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20150610_臺股期權資訊

6/10臺股漲107點,收9299,價差 -15點,量990億。

外資期現貨交易金額共約 -35.6億,現貨賣超 (-35.12億),臺指期淨交易為空 (-24口 約-0.48億), OI為空 (-18481口 約-340.83億),Option 淨交易 Call (7089, 約 $12M) Put (10160, 約 $17.4M), OI Call (136529) Put (164702)。

自營商 Option 淨交易 Call (2700, 約$-14.1M) Put (-20899, 約$-42.8M),OI Call (-134314) Put (-24747)。

06月Options Put/Call Ratio: 0.7201
Max. OI: Call@10000 Put@9000
預估結算區間
Max. Vol: Call@9400 Put@9200 當日最大量 多空交戰區


Last trading day:

6/9臺股跌177點,收9192,價差 45點,量1081億。

外資期現貨交易金額共約 24.24億,現貨賣超 (-35.82億),臺指期淨交易為多 (3236口 約60.06億), OI為空 (-18146口 約-332.85億),Option 淨交易 Call (-5376, 約 $-15.4M) Put (-4233, 約 $-41M), OI Call (133267) Put (158119)。

自營商 Option 淨交易 Call (-23040, 約$15.7M) Put (-17629, 約$-103.8M),OI Call (-169465) Put (-7100)。

06月Options Put/Call Ratio: 0.6786
Max. OI: Call@10000 Put@9200
預估結算區間
Max. Vol: Call@9400 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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