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20151019_臺股期權資訊

10/19臺股漲27點,收8632,價差 2點,量805億。

外資期現貨交易金額共約 56.78億,現貨買超 (59.05億),臺指期淨交易為空 (-125口 約-2.27億), OI為多 (20965口 約361.38億),Option 淨交易 Call (-286, 約 $-2.9M) Put (-367, 約 $-8M), OI Call (79398) Put (113503)。

自營商 Option 淨交易 Call (-2020, 約$-40M) Put (10823, 約$4.7M),OI Call (-23365) Put (-100326)。

10月Options Put/Call Ratio: 1.6032
Max. OI: Call@8800 Put@8400
預估結算區間
Max. Vol: Call@8600 Put@8600 當日最大量 多空交戰區


Last trading day:

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

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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