You're reading...
Trading

20150702_臺股期權資訊

7/2臺股漲4點,收9379,價差 -102點,量847億。

外資期現貨交易金額共約 -87.13億,現貨賣超 (-31.87億),臺指期淨交易為空 (-2974口 約-55.26億), OI為多 (3067口 約57.93億),Option 淨交易 Call (-3215, 約 $-9.1M) Put (2813, 約 $-4.2M), OI Call (79632) Put (96609)。

自營商 Option 淨交易 Call (-7678, 約$-50.5M) Put (11348, 約$23.8M),OI Call (-38629) Put (25299)。

07月Options Put/Call Ratio: 0.9031
Max. OI: Call@9600 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:

7/1臺股漲52點,收9375,價差 -81點,量862億。

外資期現貨交易金額共約 74.28億,現貨買超 (14.31億),臺指期淨交易為多 (3226口 約59.97億), OI為多 (6133口 約114.95億),Option 淨交易 Call (2628, 約 $22.9M) Put (3656, 約 $18.2M), OI Call (82834) Put (93786)。

自營商 Option 淨交易 Call (16053, 約$20M) Put (-14709, 約$-19M),OI Call (-31005) Put (13976)。

07月Options Put/Call Ratio: 0.9086
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: