📊 台指選價差策略監控看板 (實戰進出場版)
🕒 最後更新:22:04:44
🎯 到期日:2026/04/22 (2天)
📈 標的價格:37541.0
| |
跌幅緩衝 |
賣出部位 |
買進部位 |
勝率估算 |
隱含波動率 |
淨時間價值 |
進場點數 |
出場點數 |
最大風險 |
CP值(報酬率) |
| 組合 1 |
0.1% |
Put 37500 |
Put 37450 |
52.2% |
39.75% |
0.0216 |
27.0 |
33.0 |
23.0 |
117.39% |
| 組合 2 |
0.2% |
Put 37450 |
Put 37400 |
54.2% |
37.03% |
-0.0039 |
26.0 |
32.0 |
24.0 |
108.33% |
| 組合 3 |
0.4% |
Put 37400 |
Put 37350 |
56.0% |
37.76% |
0.0044 |
25.0 |
31.0 |
25.0 |
100.00% |
| 組合 4 |
0.5% |
Put 37350 |
Put 37300 |
57.9% |
37.49% |
0.0029 |
23.0 |
29.0 |
27.0 |
85.19% |
| 組合 5 |
0.6% |
Put 37300 |
Put 37250 |
59.8% |
37.50% |
0.0086 |
22.0 |
28.0 |
28.0 |
78.57% |
| 組合 6 |
0.8% |
Put 37250 |
Put 37200 |
61.8% |
36.86% |
0.0056 |
19.0 |
25.0 |
31.0 |
61.29% |
| 組合 7 |
0.9% |
Put 37200 |
Put 37150 |
63.8% |
36.68% |
0.0054 |
19.0 |
24.0 |
31.0 |
61.29% |
| 組合 8 |
1.0% |
Put 37150 |
Put 37100 |
65.6% |
36.60% |
0.0084 |
18.0 |
22.0 |
32.0 |
56.25% |
| 組合 9 |
1.2% |
Put 37100 |
Put 37050 |
67.6% |
36.22% |
0.0159 |
16.0 |
21.0 |
34.0 |
47.06% |
| 組合 10 |
1.3% |
Put 37050 |
Put 37000 |
70.0% |
35.01% |
-0.0007 |
14.0 |
19.0 |
36.0 |
38.89% |
| 組合 11 |
1.4% |
Put 37000 |
Put 36950 |
71.3% |
35.86% |
0.0111 |
14.0 |
18.0 |
36.0 |
38.89% |
| 組合 12 |
1.6% |
Put 36950 |
Put 36900 |
73.3% |
35.35% |
0.0108 |
12.0 |
16.0 |
38.0 |
31.58% |
| 組合 13 |
1.7% |
Put 36900 |
Put 36850 |
75.2% |
34.94% |
0.0072 |
12.0 |
16.0 |
38.0 |
31.58% |
| 組合 14 |
1.8% |
Put 36850 |
Put 36800 |
76.8% |
34.98% |
0.0040 |
10.0 |
14.0 |
40.0 |
25.00% |
| 組合 15 |
2.0% |
Put 36800 |
Put 36750 |
78.1% |
35.42% |
0.0093 |
9.0 |
13.0 |
41.0 |
21.95% |
| 組合 16 |
2.1% |
Put 36750 |
Put 36700 |
79.7% |
35.29% |
0.0069 |
8.0 |
12.0 |
42.0 |
19.05% |
| 組合 17 |
2.2% |
Put 36700 |
Put 36650 |
81.0% |
35.44% |
0.0090 |
8.0 |
12.0 |
42.0 |
19.05% |
| 組合 18 |
2.4% |
Put 36650 |
Put 36600 |
82.5% |
35.37% |
0.0074 |
6.0 |
10.0 |
44.0 |
13.64% |
| 組合 19 |
2.5% |
Put 36600 |
Put 36550 |
83.7% |
35.48% |
0.0069 |
6.0 |
9.0 |
44.0 |
13.64% |
| 組合 20 |
2.6% |
Put 36550 |
Put 36500 |
84.8% |
35.66% |
0.0120 |
6.0 |
8.0 |
44.0 |
13.64% |
| 組合 21 |
2.8% |
Put 36500 |
Put 36450 |
86.3% |
35.27% |
0.0086 |
5.0 |
8.0 |
45.0 |
11.11% |
| 組合 22 |
2.9% |
Put 36450 |
Put 36400 |
87.4% |
35.24% |
0.0045 |
4.0 |
8.0 |
46.0 |
8.70% |
| 組合 23 |
3.0% |
Put 36400 |
Put 36350 |
88.2% |
35.66% |
0.0118 |
3.0 |
7.0 |
47.0 |
6.38% |
| 組合 24 |
3.2% |
Put 36350 |
Put 36300 |
89.5% |
35.25% |
0.0021 |
3.5 |
6.5 |
46.5 |
7.53% |
| 組合 25 |
3.3% |
Put 36300 |
Put 36250 |
90.0% |
35.93% |
0.0041 |
3.0 |
5.0 |
47.0 |
6.38% |
| 組合 26 |
3.4% |
Put 36250 |
Put 36200 |
90.6% |
36.37% |
0.0082 |
3.0 |
5.0 |
47.0 |
6.38% |
| 組合 27 |
3.6% |
Put 36200 |
Put 36150 |
91.5% |
36.31% |
0.0059 |
2.5 |
4.5 |
47.5 |
5.26% |
| 組合 28 |
3.7% |
Put 36150 |
Put 36100 |
92.1% |
36.50% |
0.0063 |
2.5 |
4.0 |
47.5 |
5.26% |
| 組合 29 |
3.8% |
Put 36100 |
Put 36050 |
92.8% |
36.62% |
0.0056 |
2.0 |
3.5 |
48.0 |
4.17% |
| 組合 30 |
4.0% |
Put 36050 |
Put 36000 |
93.4% |
36.79% |
0.0014 |
2.0 |
3.5 |
48.0 |
4.17% |
📌 欄位定義: 進場點數 = 賣委買 - 買委賣 (實拿) | 出場點數 = 賣委賣 - 買委買 (成本)