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20150522_臺股期權資訊

5/22臺股漲60點,收9639,價差 -14點,量991億。

外資期現貨交易金額共約 118.05億,現貨買超 (26.74億),臺指期淨交易為多 (4748口 約91.31億), OI為空 (-12788口 約-244.87億),Option 淨交易 Call (11030, 約 $36M) Put (5323, 約 $15.3M), OI Call (137597) Put (128299)。

自營商 Option 淨交易 Call (21993, 約$8.8M) Put (9406, 約$-31.3M),OI Call (-41183) Put (34703)。

06月Options Put/Call Ratio: 0.9079
Max. OI: Call@10000 Put@9200
預估結算區間
Max. Vol: Call@10000 Put@9300 當日最大量 多空交戰區


Last trading day:

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

🙂 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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