You're reading...
Trading

20150603_臺股期權資訊

6/3臺股跌58點,收9557,價差 -10點,量1014億。

外資期現貨交易金額共約 -233.01億,現貨賣超 (-30.57億),臺指期淨交易為空 (-10560口 約-202.43億), OI為空 (-17841口 約-338.74億),Option 淨交易 Call (1186, 約 $-6.6M) Put (3874, 約 $1M), OI Call (130010) Put (143079)。

自營商 Option 淨交易 Call (-34361, 約$-55M) Put (8720, 約$17.3M),OI Call (-103898) Put (13673)。

06月Options Put/Call Ratio: 0.8308
Max. OI: Call@10000 Put@9300
預估結算區間
Max. Vol: Call@9800 Put@9400 當日最大量 多空交戰區


Last trading day:

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 億。

🙂 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

孬種政府不掛 百姓自己掛

Flag_of_the_Republic_of_China

我的中華民國國旗

Click to receive notifications of new posts.

Categories類別選單

%d bloggers like this: