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20161111_臺股期權資訊

11/11臺股跌194點,收8958,價差 9點,量1135億。

外資期現貨交易金額共約 -357.4億,現貨賣超 (-239.6億),臺指期淨交易為空 (-6528口 約-117.8億), OI為多 (59851口 約1072.41億),Option 淨交易 Call (-9634, 約 $-26.5M) Put (16423, 約 $19M), OI Call (24507) Put (138115)。

自營商 Option 淨交易 Call (-35173, 約$6.4M) Put (-553, 約$29.9M),OI Call (-32945) Put (-11373)。

11月Options Put/Call Ratio: 0.8919
Max. OI: Call@9200 Put@8800
預估結算區間
Max. Vol: Call@9100 Put@9000 當日最大量 多空交戰區


Last trading day:

11/10臺股漲209點,收9152,價差 25點,量887億。

外資期現貨交易金額共約 26.38億,現貨賣超 (-4.25億),臺指期淨交易為多 (1690口 約30.62億), OI為多 (66840口 約1225.91億),Option 淨交易 Call (-2182, 約 $-0.7M) Put (20012, 約 $10.7M), OI Call (34263) Put (121614)。

自營商 Option 淨交易 Call (4663, 約$-45.7M) Put (-6342, 約$-5.2M),OI Call (2251) Put (-10816)。

11月Options Put/Call Ratio: 1.1618
Max. OI: Call@9300 Put@9000
預估結算區間
Max. Vol: Call@9300 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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