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選擇權 建立買權多頭價差因應
Apr 1st 2014, 08:22

選擇權從成交量來觀察,4月份買權集中在8,900點,賣權上移集中在8,700點。未平倉量部份,買權大量區在9,000點,而賣權大量區在8,500點。全月份未平倉量put/call ratio由1.31升至1.38,持續大於中性值1反應整體仍呈偏多格局。

4月買權平均隱含波動率由6.10%降至6.01%,賣權平均隱含波動率由14.61%降至14.07%,在中多趨勢持續發展下,操作上建議於8,700-8,900點建立買權多頭價差因應。

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