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20150602_臺股期權資訊

6/2臺股跌11點,收9614,價差 -7點,量990億。

外資期現貨交易金額共約 60.57億,現貨賣超 (-19.09億),臺指期淨交易為多 (4136口 約79.65億), OI為空 (-6795口 約-128.81億),Option 淨交易 Call (2685, 約 $-6.1M) Put (-1494, 約 $-7.3M), OI Call (132522) Put (148919)。

自營商 Option 淨交易 Call (4693, 約$28.5M) Put (-12144, 約$-10.1M),OI Call (-86022) Put (43122)。

06月Options Put/Call Ratio: 0.8576
Max. OI: Call@10000 Put@9300
預估結算區間
Max. Vol: Call@9900 Put@9400 當日最大量 多空交戰區


Last trading day:

6/1臺股跌75點,收9626,價差 4點,量914億。

外資期現貨交易金額共約 -184.97億,現貨賣超 (-91.28億),臺指期淨交易為空 (-4877口 約-93.69億), OI為空 (-10907口 約-208.42億),Option 淨交易 Call (-2450, 約 $-14.7M) Put (4817, 約 $4.8M), OI Call (129839) Put (150454)。

自營商 Option 淨交易 Call (-32980, 約$-44.7M) Put (18896, 約$47.9M),OI Call (-90843) Put (55097)。

06月Options Put/Call Ratio: 0.8744
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

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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