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20150618_臺股期權資訊

6/18臺股漲29點,收9218,價差 -169點,量818億。

外資期現貨交易金額共約 -7.37億,現貨賣超 (-48.33億),臺指期淨交易為多 (2264口 約40.96億), OI為空 (-8474口 約-152.53億),Option 淨交易 Call (2093, 約 $0M) Put (5514, 約 $7.6M), OI Call (57697) Put (60126)。

自營商 Option 淨交易 Call (10255, 約$-4.2M) Put (14330, 約$8.8M),OI Call (-43704) Put (31757)。

07月Options Put/Call Ratio: 0.6808
Max. OI: Call@9500 Put@9000
預估結算區間
Max. Vol: Call@9300 Put@8700 當日最大量 多空交戰區


Last trading day:

6/17臺股跌23點,收9190,價差 -8點,量919億。

外資期現貨交易金額共約 -106.75億,現貨賣超 (-104.99億),臺指期淨交易為空 (-157口 約-1.76億), OI為空 (-10374口 約-187.05億),Option 淨交易 Call (-620, 約 $-7.9M) Put (-288, 約 $-10.9M), OI Call (55610) Put (54596)。

自營商 Option 淨交易 Call (-14744, 約$-55.8M) Put (-8833, 約$-22.9M),OI Call (-53918) Put (17450)。

07月Options Put/Call Ratio: 0.6555
Max. OI: Call@9500 Put@9000
預估結算區間
Max. Vol: Call@9300 Put@8700 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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