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20150630_臺股期權資訊

6/30臺股漲87點,收9323,價差 -111點,量911億。

外資期現貨交易金額共約 101.58億,現貨買超 (11.07億),臺指期淨交易為多 (4944口 約90.51億), OI為多 (2961口 約55.49億),Option 淨交易 Call (-115, 約 $-2.5M) Put (-445, 約 $-0.6M), OI Call (85445) Put (90972)。

自營商 Option 淨交易 Call (1199, 約$7.6M) Put (-5435, 約$-29.7M),OI Call (-53984) Put (7617)。

07月Options Put/Call Ratio: 0.8425
Max. OI: Call@9500 Put@9000
預估結算區間
Max. Vol: Call@9400 Put@8900 當日最大量 多空交戰區


Last trading day:

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

🙂 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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