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20151006_臺股期權資訊

10/6臺股漲42點,收8394,價差 -24點,量998億。

外資期現貨交易金額共約 40.57億,現貨買超 (25.56億),臺指期淨交易為多 (894口 約15.01億), OI為多 (20037口 約335.18億),Option 淨交易 Call (7008, 約 $11.1M) Put (15181, 約 $9.2M), OI Call (69492) Put (97272)。

自營商 Option 淨交易 Call (1969, 約$15.7M) Put (-27093, 約$-9.3M),OI Call (2197) Put (-81272)。

10月Options Put/Call Ratio: 1.2953
Max. OI: Call@8700 Put@8000
預估結算區間
Max. Vol: Call@8600 Put@8200 當日最大量 多空交戰區


Last trading day:

10/5臺股漲47點,收8352,價差 -17點,量832億。

外資期現貨交易金額共約 -50.11億,現貨賣超 (-29.56億),臺指期淨交易為空 (-1235口 約-20.55億), OI為多 (19056口 約317.32億),Option 淨交易 Call (536, 約 $-11.5M) Put (6519, 約 $2.7M), OI Call (62385) Put (82103)。

自營商 Option 淨交易 Call (486, 約$-13.3M) Put (-9041, 約$20.5M),OI Call (-967) Put (-54120)。

10月Options Put/Call Ratio: 1.2354
Max. OI: Call@8600 Put@7800
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)


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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