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20150804_臺股期權資訊

8/4臺股跌14點,收8511,價差 -46點,量1000億。

外資期現貨交易金額共約 69.9億,現貨買超 (32.02億),臺指期淨交易為多 (2228口 約37.88億), OI為空 (-4092口 約-68.89億),Option 淨交易 Call (2892, 約 $1.5M) Put (-159, 約 $0.4M), OI Call (77108) Put (105290)。

自營商 Option 淨交易 Call (5318, 約$3.3M) Put (-9301, 約$-39.1M),OI Call (-83925) Put (-9841)。

08月Options Put/Call Ratio: 0.6942
Max. OI: Call@9000 Put@8300
預估結算區間
Max. Vol: Call@8700 Put@8300 當日最大量 多空交戰區


Last trading day:

8/3臺股跌141點,收8524,價差 -72點,量784億。

外資期現貨交易金額共約 18.45億,現貨賣超 (-46.93億),臺指期淨交易為多 (3870口 約65.38億), OI為空 (-6316口 約-106.41億),Option 淨交易 Call (691, 約 $-8.9M) Put (307, 約 $-8.7M), OI Call (74235) Put (105449)。

自營商 Option 淨交易 Call (-8422, 約$7.2M) Put (-11593, 約$-30.1M),OI Call (-89201) Put (-1066)。

08月Options Put/Call Ratio: 0.7056
Max. OI: Call@9000 Put@8200
預估結算區間
Max. Vol: Call@8700 Put@8300 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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