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20150731_臺股期權資訊

7/31臺股漲14點,收8665,價差 -95點,量861億。

外資期現貨交易金額共約 -57.33億,現貨買超 (10.93億),臺指期淨交易為空 (-3984口 約-68.26億), OI為空 (-10212口 約-174.82億),Option 淨交易 Call (-1312, 約 $-3.7M) Put (153, 約 $-7.7M), OI Call (73487) Put (105175)。

自營商 Option 淨交易 Call (-9212, 約$-35.7M) Put (5843, 約$1.2M),OI Call (-80726) Put (10711)。

08月Options Put/Call Ratio: 0.7127
Max. OI: Call@9000 Put@8200
預估結算區間
Max. Vol: Call@8800 Put@8300 當日最大量 多空交戰區


Last trading day:

7/30臺股漲88點,收8651,價差 -41點,量876億。

外資期現貨交易金額共約 102.15億,現貨買超 (11.58億),臺指期淨交易為多 (5267口 約90.57億), OI為空 (-5995口 約-102.86億),Option 淨交易 Call (11742, 約 $33.1M) Put (4598, 約 $31.5M), OI Call (74798) Put (104999)。

自營商 Option 淨交易 Call (23807, 約$44.4M) Put (-9157, 約$-22M),OI Call (-71262) Put (4882)。

08月Options Put/Call Ratio: 0.7225
Max. OI: Call@9000 Put@8200
預估結算區間
Max. Vol: Call@8800 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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