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20151001_臺股期權資訊

10/1臺股漲115點,收8296,價差 13點,量878億。

外資期現貨交易金額共約 36.74億,現貨買超 (32.39億),臺指期淨交易為多 (253口 約4.35億), OI為多 (23766口 約394.62億),Option 淨交易 Call (5118, 約 $30.9M) Put (10046, 約 $21.3M), OI Call (61676) Put (68343)。

自營商 Option 淨交易 Call (-722, 約$-46.4M) Put (-6446, 約$-34.7M),OI Call (-1917) Put (-39940)。

10月Options Put/Call Ratio: 1.2251
Max. OI: Call@8600 Put@7500
預估結算區間
Max. Vol: Call@8600 Put@7900 當日最大量 多空交戰區


Last trading day:

9/30臺股漲49點,收8181,價差 -46點,量1025億。

外資期現貨交易金額共約 25.44億,現貨賣超 (-3.09億),臺指期淨交易為多 (1801口 約28.53億), OI為多 (23248口 約378.03億),Option 淨交易 Call (5238, 約 $17.3M) Put (13113, 約 $52.7M), OI Call (56544) Put (58259)。

自營商 Option 淨交易 Call (892, 約$8.4M) Put (-8147, 約$-45.9M),OI Call (-1189) Put (-33498)。

10月Options Put/Call Ratio: 1.1214
Max. OI: Call@8600 Put@7500
預估結算區間
Max. Vol: Call@8500 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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