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20150723_臺股期權資訊

7/23臺股跌128點,收8791,價差 -36點,量1014億。

外資期現貨交易金額共約 -112億,現貨賣超 (-59.34億),臺指期淨交易為空 (-3017口 約-52.66億), OI為空 (-10730口 約-187.5億),Option 淨交易 Call (-2558, 約 $-4M) Put (8136, 約 $23.1M), OI Call (65480) Put (82550)。

自營商 Option 淨交易 Call (-18530, 約$-33.2M) Put (16407, 約$12.4M),OI Call (-59263) Put (38358)。

08月Options Put/Call Ratio: 0.7732
Max. OI: Call@9300 Put@8400
預估結算區間
Max. Vol: Call@9100 Put@8500 當日最大量 多空交戰區


Last trading day:

7/22臺股跌87點,收8919,價差 -104點,量781億。

外資期現貨交易金額共約 -175.69億,現貨賣超 (-33.44億),臺指期淨交易為空 (-8052口 約-142.25億), OI為空 (-7197口 約-126.48億),Option 淨交易 Call (-477, 約 $-1.4M) Put (2827, 約 $-3.9M), OI Call (68108) Put (74281)。

自營商 Option 淨交易 Call (-29911, 約$-8.5M) Put (-803, 約$13.7M),OI Call (-40739) Put (21917)。

08月Options Put/Call Ratio: 0.8799
Max. OI: Call@9300 Put@8400
預估結算區間
Max. Vol: Call@9200 Put@8800 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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