You're reading...
Trading

20150908_臺股期權資訊

9/8臺股漲15點,收8002,價差 -26點,量663億。

外資期現貨交易金額共約 -25.17億,現貨賣超 (-31.3億),臺指期淨交易為多 (383口 約6.13億), OI為多 (24511口 約390.19億),Option 淨交易 Call (110, 約 $6.3M) Put (5298, 約 $4.5M), OI Call (58856) Put (100204)。

自營商 Option 淨交易 Call (1397, 約$-16.7M) Put (7936, 約$13M),OI Call (10106) Put (-35191)。

09月Options Put/Call Ratio: 0.9332
Max. OI: Call@8300 Put@7400
預估結算區間
Max. Vol: Call@8200 Put@7600 當日最大量 多空交戰區


Last trading day:

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

🙂 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


Advertisements

About Rebecca

A pretty lazy human being ! Lazy to do any boring stuff.

Discussion

No comments yet.

What do you think ? 你覺得呢 ?

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Click to receive notifications of new posts.

Categories類別選單

%d bloggers like this: