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20151106_臺股期權資訊

11/6臺股跌157點,收8694,價差 2點,量1123億。

外資期現貨交易金額共約 -240.43億,現貨賣超 (-146.9億),臺指期淨交易為空 (-5328口 約-93.53億), OI為多 (15420口 約268.49億),Option 淨交易 Call (7153, 約 $9.6M) Put (1396, 約 $-26.6M), OI Call (67626) Put (69029)。

自營商 Option 淨交易 Call (-16480, 約$-63M) Put (-5995, 約$-37.1M),OI Call (-43696) Put (-29358)。

11月Options Put/Call Ratio: 1.193
Max. OI: Call@9100 Put@8500
預估結算區間
Max. Vol: Call@9000 Put@8500 當日最大量 多空交戰區


Last trading day:

11/5臺股跌7點,收8850,價差 2點,量1063億。

外資期現貨交易金額共約 1.7億,現貨買超 (45.36億),臺指期淨交易為空 (-2462口 約-43.67億), OI為多 (20995口 約373.01億),Option 淨交易 Call (-1848, 約 $-14.6M) Put (5171, 約 $11.5M), OI Call (60439) Put (67642)。

自營商 Option 淨交易 Call (-3246, 約$-26.1M) Put (10214, 約$10.5M),OI Call (-27172) Put (-23366)。

11月Options Put/Call Ratio: 1.4286
Max. OI: Call@9000 Put@8500
預估結算區間
Max. Vol: Call@9200 Put@8700 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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