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20150622_臺股期權資訊

6/22臺股漲123點,收9342,價差 -160點,量898億。

外資期現貨交易金額共約 93.44億,現貨買超 (31.44億),臺指期淨交易為多 (3372口 約61.99億), OI為空 (-4643口 約-84.14億),Option 淨交易 Call (12766, 約 $40.8M) Put (10101, 約 $39.3M), OI Call (70493) Put (70224)。

自營商 Option 淨交易 Call (11182, 約$42.9M) Put (-11038, 約$-20M),OI Call (-32526) Put (20707)。

07月Options Put/Call Ratio: 0.7809
Max. OI: Call@9500 Put@9000
預估結算區間
Max. Vol: Call@9400 Put@9000 當日最大量 多空交戰區


Last trading day:

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

🙂 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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