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20151016_臺股期權資訊

10/16臺股漲3點,收8605,價差 2點,量944億。

外資期現貨交易金額共約 61.57億,現貨買超 (47.98億),臺指期淨交易為多 (786口 約13.59億), OI為多 (24141口 約415.36億),Option 淨交易 Call (244, 約 $6.5M) Put (10411, 約 $20.1M), OI Call (103287) Put (76459)。

自營商 Option 淨交易 Call (-6493, 約$-3.5M) Put (5089, 約$5.4M),OI Call (-96210) Put (-8522)。

10月Options Put/Call Ratio: 1.6415
Max. OI: Call@8700 Put@8400
預估結算區間
Max. Vol: Call@8700 Put@8600 當日最大量 多空交戰區


Last trading day:

10/15臺股漲79點,收8602,價差 6點,量918億。

外資期現貨交易金額共約 127.98億,現貨買超 (114.39億),臺指期淨交易為多 (786口 約13.59億), OI為多 (24141口 約415.36億),Option 淨交易 Call (10411, 約 $20.1M) Put (8152, 約 $3M), OI Call (76459) Put (111473)。

自營商 Option 淨交易 Call (5089, 約$5.4M) Put (-15352, 約$-0.2M),OI Call (-8522) Put (-111708)。

10月Options Put/Call Ratio: 1.6567
Max. OI: Call@8700 Put@8100
預估結算區間
Max. Vol: Call@8700 Put@8500 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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