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20150521_臺股期權資訊

5/21臺股跌107點,收9579,價差 -38點,量964億。

外資期現貨交易金額共約 -152.08億,現貨賣超 (-121億),臺指期淨交易為空 (-1637口 約-31.08億), OI為空 (-18044口 約-343.07億),Option 淨交易 Call (2787, 約 $1.6M) Put (3314, 約 $11M), OI Call (126561) Put (122955)。

自營商 Option 淨交易 Call (-412, 約$-26.6M) Put (14555, 約$-15.3M),OI Call (-63210) Put (25262)。

06月Options Put/Call Ratio: 0.8989
Max. OI: Call@10000 Put@9200
預估結算區間
Max. Vol: Call@10000 Put@9500 當日最大量 多空交戰區


Last trading day:

今天5月台指期結算9668。
5/20臺股跌31點,收9685,價差 -17點,量987億。

外資期現貨交易金額共約 -185.81億,現貨賣超 (-19.07億),臺指期淨交易為空 (-8617口 約-166.74億), OI為空 (-15935口 約-307.41億),Option 淨交易 Call (3383, 約 $3M) Put (13774, 約 $11.3M), OI Call (123754) Put (119651)。

自營商 Option 淨交易 Call (-24988, 約$-84M) Put (-2023, 約$25.6M),OI Call (-62822) Put (10717)。

06月Options Put/Call Ratio: 0.9157
Max. OI: Call@10000 Put@9300
預估結算區間
Max. Vol: Call@10000 Put@9400 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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