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20161109_臺股期權資訊

11/9臺股跌274點,收8943,價差 -14點,量1193億。

外資期現貨交易金額共約 -201.37億,現貨賣超 (-144.08億),臺指期淨交易為空 (-3128口 約-57.29億), OI為多 (65464口 約1168.15億),Option 淨交易 Call (-5612, 約 $-42.9M) Put (10032, 約 $-8.5M), OI Call (36473) Put (101491)。

自營商 Option 淨交易 Call (-100412, 約$-20.8M) Put (-20874, 約$-0.9M),OI Call (-2754) Put (-4935)。

11月Options Put/Call Ratio: 1.0544
Max. OI: Call@9500 Put@8800
預估結算區間
Max. Vol: Call@9300 Put@8800 當日最大量 多空交戰區


Last trading day:

11/8臺股漲28點,收9217,價差 8點,量573億。

外資期現貨交易金額共約 21.23億,現貨買超 (22.02億),臺指期淨交易為空 (-40口 約-0.79億), OI為多 (68706口 約1266.97億),Option 淨交易 Call (12173, 約 $-2.2M) Put (27675, 約 $12.2M), OI Call (70336) Put (153165)。

自營商 Option 淨交易 Call (1201, 約$15.8M) Put (-10199, 約$-11.2M),OI Call (12950) Put (10707)。

11月Options Put/Call Ratio: 1.2799
Max. OI: Call@9500 Put@8800
預估結算區間
Max. Vol: Call@9300 Put@8900 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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