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20151026_臺股期權資訊

10/26臺股漲72點,收8745,價差 2點,量847億。

外資期現貨交易金額共約 127.85億,現貨買超 (112.76億),臺指期淨交易為多 (859口 約15.08億), OI為多 (23367口 約408.24億),Option 淨交易 Call (4057, 約 $2.3M) Put (4800, 約 $9.6M), OI Call (60979) Put (41591)。

自營商 Option 淨交易 Call (-605, 約$4.9M) Put (-148, 約$-3.6M),OI Call (3264) Put (-18582)。

11月Options Put/Call Ratio: 1.2107
Max. OI: Call@9000 Put@8300
預估結算區間
Max. Vol: Call@9100 Put@8500 當日最大量 多空交戰區


Last trading day:

10/23臺股漲65點,收8674,價差 2點,量922億。

外資期現貨交易金額共約 61.76億,現貨買超 (100.53億),臺指期淨交易為空 (-2226口 約-38.77億), OI為多 (22318口 約388.08億),Option 淨交易 Call (1622, 約 $0.7M) Put (6604, 約 $6.4M), OI Call (56868) Put (36848)。

自營商 Option 淨交易 Call (680, 約$-33.1M) Put (1336, 約$17.7M),OI Call (3676) Put (-18445)。

11月Options Put/Call Ratio: 1.2517
Max. OI: Call@9000 Put@8200
預估結算區間
Max. Vol: Call@8800 Put@8400 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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