You're reading...
Trading

20151027_臺股期權資訊

10/27臺股跌44點,收8701,價差 2點,量883億。

外資期現貨交易金額共約 -44億,現貨賣超 (-1.38億),臺指期淨交易為空 (-2454口 約-42.62億), OI為多 (20759口 約361.11億),Option 淨交易 Call (2796, 約 $0.5M) Put (6357, 約 $6.5M), OI Call (63756) Put (47972)。

自營商 Option 淨交易 Call (-6544, 約$-32.5M) Put (3878, 約$15.7M),OI Call (-3275) Put (-14840)。

11月Options Put/Call Ratio: 1.1975
Max. OI: Call@9000 Put@8300
預估結算區間
Max. Vol: Call@8900 Put@8500 當日最大量 多空交戰區


Last trading day:

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

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]


Advertisements

About Rebecca

A pretty lazy human being ! Lazy to do any boring stuff.

Discussion

No comments yet.

What do you think ? 你覺得呢 ?

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Click to receive notifications of new posts.

Categories類別選單

%d bloggers like this: