選擇權從成交量來觀察,8月份買權集中在8300 點,賣權集中在7700點。未平倉量部份,買權未平倉量大量區在8300 點,而賣權大量區則在7600 點。全月份未平倉量put/call ratio 由1降至0.99,買權平均隱含波動率由12.98%降至12.60%,賣權平均隱含波動率由15.59%降至15.44%,買賣權同降,操作上建議在7800與8200建立買進勒式操作因應。
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