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20150901_臺股期權資訊

9/1臺股跌157點,收8018,價差 -184點,量845億。

外資期現貨交易金額共約 -63.2億,現貨賣超 (-53.78億),臺指期淨交易為空 (-599口 約-9.42億), OI為多 (20389口 約318.82億),Option 淨交易 Call (-1712, 約 $0.8M) Put (6640, 約 $4.2M), OI Call (56582) Put (82904)。

自營商 Option 淨交易 Call (-1412, 約$-25.5M) Put (-2967, 約$-38.2M),OI Call (-11534) Put (-73364)。

09月Options Put/Call Ratio: 0.8441
Max. OI: Call@8300 Put@7000
預估結算區間
Max. Vol: Call@8200 Put@7300 當日最大量 多空交戰區


Last trading day:

8/31臺股漲156點,收8175,價差 -206點,量1012億。

外資期現貨交易金額共約 -96.16億,現貨賣超 (-3.62億),臺指期淨交易為空 (-5874口 約-92.54億), OI為多 (21603口 約344.13億),Option 淨交易 Call (-1259, 約 $-6.9M) Put (3764, 約 $0.6M), OI Call (58323) Put (76247)。

自營商 Option 淨交易 Call (735, 約$-47.3M) Put (-4075, 約$1.8M),OI Call (-10171) Put (-70266)。

09月Options Put/Call Ratio: 0.8397
Max. OI: Call@8300 Put@7000
預估結算區間
Max. Vol: Call@8200 Put@7400 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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