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20150713_臺股期權資訊

7/13臺股漲120點,收9034,價差 -40點,量1028億。

外資期現貨交易金額共約 32.99億,現貨賣超 (-32.15億),臺指期淨交易為多 (3712口 約65.14億), OI為空 (-3407口 約-60.74億),Option 淨交易 Call (1519, 約 $2.7M) Put (3776, 約 $8.7M), OI Call (88243) Put (117328)。

自營商 Option 淨交易 Call (-2532, 約$7.8M) Put (776, 約$26.4M),OI Call (-126166) Put (5497)。

07月Options Put/Call Ratio: 0.6595
Max. OI: Call@9400 Put@8900
預估結算區間
Max. Vol: Call@9000 Put@8900 當日最大量 多空交戰區


Last trading day:

7/9臺股跌62點,收8914,價差 -41點,量1292億。

外資期現貨交易金額共約 -134.26億,現貨賣超 (-132.83億),臺指期淨交易為空 (-38口 約-1.43億), OI為空 (-7146口 約-125.22億),Option 淨交易 Call (4685, 約 $24.2M) Put (-3821, 約 $-77.7M), OI Call (86707) Put (113577)。

自營商 Option 淨交易 Call (-18442, 約$-37.8M) Put (-5962, 約$-155.2M),OI Call (-123581) Put (4790)。

07月Options Put/Call Ratio: 0.6045
Max. OI: Call@9400 Put@8800
預估結算區間
Max. Vol: Call@9000 Put@8700 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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