風險逆轉偏斜歷史
市場對上行與下行的相對定價如何改變?
- 最新值
- -0.746
- 期間平均
- 0.205
- 期間最高
- 1
- 期間最低
- -0.746
主圖:25Delta Call IV-Put IV(百分點),依日期排列
25Delta Call IV-Put IV(百分點) (折線圖)
輔圖:同期股價報酬與期限
同期股價報酬與期限 (柱狀圖)
明細:風險逆轉偏斜歷史的資料列、觀測日期與缺值狀態
25Delta Call IV-Put IV(百分點) 與 同期股價報酬與期限 (表格)
示例資料列
| 日期 | 25Delta Call IV-Put IV(百分點) | 同期股價報酬與期限 | 資料日期(示例) |
|---|---|---|---|
| 2025-10-16 | 0.423 | 0 | 2025-10-16 |
| 2025-11-03 | -0.356 | 11.26 | 2025-11-03 |
| 2025-11-17 | 0.212 | 12.07 | 2025-11-17 |
| 2025-12-03 | 0.239 | 9.07 | 2025-12-03 |
| 2025-12-19 | -0.259 | -10.88 | 2025-12-19 |
| 2026-01-02 | 0.641 | -5.59 | 2026-01-02 |
| 2026-01-20 | -0.24 | 16.53 | 2026-01-20 |
| 2026-02-05 | -0.206 | 10.83 | 2026-02-05 |
| 2026-02-23 | 0.498 | 0.17 | 2026-02-23 |
| 2026-03-09 | 0.073 | 0.43 | 2026-03-09 |
| 2026-03-25 | 0.835 | 1.21 | 2026-03-25 |
| 2026-04-10 | -0.111 | 9.84 | 2026-04-10 |
| 2026-04-24 | 0.084 | 0.76 | 2026-04-24 |
| 2026-05-12 | 0.662 | -3.3 | 2026-05-12 |
| 2026-05-28 | -0.011 | -2.93 | 2026-05-28 |
| 2026-06-11 | -0.315 | -5.99 | 2026-06-11 |
| 2026-06-29 | 0.151 | -5.67 | 2026-06-29 |
| 2026-07-15 | 0.777 | -5.4 | 2026-07-15 |
| 2026-07-31 | 0.281 | 2.32 | 2026-07-31 |
| 2026-08-14 | 0.267 | 27.22 | 2026-08-14 |
| 2026-09-01 | -0.687 | 13.05 | 2026-09-01 |
| 2026-09-17 | 0.669 | -0.83 | 2026-09-17 |
| 2026-10-01 | -0.415 | 2.8 | 2026-10-01 |
| 2026-10-16 | -0.746 | -2.52 | 2026-10-16 |