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20160930_臺股期權資訊

9/30臺股跌104點,收9167,價差 -39點,量729億。

外資期現貨交易金額共約 -166.49億,現貨賣超 (-76.72億),臺指期淨交易為空 (-4900口 約-89.77億), OI為多 (80506口 約1469.65億),Option 淨交易 Call (1899, 約 $-1.5M) Put (12620, 約 $2.8M), OI Call (44651) Put (48636)。

自營商 Option 淨交易 Call (-2652, 約$-38.4M) Put (29277, 約$22.7M),OI Call (34876) Put (-4640)。

10月Options Put/Call Ratio: 1.4519
Max. OI: Call@9500 Put@8800
預估結算區間
Max. Vol: Call@9300 Put@9000 當日最大量 多空交戰區


Last trading day:

9/29臺股漲76點,收9271,價差 -18點,量880億。

外資期現貨交易金額共約 269.63億,現貨買超 (133.42億),臺指期淨交易為多 (7349口 約136.22億), OI為多 (85479口 約1581.14億),Option 淨交易 Call (9837, 約 $11.2M) Put (9607, 約 $6.6M), OI Call (42772) Put (35970)。

自營商 Option 淨交易 Call (14605, 約$72.2M) Put (-38156, 約$-52.6M),OI Call (37599) Put (-33892)。

10月Options Put/Call Ratio: 1.482
Max. OI: Call@9500 Put@8900
預估結算區間
Max. Vol: Call@9400 Put@9000 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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A pretty lazy human being ! Lazy to do any boring stuff.

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