You're reading...
Trading

20150519_臺股期權資訊

5/19臺股漲111點,收9717,價差 -15點,量1071億。

外資期現貨交易金額共約 184.15億,現貨買超 (97.84億),臺指期淨交易為多 (4460口 約86.31億), OI為空 (-12850口 約-248.38億),Option 淨交易 Call (-2492, 約 $-6.2M) Put (-140, 約 $28.3M), OI Call (194818) Put (220405)。

自營商 Option 淨交易 Call (10253, 約$43.6M) Put (-28556, 約$-23.6M),OI Call (-133496) Put (-33259)。

05月Options Put/Call Ratio: 0.812
Max. OI: Call@10000 Put@9500
預估結算區間
Max. Vol: Call@9700 Put@9700 當日最大量 多空交戰區


Last trading day:

5/18臺股漲27點,收9606,價差 -8點,量918億。

外資期現貨交易金額共約 92.93億,現貨買超 (91.02億),臺指期淨交易為多 (100口 約1.9億), OI為空 (-17690口 約-338.6億),Option 淨交易 Call (-3967, 約 $2.4M) Put (-1951, 約 $2.2M), OI Call (197286) Put (220566)。

自營商 Option 淨交易 Call (-12371, 約$-16.9M) Put (3439, 約$-22.4M),OI Call (-143749) Put (-4686)。

05月Options Put/Call Ratio: 0.707
Max. OI: Call@10000 Put@9500
預估結算區間
Max. Vol: Call@9600 Put@9550 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


Advertisements

About Rebecca

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

Discussion

No comments yet.

What do you think ? 你覺得呢 ?

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Click to receive notifications of new posts.

Categories類別選單

%d bloggers like this: