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Trading

20150626_臺股期權資訊

6/26臺股跌14點,收9463,價差 -142點,量842億。

外資期現貨交易金額共約 -43.49億,現貨買超 (22.56億),臺指期淨交易為空 (-3547口 約-66.05億), OI為空 (-701口 約-12.25億),Option 淨交易 Call (1429, 約 $1.9M) Put (4920, 約 $10.7M), OI Call (83240) Put (86133)。

自營商 Option 淨交易 Call (-9498, 約$-37.2M) Put (8904, 約$14.1M),OI Call (-38313) Put (18312)。

07月Options Put/Call Ratio: 0.8552
Max. OI: Call@9600 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:

6/25臺股漲79點,收9476,價差 -136點,量1019億。

外資期現貨交易金額共約 136.79億,現貨買超 (103.75億),臺指期淨交易為多 (1777口 約33.04億), OI為多 (2890口 約54.73億),Option 淨交易 Call (8724, 約 $31.4M) Put (3417, 約 $13.7M), OI Call (81809) Put (81219)。

自營商 Option 淨交易 Call (15731, 約$21.1M) Put (-7407, 約$-33.6M),OI Call (-28795) Put (9476)。

07月Options Put/Call Ratio: 0.8469
Max. OI: Call@9600 Put@9000
預估結算區間
Max. Vol: Call@9400 Put@9000 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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