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20150911_臺股期權資訊

9/11臺股漲37點,收8306,價差 -43點,量797億。

外資期現貨交易金額共約 -20.59億,現貨賣超 (-4.84億),臺指期淨交易為空 (-959口 約-15.75億), OI為多 (13601口 約224.53億),Option 淨交易 Call (-2468, 約 $-31.6M) Put (3706, 約 $-17.5M), OI Call (48649) Put (127933)。

自營商 Option 淨交易 Call (9736, 約$-12.4M) Put (-3694, 約$-21.5M),OI Call (-29067) Put (-52477)。

09月Options Put/Call Ratio: 1.1716
Max. OI: Call@8500 Put@8000
預估結算區間
Max. Vol: Call@8400 Put@8100 當日最大量 多空交戰區


Last trading day:

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

🙂 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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