | 23.933% | +0.117% |
| 24/12/24 | 24.100% | 7303.92 | 22.492% | 22.574% | +1.526% | 23.687% | +0.413% |
| 27/12/24 | 24.800% | 7305.36 | 20.260% | 22.023% | +2.777% | 22.566% | +2.234% |
| 30/12/24 | 25.300% | 7280.48 | 19.879% | 21.401% | +3.899% | 21.401% | +3.899% |
| 31/12/24 | 25.090% | 7289.89 | 19.766% | 20.932% | +4.158% | 25.574% | -0.484% |
| 02/01/25 | 25.350% | 7090.56 | 21.860% | 20.851% | +4.499% | 25.133% | +0.217% |
| 03/01/25 | 25.140% | 7159.28 | 21.653% | 20.684% | +4.456% | 24.761% | +0.379% |
| 06/01/25 | 25.280% | 7135.48 | 21.652% | 20.962% | +4.318% | 24.578% | +0.702% |
| 07/01/25 | 26.380% | 7049.71 | 21.984% | 21.383% | +4.997% | 24.896% | +1.484% |
| 08/01/25 | 26.120% | 6990.65 | 20.996% | 21.629% | +4.491% | 25.004% | +1.116% |
| 09/01/25 | 25.760% | 6978.97 | 17.802% | 20.818% | +4.942% | 23.895% | +1.865% |
| 10/01/25 | 25.980% | 6898.15 | 17.809% | 20.049% | +5.931% | 22.848% | +3.132% |
| 13/01/25 | 26.710% | 6843.71 | 17.629% | 19.244% | +7.466% | 21.457% | +5.253% |
| 14/01/25 | 27.370% | 6987.36 | 19.016% | 18.651% | +8.719% | 20.642% | +6.728% |