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20150921_臺股期權資訊

9/21臺股跌155點,收8307,價差 -37點,量758億。

外資期現貨交易金額共約 -134.61億,現貨賣超 (-109.6億),臺指期淨交易為空 (-1508口 約-25.01億), OI為多 (15683口 約259.13億),Option 淨交易 Call (640, 約 $3.6M) Put (5471, 約 $18.4M), OI Call (54930) Put (47082)。

自營商 Option 淨交易 Call (-97, 約$-13.6M) Put (-668, 約$-20.9M),OI Call (16986) Put (-15915)。

10月Options Put/Call Ratio: 1.2008
Max. OI: Call@9000 Put@7500
預估結算區間
Max. Vol: Call@8600 Put@8000 當日最大量 多空交戰區


Last trading day:

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

🙂 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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