TAIEX
^TWIITXFI6-FUpdated 05:06:20 · refreshes every 60s
Implied Opening Price
46,378.88▲
+39.01+0.08%
1σ 45,647.31 – 47,110.45VIX 25.0%
Spot vs Implied Open
Cost-of-Carry Model
Full methodology →Model Inputs
| Variable | Value |
|---|---|
| Futures Price (F) | 46,335.00 |
| Spot Price (S) | 46,339.87 |
| Risk-Free Rate (r) | 1.68% |
| Dividend Yield (q) | 3.50% |
| Time to Expiry (t) | 19.0d |
About this projection
The TAIEX implied open is derived from the front-month TAIEX futures using the cost-of-carry fair-value model: the futures price is discounted by the TWD risk-free rate net of expected index dividends over the remaining time to contract expiry.
The Taipei cash session runs 9:00–13:30 local time; the projection tracks where TAIEX will open when it begins. The 1σ band around the projection is sized from the TWVIX 30-day implied-volatility index, and the number refreshes continuously while futures trade overnight.
This is not financial advice.← Back
