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20150924_臺股期權資訊

9/24臺股跌70點,收8123,價差 -32點,量822億。

外資期現貨交易金額共約 -44.8億,現貨賣超 (-73.03億),臺指期淨交易為多 (1712口 約28.23億), OI為多 (19559口 約316.24億),Option 淨交易 Call (-752, 約 $-6.3M) Put (7923, 約 $0.2M), OI Call (56218) Put (49384)。

自營商 Option 淨交易 Call (-2448, 約$-16.6M) Put (2373, 約$-11.7M),OI Call (8814) Put (-31916)。

10月Options Put/Call Ratio: 1.0819
Max. OI: Call@8600 Put@7500
預估結算區間
Max. Vol: Call@8600 Put@7800 當日最大量 多空交戰區


Last trading day:

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

🙂 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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