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20151028_臺股期權資訊

10/28臺股跌35點,收8666,價差 2點,量802億。

外資期現貨交易金額共約 -58.35億,現貨賣超 (-11.67億),臺指期淨交易為空 (-2700口 約-46.68億), OI為多 (17910口 約309.63億),Option 淨交易 Call (2998, 約 $8.3M) Put (4824, 約 $7.5M), OI Call (65737) Put (41410)。

自營商 Option 淨交易 Call (-8503, 約$-7.1M) Put (-7465, 約$9.2M),OI Call (-17191) Put (-18291)。

11月Options Put/Call Ratio: 1.1992
Max. OI: Call@9000 Put@8300
預估結算區間
Max. Vol: Call@8800 Put@8500 當日最大量 多空交戰區


Last trading day:

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

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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