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20150608_臺股期權資訊

6/8臺股漲28點,收9368,價差 -20點,量954億。

外資期現貨交易金額共約 -97.95億,現貨賣超 (-91.6億),臺指期淨交易為空 (-335口 約-6.35億), OI為空 (-21339口 約-396.84億),Option 淨交易 Call (4869, 約 $14.7M) Put (3690, 約 $5.6M), OI Call (138608) Put (162399)。

自營商 Option 淨交易 Call (-4633, 約$20.1M) Put (5331, 約$21.4M),OI Call (-146368) Put (10558)。

06月Options Put/Call Ratio: 0.7306
Max. OI: Call@10000 Put@9200
預估結算區間
Max. Vol: Call@9500 Put@9200 當日最大量 多空交戰區


Last trading day:

6/5臺股跌9點,收9340,價差 -32點,量1103億。

外資期現貨交易金額共約 -17.46億,現貨賣超 (-99.32億),臺指期淨交易為多 (4403口 約81.87億), OI為空 (-20749口 約-384.24億),Option 淨交易 Call (6207, 約 $30.1M) Put (7005, 約 $13.9M), OI Call (133819) Put (158664)。

自營商 Option 淨交易 Call (-3942, 約$-16.1M) Put (-4328, 約$-60.8M),OI Call (-141314) Put (4791)。

06月Options Put/Call Ratio: 0.7109
Max. OI: Call@10000 Put@9200
預估結算區間
Max. Vol: Call@9500 Put@9200 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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