{
    "id": "OPT-042",
    "category": "OPT",
    "title": "期權日損益敏感度拆解",
    "question": "昨天到今天的價格變化可由哪些風險解釋？",
    "chart": "waterfall",
    "metric": "每股期權價變近似（USD）",
    "secondary": "Delta、Gamma、Theta、Vega及殘差",
    "x": "風險來源",
    "y": "每股期權價變近似（USD）",
    "panels": [
        "主圖：每股期權價變近似（USD），依風險來源排列",
        "輔圖：Delta、Gamma、Theta、Vega及殘差",
        "明細：期權日損益敏感度拆解的資料列、觀測日期與缺值狀態"
    ],
    "filters": [
        "美股標的與報價日",
        "到期日與行權價",
        "同合約連續兩日"
    ],
    "apis": [
        "OPTIONS",
        "EOD"
    ],
    "calculation": "用前日Greeks計Delta×ΔS+0.5Gamma×ΔS²+Theta×Δt+Vega×ΔIV；實際中價差減估計為殘差。",
    "caveat": "需一致單位及同合約；大跳動、利率與模型非線性使殘差增加。 Marketplace 額外方案；僅美股日終快照，不含逐筆買賣方向或券商庫存；先驗證合約乘數。",
    "data_class": "額外方案",
    "complexity": "高",
    "audience": "專業",
    "reach": 5,
    "frequency": 6,
    "decision": 6,
    "clarity": 7,
    "sample_labels": [
        "Delta",
        "Gamma",
        "Theta",
        "Vega",
        "殘差"
    ],
    "cadence": "美股收市後日更",
    "category_name": "美股期權",
    "score": 57.5,
    "requires_user_input": false,
    "requires_extra_plan": true,
    "source_urls": [
        "https://eodhd.com/marketplace/unicornbay/options",
        "https://eodhd.com/financial-apis/api-for-historical-data-and-volumes"
    ],
    "rank": 854,
    "stage": "P4",
    "svg_file": "mockups/0854-OPT-042.svg",
    "demo_fingerprint": "75c110e68a6dd432",
    "collection": "catalogue",
    "sample_annotation": {
        "sample": true,
        "as_of": "2026-10-16",
        "notice": "Charts and tables for this report are generated, deterministic synthetic sample observations for educational layout and unit demonstration only. No provider, market data or analysis engine is called, and nothing here is a statement about real securities.",
        "notice_zh": "此報告的圖表與數據為確定性生成的合成示例數據，僅供教育及版面展示；並無連接任何資料供應商或實際分析引擎，不代表任何真實證券的表現。",
        "default_filters": {
            "symbol": "0700.HK",
            "period": "1Y",
            "benchmark": "HSI"
        },
        "filters": {
            "symbol": [
                "0700.HK",
                "0005.HK",
                "AAPL.US",
                "MSFT.US",
                "SPY.US",
                "BTC-USD.CC"
            ],
            "period": [
                "1Y",
                "3Y",
                "5Y"
            ],
            "benchmark": [
                "HSI",
                "SPX",
                "BTC"
            ]
        },
        "library": {
            "version": "2026-10-19",
            "source": "https://chatgpt.com/share/6ad67223-c610-83e8-adb2-33aaf792e584",
            "sample": true
        }
    }
}