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20150810_臺股期權資訊

8/10臺股漲25點,收8467,價差 -22點,量785億。

外資期現貨交易金額共約 -35.61億,現貨賣超 (-13.71億),臺指期淨交易為空 (-1293口 約-21.9億), OI為空 (-4818口 約-80.93億),Option 淨交易 Call (2220, 約 $7.2M) Put (3051, 約 $-3.4M), OI Call (73532) Put (107944)。

自營商 Option 淨交易 Call (-2491, 約$7.1M) Put (3661, 約$-0.6M),OI Call (-112367) Put (-4812)。

08月Options Put/Call Ratio: 0.6442
Max. OI: Call@9000 Put@8200
預估結算區間
Max. Vol: Call@8600 Put@8300 當日最大量 多空交戰區


Last trading day:

8/7臺股跌7點,收8442,價差 -53點,量756億。

外資期現貨交易金額共約 71.91億,現貨賣超 (-9.19億),臺指期淨交易為多 (4854口 約81.1億), OI為空 (-3623口 約-60.37億),Option 淨交易 Call (461, 約 $8.2M) Put (-2799, 約 $-12.2M), OI Call (71285) Put (104871)。

自營商 Option 淨交易 Call (-8713, 約$1.7M) Put (-2840, 約$-56.7M),OI Call (-109823) Put (-8453)。

08月Options Put/Call Ratio: 0.6296
Max. OI: Call@9000 Put@8200
預估結算區間
Max. Vol: Call@8600 Put@8200 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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