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20150909_臺股期權資訊

9/9臺股漲285點,收8287,價差 45點,量1183億。

外資期現貨交易金額共約 219.67億,現貨買超 (214.83億),臺指期淨交易為多 (372口 約4.85億), OI為多 (24915口 約414.81億),Option 淨交易 Call (-1993, 約 $-22.5M) Put (15606, 約 $23.9M), OI Call (55272) Put (109288)。

自營商 Option 淨交易 Call (-28465, 約$-104.8M) Put (-44383, 約$55.8M),OI Call (-20637) Put (-60496)。

09月Options Put/Call Ratio: 0.9332
Max. OI: Call@8300 Put@7400
預估結算區間
Max. Vol: Call@8300 Put@8000 當日最大量 多空交戰區


Last trading day:

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

🙂 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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