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20150902_臺股期權資訊

9/2臺股漲18點,收8035,價差 -90點,量911億。

外資期現貨交易金額共約 73.87億,現貨買超 (0.98億),臺指期淨交易為多 (4673口 約72.89億), OI為多 (24386口 約386.57億),Option 淨交易 Call (2020, 約 $4.5M) Put (-317, 約 $-6.8M), OI Call (53271) Put (77023)。

自營商 Option 淨交易 Call (5376, 約$-8.3M) Put (-11233, 約$7.6M),OI Call (-7101) Put (-54235)。

09月Options Put/Call Ratio: 0.8831
Max. OI: Call@8300 Put@7000
預估結算區間
Max. Vol: Call@8200 Put@7200 當日最大量 多空交戰區


Last trading day:

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

🙂 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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