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20150818_臺股期權資訊

8/18臺股跌36點,收8177,價差 -6點,量747億。

外資期現貨交易金額共約 39.48億,現貨賣超 (-1.29億),臺指期淨交易為多 (2461口 約40.77億), OI為空 (-884口 約-14.55億),Option 淨交易 Call (5864, 約 $8.3M) Put (741, 約 $-52.8M), OI Call (90766) Put (109646)。

自營商 Option 淨交易 Call (-21927, 約$-0.3M) Put (-2134, 約$14.1M),OI Call (-163171) Put (-6361)。

08月Options Put/Call Ratio: 0.4948
Max. OI: Call@9000 Put@8100
預估結算區間
Max. Vol: Call@8250 Put@8200 當日最大量 多空交戰區


Last trading day:

8/17臺股跌92點,收8213,價差 25點,量689億。

外資期現貨交易金額共約 -56.44億,現貨賣超 (-21.11億),臺指期淨交易為空 (-2111口 約-35.33億), OI為空 (-3355口 約-55.58億),Option 淨交易 Call (2083, 約 $-0.3M) Put (-32, 約 $-8.8M), OI Call (84813) Put (108967)。

自營商 Option 淨交易 Call (-22068, 約$-22.6M) Put (3072, 約$-2.3M),OI Call (-141216) Put (-4114)。

08月Options Put/Call Ratio: 0.5692
Max. OI: Call@8500 Put@8200
預估結算區間
Max. Vol: Call@8300 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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