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20150828_臺股期權資訊

8/28臺股漲195點,收8019,價差 -143點,量1040億。

外資期現貨交易金額共約 102.49億,現貨買超 (42.1億),臺指期淨交易為多 (3845口 約60.39億), OI為多 (27639口 約434.87億),Option 淨交易 Call (689, 約 $-0.6M) Put (1756, 約 $-3.3M), OI Call (59579) Put (72522)。

自營商 Option 淨交易 Call (18416, 約$18.1M) Put (-16791, 約$-46.7M),OI Call (-10833) Put (-66205)。

09月Options Put/Call Ratio: 0.7747
Max. OI: Call@8300 Put@7000
預估結算區間
Max. Vol: Call@8100 Put@7500 當日最大量 多空交戰區


Last trading day:

8/27臺股漲109點,收7825,價差 -145點,量1092億。

外資期現貨交易金額共約 -78.53億,現貨賣超 (-64.76億),臺指期淨交易為空 (-888口 約-13.77億), OI為多 (23375口 約358.79億),Option 淨交易 Call (200, 約 $1.9M) Put (7261, 約 $1M), OI Call (58821) Put (70748)。

自營商 Option 淨交易 Call (-1322, 約$-41.1M) Put (-2954, 約$-45.3M),OI Call (-29339) Put (-49398)。

09月Options Put/Call Ratio: 0.6527
Max. OI: Call@8200 Put@7000
預估結算區間
Max. Vol: Call@8000 Put@7000 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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