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20150706_臺股期權資訊

7/6臺股跌102點,收9256,價差 -59點,量818億。

外資期現貨交易金額共約 -86.11億,現貨賣超 (-56.54億),臺指期淨交易為空 (-1615口 約-29.58億), OI為多 (1933口 約36.99億),Option 淨交易 Call (-250, 約 $-6.4M) Put (2789, 約 $1M), OI Call (83286) Put (106887)。

自營商 Option 淨交易 Call (-14379, 約$-45.1M) Put (-767, 約$8.3M),OI Call (-52888) Put (26727)。

07月Options Put/Call Ratio: 0.8857
Max. OI: Call@9600 Put@8900
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:

7/3臺股跌21點,收9358,價差 -54點,量830億。

外資期現貨交易金額共約 -41.53億,現貨賣超 (-56.78億),臺指期淨交易為多 (815口 約15.25億), OI為多 (3660口 約69.26億),Option 淨交易 Call (3843, 約 $3.5M) Put (7487, 約 $7.8M), OI Call (83475) Put (104111)。

自營商 Option 淨交易 Call (144, 約$6.6M) Put (2371, 約$11.9M),OI Call (-38435) Put (27621)。

07月Options Put/Call Ratio: 0.9355
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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