You're reading...
Trading

20151204_臺股期權資訊

12/4臺股跌57點,收8399,價差 -2點,量808億。

外資期現貨交易金額共約 -148.71億,現貨賣超 (-97.08億),臺指期淨交易為空 (-3082口 約-51.63億), OI為多 (20132口 約338.19億),Option 淨交易 Call (-5505, 約 $-21M) Put (4897, 約 $-1.1M), OI Call (54710) Put (53619)。

自營商 Option 淨交易 Call (-11183, 約$-18.7M) Put (9824, 約$52.5M),OI Call (-60391) Put (-14670)。

12月Options Put/Call Ratio: 1.0158
Max. OI: Call@8800 Put@8000
預估結算區間
Max. Vol: Call@8500 Put@8300 當日最大量 多空交戰區


Last trading day:

12/3臺股跌1點,收8456,價差 20點,量802億。

外資期現貨交易金額共約 13.72億,現貨賣超 (-1.86億),臺指期淨交易為多 (919口 約15.58億), OI為多 (22605口 約383.14億),Option 淨交易 Call (-149, 約 $-7.9M) Put (2598, 約 $-6M), OI Call (60217) Put (48719)。

自營商 Option 淨交易 Call (1914, 約$-24M) Put (4249, 約$7.2M),OI Call (-49042) Put (-24566)。

12月Options Put/Call Ratio: 1.0181
Max. OI: Call@8800 Put@8000
預估結算區間
Max. Vol: Call@8600 Put@8400 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]


Advertisements

About Rebecca

A pretty lazy human being ! Lazy to do any boring stuff.

Discussion

No comments yet.

What do you think ? 你覺得呢 ?

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Click to receive notifications of new posts.

Categories類別選單

%d bloggers like this: