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20150819_臺股期權資訊 結算8002

今天8月台指期結算8002。

8/19臺股跌155點,收8022,價差 -20點,量989億。

外資期現貨交易金額共約 7.19億,現貨賣超 (-60.63億),臺指期淨交易為多 (4173口 約67.82億), OI為空 (-616口 約-9.82億),Option 淨交易 Call (-349, 約 $-26.9M) Put (-616, 約 $-70.3M), OI Call (55758) Put (55187)。

自營商 Option 淨交易 Call (-79778, 約$-27.2M) Put (-43921, 約$-208.8M),OI Call (-50134) Put (-8046)。

09月Options Put/Call Ratio: 0.6708
Max. OI: Call@8700 Put@7000
預估結算區間
Max. Vol: Call@8400 Put@7700 當日最大量 多空交戰區


Last trading day:

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

🙂 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.

Discussion

One thought on “20150819_臺股期權資訊 結算8002

  1. 吃點巧克力慶祝情人節,找朋友談談心吧!悶着心理不健康。

    Like

    Posted by Jack Sea | August 20, 2015, 7:03 pm

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