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20150821_臺股期權資訊

8/21臺股跌243點,收7787,價差 -41點,量1023億。

外資期現貨交易金額共約 -4.57億,現貨賣超 (-73.28億),臺指期淨交易為多 (4408口 約68.71億), OI為多 (7990口 約123.7億),Option 淨交易 Call (-500, 約 $-13.8M) Put (15952, 約 $14.9M), OI Call (55999) Put (73575)。

自營商 Option 淨交易 Call (-22089, 約$32.8M) Put (-13509, 約$-171.4M),OI Call (-69748) Put (-25843)。

09月Options Put/Call Ratio: 0.6662
Max. OI: Call@8400 Put@7000
預估結算區間
Max. Vol: Call@8300 Put@7500 當日最大量 多空交戰區


Last trading day:

8/20臺股漲8點,收8030,價差 -54點,量882億。

外資期現貨交易金額共約 22.55億,現貨賣超 (-56.7億),臺指期淨交易為多 (4988口 約79.25億), OI為多 (3906口 約62.25億),Option 淨交易 Call (760, 約 $30M) Put (2311, 約 $-20.5M), OI Call (56505) Put (57612)。

自營商 Option 淨交易 Call (2650, 約$6.8M) Put (-4336, 約$-41M),OI Call (-47512) Put (-12380)。

09月Options Put/Call Ratio: 0.6991
Max. OI: Call@8400 Put@7700
預估結算區間
Max. Vol: Call@8300 Put@7700 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)


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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