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20150720_臺股期權資訊

7/20臺股跌71點,收8975,價差 -124點,量813億。

外資期現貨交易金額共約 -13.68億,現貨買超 (32.62億),臺指期淨交易為空 (-2602口 約-46.3億), OI為空 (-3103口 約-54.69億),Option 淨交易 Call (3825, 約 $13.3M) Put (2635, 約 $6.8M), OI Call (72367) Put (71246)。

自營商 Option 淨交易 Call (-8634, 約$23.3M) Put (-3972, 約$21.9M),OI Call (-29421) Put (22150)。

08月Options Put/Call Ratio: 0.8746
Max. OI: Call@9300 Put@8400
預估結算區間
Max. Vol: Call@9300 Put@8400 當日最大量 多空交戰區


Last trading day:

7/17臺股漲4點,收9046,價差 -134點,量761億。

外資期現貨交易金額共約 78.07億,現貨買超 (33.4億),臺指期淨交易為多 (2510口 約44.67億), OI為空 (-466口 約-8.07億),Option 淨交易 Call (-2327, 約 $-10.2M) Put (2123, 約 $-10.7M), OI Call (68513) Put (68599)。

自營商 Option 淨交易 Call (-304, 約$-23.2M) Put (-258, 約$-18.8M),OI Call (-20749) Put (26128)。

08月Options Put/Call Ratio: 0.8928
Max. OI: Call@9400 Put@8500
預估結算區間
Max. Vol: Call@9200 Put@8400 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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