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20151013_臺股期權資訊

10/13臺股跌6點,收8568,價差 -15點,量894億。

外資期現貨交易金額共約 -2.56億,現貨買超 (23.86億),臺指期淨交易為空 (-1544口 約-26.42億), OI為多 (23611口 約403.84億),Option 淨交易 Call (-4556, 約 $-18.8M) Put (1268, 約 $6.9M), OI Call (70197) Put (112767)。

自營商 Option 淨交易 Call (-4226, 約$-44.4M) Put (6916, 約$-2.8M),OI Call (-12355) Put (-91584)。

10月Options Put/Call Ratio: 1.5335
Max. OI: Call@8700 Put@8000
預估結算區間
Max. Vol: Call@8600 Put@8400 當日最大量 多空交戰區


Last trading day:

10/12臺股漲128點,收8574,價差 -22點,量1002億。

外資期現貨交易金額共約 114.13億,現貨買超 (87.59億),臺指期淨交易為多 (1565口 約26.55億), OI為多 (25369口 約433.68億),Option 淨交易 Call (4889, 約 $14.7M) Put (5605, 約 $4.4M), OI Call (74860) Put (111474)。

自營商 Option 淨交易 Call (6602, 約$-2.1M) Put (-21496, 約$-16.9M),OI Call (-8217) Put (-98466)。

10月Options Put/Call Ratio: 1.5289
Max. OI: Call@8700 Put@8100
預估結算區間
Max. Vol: Call@8600 Put@8400 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。


臺指期選擇權收盤


臺股收盤價量 & 臺指期未平倉 & 外資臺指期選擇權未平倉
[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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