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20151030_臺股期權資訊

10/30臺股跌17點,收8554,價差 2點,量866億。

外資期現貨交易金額共約 41.79億,現貨賣超 (-3.14億),臺指期淨交易為多 (2631口 約44.93億), OI為多 (21405口 約367.09億),Option 淨交易 Call (1801, 約 $4.7M) Put (8862, 約 $-3.2M), OI Call (76037) Put (63727)。

自營商 Option 淨交易 Call (-7022, 約$1.6M) Put (-4994, 約$14M),OI Call (-31573) Put (-22772)。

11月Options Put/Call Ratio: 1.0636
Max. OI: Call@9000 Put@8300
預估結算區間
Max. Vol: Call@8700 Put@8300 當日最大量 多空交戰區


Last trading day:

10/29臺股跌95點,收8571,價差 2點,量856億。

外資期現貨交易金額共約 -43.73億,現貨賣超 (-56.1億),臺指期淨交易為多 (723口 約12.37億), OI為多 (18509口 約316.58億),Option 淨交易 Call (8485, 約 $3.9M) Put (13378, 約 $5M), OI Call (74232) Put (54830)。

自營商 Option 淨交易 Call (-7099, 約$-23M) Put (583, 約$-9.6M),OI Call (-24346) Put (-17811)。

11月Options Put/Call Ratio: 1.1327
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

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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