You're reading...
Trading

20150629_臺股期權資訊

6/29臺股跌226點,收9236,價差 -98點,量936億。

外資期現貨交易金額共約 -89.02億,現貨賣超 (-71.13億),臺指期淨交易為空 (-976口 約-17.88億), OI為空 (-1885口 約-33.54億),Option 淨交易 Call (2335, 約 $9.9M) Put (5256, 約 $19.8M), OI Call (85568) Put (91396)。

自營商 Option 淨交易 Call (-16853, 約$-7.1M) Put (-5033, 約$19.4M),OI Call (-55198) Put (13112)。

07月Options Put/Call Ratio: 0.8154
Max. OI: Call@9500 Put@9000
預估結算區間
Max. Vol: Call@9500 Put@9000 當日最大量 多空交戰區


Last trading day:

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

🙂 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


Advertisements

About Rebecca

A pretty lazy human being ! Lazy to do any boring stuff.

Discussion

No comments yet.

What do you think ? 你覺得呢 ?

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Click to receive notifications of new posts.

Categories類別選單

%d bloggers like this: