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20151103_臺股期權資訊

11/3臺股漲98點,收8713,價差 2點,量967億。

外資期現貨交易金額共約 173.18億,現貨買超 (105.84億),臺指期淨交易為多 (3872口 約67.34億), OI為多 (26205口 約457.23億),Option 淨交易 Call (1803, 約 $6.7M) Put (6686, 約 $9.3M), OI Call (77726) Put (70543)。

自營商 Option 淨交易 Call (10869, 約$52.4M) Put (-15194, 約$13.2M),OI Call (-24327) Put (-41966)。

11月Options Put/Call Ratio: 1.2
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:

11/2臺股漲60點,收8615,價差 2點,量779億。

外資期現貨交易金額共約 51.41億,現貨買超 (39.85億),臺指期淨交易為多 (672口 約11.57億), OI為多 (22073口 約379.29億),Option 淨交易 Call (-183, 約 $-1.6M) Put (131, 約 $-4.8M), OI Call (75813) Put (63891)。

自營商 Option 淨交易 Call (-3510, 約$-5.3M) Put (-4108, 約$-7.5M),OI Call (-35340) Put (-26822)。

11月Options Put/Call Ratio: 1.0649
Max. OI: Call@9000 Put@8300
預估結算區間
Max. Vol: Call@8700 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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