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20150612_臺股期權資訊

6/12臺股跌1點,收9302,價差 -35點,量819億。

外資期現貨交易金額共約 0.58億,現貨賣超 (-46.58億),臺指期淨交易為多 (2544口 約47.16億), OI為空 (-16578口 約-304.63億),Option 淨交易 Call (-466, 約 $-6.7M) Put (-2193, 約 $-7.5M), OI Call (137378) Put (171499)。

自營商 Option 淨交易 Call (5052, 約$-7.8M) Put (4827, 約$-18.1M),OI Call (-130586) Put (1496)。

06月Options Put/Call Ratio: 0.751
Max. OI: Call@10000 Put@9200
預估結算區間
Max. Vol: Call@9300 Put@9200 當日最大量 多空交戰區


Last trading day:

6/11臺股漲4點,收9302,價差 -14點,量976億。

外資期現貨交易金額共約 -102.02億,現貨賣超 (-89.16億),臺指期淨交易為空 (-699口 約-12.86億), OI為空 (-19138口 約-352.8億),Option 淨交易 Call (1241, 約 $-6.1M) Put (8983, 約 $10.4M), OI Call (137839) Put (173674)。

自營商 Option 淨交易 Call (-1189, 約$-51M) Put (21615, 約$-4M),OI Call (-135613) Put (-3261)。

06月Options Put/Call Ratio: 0.7263
Max. OI: Call@10000 Put@9000
預估結算區間
Max. Vol: Call@9300 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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