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20151104_臺股期權資訊

11/4臺股漲144點,收8857,價差 2點,量1275億。

外資期現貨交易金額共約 165.68億,現貨買超 (217.27億),臺指期淨交易為空 (-2913口 約-51.59億), OI為多 (23586口 約419.37億),Option 淨交易 Call (-5689, 約 $-40.2M) Put (6452, 約 $8.6M), OI Call (62207) Put (62480)。

自營商 Option 淨交易 Call (-7642, 約$-74.2M) Put (-13834, 約$9.8M),OI Call (-23898) Put (-33500)。

11月Options Put/Call Ratio: 1.465
Max. OI: Call@9000 Put@8500
預估結算區間
Max. Vol: Call@9000 Put@8600 當日最大量 多空交戰區


Last trading day:

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

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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