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20151110_臺股期權資訊

11/10臺股跌106點,收8537,價差 2點,量862億。

外資期現貨交易金額共約 -144.96億,現貨賣超 (-116.19億),臺指期淨交易為空 (-1680口 約-28.78億), OI為多 (14026口 約239.76億),Option 淨交易 Call (1453, 約 $14.9M) Put (-3517, 約 $-19.2M), OI Call (67323) Put (61892)。

自營商 Option 淨交易 Call (-22297, 約$-36.2M) Put (725, 約$-61.9M),OI Call (-89240) Put (-35783)。

11月Options Put/Call Ratio: 0.9927
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


Last trading day:

11/9臺股跌51點,收8642,價差 2點,量955億。

外資期現貨交易金額共約 -20.14億,現貨賣超 (-28.55億),臺指期淨交易為多 (471口 約8.41億), OI為多 (15826口 約273.53億),Option 淨交易 Call (-1604, 約 $0.1M) Put (-3777, 約 $-25.4M), OI Call (65882) Put (65392)。

自營商 Option 淨交易 Call (-23283, 約$26.7M) Put (-7107, 約$77.4M),OI Call (-66922) Put (-36541)。

11月Options Put/Call Ratio: 1.0699
Max. OI: Call@9000 Put@8400
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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