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20150715_臺股期權資訊 結算9029

今天7月台指期結算9029。

7/15臺股漲12點,收9054,價差 -24點,量826億。

外資期現貨交易金額共約 79.74億,現貨買超 (18.74億),臺指期淨交易為多 (3413口 約61億), OI為多 (356口 約6.6億),Option 淨交易 Call (3973, 約 $5.9M) Put (902, 約 $17.2M), OI Call (67580) Put (63344)。

自營商 Option 淨交易 Call (-5352, 約$16.8M) Put (-16328, 約$-28.3M),OI Call (-27386) Put (16860)。

08月Options Put/Call Ratio: 0.8602
Max. OI: Call@9300 Put@8400
預估結算區間
Max. Vol: Call@9200 Put@8500 當日最大量 多空交戰區


Last trading day:

7/14臺股漲8點,收9042,價差 -58點,量1002億。

外資期現貨交易金額共約 51.64億,現貨賣超 (-1.44億),臺指期淨交易為多 (2928口 約53.08億), OI為空 (-254口 約-3.8億),Option 淨交易 Call (-560, 約 $1.5M) Put (-2926, 約 $-2.7M), OI Call (87773) Put (114376)。

自營商 Option 淨交易 Call (51, 約$-11.4M) Put (-5622, 約$3.6M),OI Call (-125986) Put (-80)。

07月Options Put/Call Ratio: 0.6699
Max. OI: Call@9400 Put@9000
預估結算區間
Max. Vol: Call@9100 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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