[台指期權] 20180530

加權股價指數資料
日期	開盤	最高	最低	收盤	波動
20180524	10910.61	10942.64	10883.52	10936.93	50.75
20180525	10946.62	10977.81	10918.12	10942.30	5.37
20180528	10976.49	10999.43	10965.18	10987.77	45.47
20180529	10979.68	10986.53	10929.56	10964.12	-23.65
20180530	10925.21	10925.21	10799.75	10821.17	-142.95

三大法人買賣超
日期	券商	法人	外資	合計
20180524	2.88	-3.47	1.62	1.03
20180525	4.98	-2.17	-8.08	-5.26
20180528	-5.12	-5.03	17.78	7.62
20180529	-16.99	0.57	-55.17	-71.59
20180530	-7.36	-8.73	-152.93	-169.02

融資
日期	融資餘額	增減
20180524	1811.55	10.98
20180525	1812.40	0.85
20180528	1823.12	10.69
20180529	1823.12	0.01

期貨契約法人交易
日期	法人	多方口數	多方金額	空方口數	空方金額	淨額口數	淨額金額	Open多口	Open多金	Open空口	Open空金	Open淨口	Open淨金
20180524	Broker	14099	30616013	12136	26372953	1963	4243059	8406	18041308	9244	19908650	-838	-1867342
20180524	Foreign	47601	103539001	45315	98548037	2286	4990964	66489	145094694	24803	53993757	41686	91100937
20180525	Broker	13438	29298461	15032	32769172	-1594	-3470712	7491	16037003	9976	21494684	-2485	-5457681
20180525	Foreign	51431	112309734	48120	105075932	3311	7233802	69470	151796743	24473	53341456	44997	98455287
20180528	Broker	12833	28082345	11182	24473621	1651	3608723	9047	19499920	9881	21367136	-834	-1867216
20180528	Foreign	40148	87971794	41657	91278310	-1509	-3306516	68113	149509646	24625	53915313	43488	95594333
20180529	Broker	16427	35872389	15116	32998561	1311	2873828	9934	21340760	9459	20324127	475	1016633
20180529	Foreign	43912	95963246	45325	99044956	-1413	-3081710	66420	145068363	24345	53024537	42075	92043826
20180530	Broker	24166	52182018	27569	59512452	-3403	-7330434	7676	16230158	10406	22078422	-2730	-5848264
20180530	Broker	24166	52182018	27569	59512452	-3403	-7330434	7676	16230158	10406	22078422	-2730	-5848264
20180530	Broker	24166	52182018	27569	59512452	-3403	-7330434	7676	16230158	10406	22078422	-2730	-5848264
20180530	Foreign	59862	129518604	66530	143919723	-6668	-14401119	64872	139696879	29465	63300055	35407	76396824
20180530	Foreign	59862	129518604	66530	143919723	-6668	-14401119	64872	139696879	29465	63300055	35407	76396824
20180530	Foreign	59862	129518604	66530	143919723	-6668	-14401119	64872	139696879	29465	63300055	35407	76396824

期貨行情表
日期	契約月	開盤	最高	最低	成交價	漲跌	漲跌%	盤後成交量	成交量	合計成交量	結算價	未沖銷契約量
20180524	201806	10879	10923	10851	10917	60	0.55%	35019	113285	148304	10917	91123
20180525	201806	10921	10956	10890	10932	15	0.14%	40499	107432	147931	10932	91834
20180528	201806	10979	10989	10937	10983	51	0.47%	21967	93268	115235	10983	91543
20180529	201806	10979	10982	10896	10928	-55	-0.50%	10564	119010	129574	10929	89873
20180530	201806	10833	10848	10761	10775	-154	-1.41%	39682	151570	191252	10776	88997
20180530	201806	10833	10848	10761	10775	-154	-1.41%	39682	151570	191252	10776	88997
20180530	201806	10833	10848	10761	10775	-154	-1.41%	39682	151570	191252	10776	88997

