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20150708_臺股期權資訊

7/8臺股跌274點,收8976,價差 -33點,量1421億。

外資期現貨交易金額共約 -353.62億,現貨賣超 (-154.11億),臺指期淨交易為空 (-11012口 約-199.51億), OI為空 (-6820口 約-120.31億),Option 淨交易 Call (3316, 約 $34.6M) Put (14350, 約 $15.2M), OI Call (82260) Put (117137)。

自營商 Option 淨交易 Call (-107042, 約$-111.1M) Put (-4820, 約$-22.2M),OI Call (-105191) Put (11171)。

07月Options Put/Call Ratio: 0.6555
Max. OI: Call@9400 Put@8900
預估結算區間
Max. Vol: Call@9200 Put@8900 當日最大量 多空交戰區


Last trading day:

7/7臺股跌6點,收9250,價差 -8點,量912億。

外資期現貨交易金額共約 51.69億,現貨賣超 (-2.57億),臺指期淨交易為多 (2918口 約54.26億), OI為多 (4844口 約90.93億),Option 淨交易 Call (-1629, 約 $-8.7M) Put (-196, 約 $-2M), OI Call (81603) Put (106691)。

自營商 Option 淨交易 Call (11582, 約$36.9M) Put (-6535, 約$-26.2M),OI Call (-41274) Put (20243)。

07月Options Put/Call Ratio: 0.8922
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


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About Rebecca

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

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