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20150917_臺股期權資訊

9/17臺股漲112點,收8446,價差 -9點,量980億。

外資期現貨交易金額共約 166.91億,現貨買超 (118.85億),臺指期淨交易為多 (2859口 約48.07億), OI為多 (20431口 約344.65億),Option 淨交易 Call (12788, 約 $18.8M) Put (9476, 約 $19.6M), OI Call (55624) Put (33046)。

自營商 Option 淨交易 Call (10472, 約$1.6M) Put (399, 約$-12.6M),OI Call (24082) Put (-22719)。

10月Options Put/Call Ratio: 1.1402
Max. OI: Call@9000 Put@7800
預估結算區間
Max. Vol: Call@8800 Put@7800 當日最大量 多空交戰區


Last trading day:

9/16臺股漲73點,收8333,價差 -15點,量813億。

外資期現貨交易金額共約 166.34億,現貨買超 (40.33億),臺指期淨交易為多 (7621口 約126.01億), OI為多 (17304口 約286.13億),Option 淨交易 Call (15887, 約 $23.6M) Put (1559, 約 $-21.2M), OI Call (42823) Put (23569)。

自營商 Option 淨交易 Call (11245, 約$65.9M) Put (-25487, 約$-2.7M),OI Call (13629) Put (-23086)。

10月Options Put/Call Ratio: 1.0466
Max. OI: Call@8600 Put@7800
預估結算區間
Max. Vol: Call@8800 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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