期貨次月行情表
日期	契約月	開盤	最高	最低	成交價	漲跌	漲跌%	盤後成交量	成交量	合計成交量	結算價	未沖銷契約量
20180524	201807	10638	10680	10610	10675	58	0.55%	426	1225	1651	10676	2177
20180525	201807	10679	10704	10641	10683	7	0.07%	609	1668	2277	10682	2790
20180528	201807	10730	10736	10688	10729	47	0.44%	334	1513	1847	10728	2957
20180529	201807	10725	10725	10644	10675	-53	-0.49%	181	1685	1866	10675	3435
20180530	201807	10581	10594	10511	10524	-151	-1.41%	652	2016	2668	10525	3924
20180530	201807	10581	10594	10511	10524	-151	-1.41%	652	2016	2668	10525	3924
20180530	201807	10581	10594	10511	10524	-151	-1.41%	652	2016	2668	10525	3924

券商選擇權分計
日期	權別	買方口數	買方金額	買方均價	賣方口數	賣方金額	賣方均價	淨額口數	淨額金額	Open買口	Open買金	Open買均	Open賣口	Open賣金	Open賣均	Open淨口	Open淨金
20180524	Call	86481	203824	47.1	89192	220226	49.4	-2711	-16402	65724	240732	73.3	84701	236794	55.9	-18977	3938
20180524	Call	86481	203824	47.1	89192	220226	49.4	-2711	-16402	65724	240732	73.3	84701	236794	55.9	-18977	3938
20180524	Put	102740	215253	41.9	110434	237784	43.1	-7694	-22531	79251	213313	53.8	116925	246672	42.2	-37674	-33359
20180524	Put	102740	215253	41.9	110434	237784	43.1	-7694	-22531	79251	213313	53.8	116925	246672	42.2	-37674	-33359
20180525	Call	91799	252785	55.1	80190	187550	46.8	11609	65234	76331	271937	71.3	83699	203750	48.7	-7368	68187
20180525	Put	102349	215356	42.1	111030	212090	38.2	-8681	3266	87576	237288	54.2	133931	262732	39.2	-46355	-25444
20180528	Call	78243	160873	41.1	81753	169872	41.6	-3510	-8999	77360	304004	78.6	88238	233684	53.0	-10878	70320
20180528	Put	111402	151279	27.2	104448	140192	26.8	6954	11086	96390	211779	43.9	135791	217727	32.1	-39401	-5948
20180529	Call	110405	170542	30.9	120131	208106	34.6	-9726	-37564	81592	236119	57.9	102196	213536	41.8	-20604	22583
20180529	Put	118778	161118	27.1	113476	144714	25.5	5302	16404	104818	257044	49.0	138917	247774	35.7	-34099	9270
20180530	Call	196844	275241	28.0	248526	322460	25.9	-51682	-47219	66090	169948	51.4	94424	183872	38.9	-28334	-13924
20180530	Call	196844	275241	28.0	248526	322460	25.9	-51682	-47219	66090	169948	51.4	94424	183872	38.9	-28334	-13924
20180530	Call	196844	275241	28.0	248526	322460	25.9	-51682	-47219	66090	169948	51.4	94424	183872	38.9	-28334	-13924
20180530	Put	246436	422000	34.2	235118	439644	37.4	11318	-17644	80342	342775	85.3	113706	370335	65.1	-33364	-27560
20180530	Put	246436	422000	34.2	235118	439644	37.4	11318	-17644	80342	342775	85.3	113706	370335	65.1	-33364	-27560
20180530	Put	246436	422000	34.2	235118	439644	37.4	11318	-17644	80342	342775	85.3	113706	370335	65.1	-33364	-27560

