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20150515_臺股期權資訊

5/15臺股跌31點,收9579,價差 -4點,量840億。

外資期現貨交易金額共約 95.94億,現貨買超 (7.22億),臺指期淨交易為多 (4626口 約88.72億), OI為空 (-17995口 約-343.72億),Option 淨交易 Call (451, 約 $24.4M) Put (-184, 約 $22.2M), OI Call (201262) Put (222498)。

自營商 Option 淨交易 Call (-3009, 約$-15.6M) Put (7782, 約$-73.1M),OI Call (-131377) Put (-8103)。

05月Options Put/Call Ratio: 0.7201
Max. OI: Call@10000 Put@9500
預估結算區間
Max. Vol: Call@9700 Put@9500 當日最大量 多空交戰區


Last trading day:

5/14臺股跌113點,收9611,價差 -7點,量981億。

外資期現貨交易金額共約 -214.08億,現貨賣超 (-57.18億),臺指期淨交易為空 (-8116口 約-156.91億), OI為空 (-22830口 約-437.67億),Option 淨交易 Call (2868, 約 $13.7M) Put (8051, 約 $13.9M), OI Call (200806) Put (222605)。

自營商 Option 淨交易 Call (-28209, 約$-50.9M) Put (37814, 約$17M),OI Call (-128346) Put (-15715)。

05月Options Put/Call Ratio: 0.7518
Max. OI: Call@10000 Put@9500
預估結算區間
Max. Vol: Call@9700 Put@9600 當日最大量 多空交戰區

🙂 Happy Trading! Happy Swimming! 🙂


以下是我最常觀察的期權現貨資訊記錄,做為交易的判斷因素之一。

Option Info.

按圖放大 (Click to enlarge)


臺股收盤價量 & 臺指期未平倉 & 外資臺指期選擇權未平倉

按圖放大 (Click to enlarge)

大額交易人臺指期淨未沖銷部位 (淨OI=買-賣), 淨OI%=大額交易人淨部位 / 所有未沖銷部位


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About Rebecca

A pretty lazy human being ! Lazy to do any boring stuff.

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