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20150907_臺股期權資訊

9/7臺股跌14點,收7987,價差 -55點,量678億。

外資期現貨交易金額共約 -11.06億,現貨賣超 (-21.11億),臺指期淨交易為多 (633口 約10.05億), OI為多 (24062口 約381億),Option 淨交易 Call (2656, 約 $11.7M) Put (2270, 約 $2.8M), OI Call (58750) Put (94900)。

自營商 Option 淨交易 Call (6501, 約$-21.1M) Put (9787, 約$12.5M),OI Call (8774) Put (-43157)。

09月Options Put/Call Ratio: 0.9325
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:

9/4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

🙂 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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