外資選擇權分計
日期	權別	買方口數	買方金額	買方均價	賣方口數	賣方金額	賣方均價	淨額口數	淨額金額	Open買口	Open買金	Open買均	Open賣口	Open賣金	Open賣均	Open淨口	Open淨金
20180524	Call	24123	84880	70.4	24781	87456	70.6	-658	-2576	64617	180540	55.9	32353	100929	62.4	32264	79611
20180524	Call	24123	84880	70.4	24781	87456	70.6	-658	-2576	64617	180540	55.9	32353	100929	62.4	32264	79611
20180524	Put	35999	104041	57.8	34436	111573	64.8	1563	-7532	95397	216723	45.4	85370	235955	55.3	10027	-19232
20180524	Put	35999	104041	57.8	34436	111573	64.8	1563	-7532	95397	216723	45.4	85370	235955	55.3	10027	-19232
20180525	Call	34129	126605	74.2	30763	113878	74.0	3366	12728	67252	190789	56.7	31622	95753	60.6	35630	95036
20180525	Put	37673	122807	65.2	37596	131407	69.9	77	-8600	97824	220093	45.0	87720	241433	55.0	10104	-21340
20180528	Call	25654	85117	66.4	28467	88692	62.3	-2813	-3575	67959	212377	62.5	35142	111351	63.4	32817	101026
20180528	Put	23490	62949	53.6	22251	60545	54.4	1239	2405	99257	194421	39.2	87914	205772	46.8	11343	-11351
20180529	Call	30530	84144	55.1	32007	96370	60.2	-1477	-12226	67618	169372	50.1	36278	92674	51.1	31340	76698
20180529	Put	38665	103039	53.3	33815	93552	55.3	4850	9487	104001	220603	42.4	87808	226147	51.5	16193	-5544
20180530	Call	55787	145199	52.1	53481	139003	52.0	2306	6197	69226	119297	34.5	35044	53284	30.4	34182	66013
20180530	Call	55787	145199	52.1	53481	139003	52.0	2306	6197	69226	119297	34.5	35044	53284	30.4	34182	66013
20180530	Call	55787	145199	52.1	53481	139003	52.0	2306	6197	69226	119297	34.5	35044	53284	30.4	34182	66013
20180530	Put	92528	291147	62.9	79670	243250	61.1	12858	47898	103917	350949	67.5	83964	317038	75.5	19953	33911
20180530	Put	92528	291147	62.9	79670	243250	61.1	12858	47898	103917	350949	67.5	83964	317038	75.5	19953	33911
20180530	Put	92528	291147	62.9	79670	243250	61.1	12858	47898	103917	350949	67.5	83964	317038	75.5	19953	33911

散戶選擇權分計
日期	權別	買方口數	買方金額	買方均價	賣方口數	賣方金額	賣方均價	淨額口數	淨額金額
20180524	Call	65069	135346	41.6	61700	116368	37.7	3369	18978
20180524	Put	74435	133743	35.9	68304	103680	30.4	6131	30063
20180525	Call	46061	60945	26.5	61036	138907	45.5	-14975	-77962
20180525	Put	73357	89283	24.3	64753	83949	25.9	8604	5334
20180528	Call	56099	84755	30.2	49776	72181	29.0	6323	12574
20180528	Put	80958	77243	19.1	89151	90734	20.4	-8193	-13491
20180529	Call	89601	123962	27.7	78398	74172	18.9	11203	49790
20180529	Put	74811	41675	11.1	84963	67566	15.9	-10152	-25891
20180530	Call	192739	177261	18.4	143363	136238	19.0	49376	41023
20180530	Put	142590	148497	20.8	166766	178750	21.4	-24176	-30253

價平權利金
日期	月選契約	月選Call	月選Put	月選合計	週選契約	週選Call	週選Put	週選合計
20180524	10900	144.0	126.0	270.0	10950	57.0	69.0	126.0
20180525	10900	147.0	114.0	261.0	10950	48.0	50.0	98.0
20180528	11000	112.0	128.0	240.0	11000	34.0	36.5	70.5
20180529	10900	135.0	106.0	241.0	10950	29.5	26.0	55.5
20180530	10800	119.0	144.0	263.0	10800	82.0	88.0	170.0