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20150527_臺股期權資訊

5/27臺股漲24點,收9694,價差 -32點,量1021億。

外資期現貨交易金額共約 127.21億,現貨買超 (27.21億),臺指期淨交易為多 (5178口 約100億), OI為空 (-4587口 約-87.27億),Option 淨交易 Call (2423, 約 $3M) Put (4734, 約 $-4.6M), OI Call (130400) Put (135045)。

自營商 Option 淨交易 Call (5983, 約$-11.1M) Put (-32945, 約$-16.2M),OI Call (-61697) Put (-1724)。

06月Options Put/Call Ratio: 0.9425
Max. OI: Call@10000 Put@9300
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:

5/26臺股漲24點,收9669,價差 -10點,量794億。

外資期現貨交易金額共約 46.14億,現貨買超 (46.7億),臺指期淨交易為空 (-36口 約-0.56億), OI為空 (-9926口 約-190.39億),Option 淨交易 Call (264, 約 $2.8M) Put (15, 約 $3.4M), OI Call (137039) Put (133691)。

自營商 Option 淨交易 Call (9619, 約$-7M) Put (-7361, 約$1.7M),OI Call (-41434) Put (30721)。

06月Options Put/Call Ratio: 0.9135
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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