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20160627_臺股期權資訊

6/27臺股跌18點,收8459,價差 -134點,量633億。

外資期現貨交易金額共約 58.45億,現貨賣超 (-15.2億),臺指期淨交易為多 (4440口 約73.65億), OI為多 (61305口 約1020.44億),Option 淨交易 Call (1903, 約 $4.2M) Put (19031, 約 $34.7M), OI Call (85061) Put (112185)。

自營商 Option 淨交易 Call (10353, 約$17.9M) Put (8135, 約$-7.1M),OI Call (-15861) Put (3015)。

07月Options Put/Call Ratio: 1.5171
Max. OI: Call@8800 Put@8000
預估結算區間
Max. Vol: Call@8600 Put@8200 當日最大量 多空交戰區


Last trading day:

6/24臺股跌200點,收8477,價差 -240點,量1220億。

外資期現貨交易金額共約 -103.5億,現貨賣超 (-130.38億),臺指期淨交易為多 (1721口 約26.89億), OI為多 (56217口 約925.91億),Option 淨交易 Call (5845, 約 $22.5M) Put (19944, 約 $14.8M), OI Call (83079) Put (93160)。

自營商 Option 淨交易 Call (-20116, 約$-8.4M) Put (-15680, 約$-114M),OI Call (-26628) Put (-5055)。

07月Options Put/Call Ratio: 1.4903
Max. OI: Call@8800 Put@7900
預估結算區間
Max. Vol: Call@8800 Put@8000 當日最大量 多空交戰區


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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