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20150904_臺股期權資訊

9/4臺股跌95點,收8001,價差 -111點,量826億。

外資期現貨交易金額共約 14.8億,現貨賣超 (-37.62億),臺指期淨交易為多 (3314口 約52.42億), OI為多 (23711口 約373.66億),Option 淨交易 Call (3536, 約 $19.5M) Put (11267, 約 $44M), OI Call (56121) Put (92610)。

自營商 Option 淨交易 Call (14612, 約$-1.8M) Put (-10453, 約$-69.3M),OI Call (2442) Put (-52980)。

09月Options Put/Call Ratio: 0.9177
Max. OI: Call@8300 Put@7400
預估結算區間
Max. Vol: Call@8200 Put@7500 當日最大量 多空交戰區


Last trading day:

9/3臺股漲61點,收8096,價差 -119點,量858億。

外資期現貨交易金額共約 -19.66億,現貨買超 (34.59億),臺指期淨交易為空 (-3410口 約-54.25億), OI為多 (20761口 約330.52億),Option 淨交易 Call (-665, 約 $-6M) Put (4298, 約 $8.8M), OI Call (52574) Put (81342)。

自營商 Option 淨交易 Call (-4929, 約$-32.3M) Put (11742, 約$29.2M),OI Call (-12184) Put (-42508)。

09月Options Put/Call Ratio: 0.9093
Max. OI: Call@8300 Put@7400
預估結算區間
Max. Vol: Call@8200 Put@7500 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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