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20150923_臺股期權資訊

9/23臺股跌173點,收8193,價差 -53點,量800億。

外資期現貨交易金額共約 -179.64億,現貨賣超 (-157.2億),臺指期淨交易為空 (-1374口 約-22.43億), OI為多 (17852口 約290.46億),Option 淨交易 Call (4700, 約 $12.3M) Put (7597, 約 $8.9M), OI Call (56965) Put (41441)。

自營商 Option 淨交易 Call (-26580, 約$-18.7M) Put (-13443, 約$-79.1M),OI Call (11260) Put (-34564)。

10月Options Put/Call Ratio: 1.1223
Max. OI: Call@8700 Put@7500
預估結算區間
Max. Vol: Call@8500 Put@8000 當日最大量 多空交戰區


Last trading day:

9/22臺股漲59點,收8366,價差 -36點,量695億。

外資期現貨交易金額共約 66.71億,現貨買超 (7.3億),臺指期淨交易為多 (3572口 約59.41億), OI為多 (19462口 約324.02億),Option 淨交易 Call (1398, 約 $1.6M) Put (1863, 約 $-16.2M), OI Call (56347) Put (49001)。

自營商 Option 淨交易 Call (5139, 約$12.3M) Put (-7132, 約$-18M),OI Call (22152) Put (-23002)。

10月Options Put/Call Ratio: 1.2376
Max. OI: Call@8800 Put@7400
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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