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20150604_臺股期權資訊

6/4臺股跌208點,收9349,價差 -39點,量1360億。

外資期現貨交易金額共約 -267.87億,現貨賣超 (-130.74億),臺指期淨交易為空 (-7175口 約-137.14億), OI為空 (-25170口 約-466.73億),Option 淨交易 Call (-2396, 約 $-12.9M) Put (8492, 約 $-15.9M), OI Call (127638) Put (151637)。

自營商 Option 淨交易 Call (-33234, 約$-45.9M) Put (-3669, 約$-87.9M),OI Call (-137177) Put (9460)。

06月Options Put/Call Ratio: 0.7225
Max. OI: Call@10000 Put@9300
預估結算區間
Max. Vol: Call@9600 Put@9300 當日最大量 多空交戰區


Last trading day:

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

🙂 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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