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20150918_臺股期權資訊

9/18臺股漲17點,收8462,價差 -25點,量946億。

外資期現貨交易金額共約 -15.13億,現貨買超 (33.03億),臺指期淨交易為空 (-2855口 約-48.16億), OI為多 (17456口 約294.35億),Option 淨交易 Call (-1335, 約 $-8.7M) Put (8538, 約 $13.2M), OI Call (54263) Put (41600)。

自營商 Option 淨交易 Call (-6975, 約$-47.4M) Put (7516, 約$14.5M),OI Call (17090) Put (-15185)。

10月Options Put/Call Ratio: 1.2039
Max. OI: Call@9000 Put@7500
預估結算區間
Max. Vol: Call@8800 Put@8000 當日最大量 多空交戰區


Last trading day:

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

🙂 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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