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20150727_臺股期權資訊

7/27臺股跌211點,收8557,價差 -35點,量964億。

外資期現貨交易金額共約 29.95億,現貨賣超 (-33.48億),臺指期淨交易為多 (3694口 約63.44億), OI為空 (-6666口 約-113.35億),Option 淨交易 Call (-3076, 約 $-2M) Put (5413, 約 $0.4M), OI Call (63129) Put (93607)。

自營商 Option 淨交易 Call (-40580, 約$-20.7M) Put (-9865, 約$-84.3M),OI Call (-110523) Put (23853)。

08月Options Put/Call Ratio: 0.6979
Max. OI: Call@9300 Put@8400
預估結算區間
Max. Vol: Call@9000 Put@8400 當日最大量 多空交戰區


Last trading day:

7/24臺股跌23點,收8768,價差 -84點,量765億。

外資期現貨交易金額共約 -15.41億,現貨賣超 (-29.79億),臺指期淨交易為多 (828口 約14.38億), OI為空 (-10157口 約-176.13億),Option 淨交易 Call (497, 約 $2.1M) Put (5629, 約 $-1.6M), OI Call (65980) Put (88171)。

自營商 Option 淨交易 Call (-10617, 約$-19.1M) Put (-4509, 約$-23M),OI Call (-69899) Put (33727)。

08月Options Put/Call Ratio: 0.7688
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

🙂 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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