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20150910_臺股期權資訊

9/10臺股跌18點,收8269,價差 -7點,量853億。

外資期現貨交易金額共約 -147.36億,現貨買超 (18.87億),臺指期淨交易為空 (-10078口 約-166.23億), OI為多 (14370口 約237.21億),Option 淨交易 Call (-4298, 約 $-17.1M) Put (15012, 約 $26.7M), OI Call (51135) Put (124147)。

自營商 Option 淨交易 Call (-18290, 約$-109.7M) Put (11708, 約$30.2M),OI Call (-38770) Put (-48568)。

09月Options Put/Call Ratio: 1.1496
Max. OI: Call@8300 Put@7800
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:

9/9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

🙂 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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