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20150615_臺股期權資訊

6/15臺股跌42點,收9259,價差 -15點,量748億。

外資期現貨交易金額共約 -14.31億,現貨賣超 (-43.95億),臺指期淨交易為多 (1684口 約29.64億), OI為空 (-14803口 約-272.48億),Option 淨交易 Call (1201, 約 $0.8M) Put (3082, 約 $0.9M), OI Call (138508) Put (174677)。

自營商 Option 淨交易 Call (-885, 約$-4.4M) Put (-3386, 約$-15.6M),OI Call (-131675) Put (-1835)。

06月Options Put/Call Ratio: 0.7441
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


Last trading day:

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

🙂 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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