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20150915_臺股期權資訊

9/15臺股跌47點,收8260,價差 -23點,量688億。

外資期現貨交易金額共約 -33.72億,現貨賣超 (-16.19億),臺指期淨交易為空 (-1068口 約-17.53億), OI為多 (10385口 約170.03億),Option 淨交易 Call (6785, 約 $8.9M) Put (2383, 約 $-7.3M), OI Call (57403) Put (132266)。

自營商 Option 淨交易 Call (7093, 約$-20.5M) Put (-14505, 約$-32.1M),OI Call (-29306) Put (-63177)。

09月Options Put/Call Ratio: 1.107
Max. OI: Call@8300 Put@8000
預估結算區間
Max. Vol: Call@8300 Put@8200 當日最大量 多空交戰區


Last trading day:

9/14臺股漲1點,收8307,價差 -34點,量765億。

外資期現貨交易金額共約 -16.29億,現貨買超 (12.83億),臺指期淨交易為空 (-1739口 約-29.12億), OI為多 (11725口 約193.52億),Option 淨交易 Call (1997, 約 $-8.2M) Put (1870, 約 $-5.4M), OI Call (50623) Put (129831)。

自營商 Option 淨交易 Call (-7350, 約$-70.5M) Put (3613, 約$20.2M),OI Call (-36435) Put (-48696)。

09月Options Put/Call Ratio: 1.107
Max. OI: Call@8300 Put@8000
預估結算區間
Max. Vol: Call@8300 Put@8200 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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