[台指期權] 20180604

加權股價指數資料
日期	開盤	最高	最低	收盤	波動
20180529	10979.68	10986.53	10929.56	10964.12	-23.65
20180530	10925.21	10925.21	10799.75	10821.17	-142.95
20180531	10856.03	10909.61	10853.65	10874.96	53.79
20180604	11002.15	11109.50	11002.15	11109.50	160.42

三大法人買賣超
日期	券商	法人	外資	合計
20180529	-16.99	0.57	-55.17	-71.59
20180530	-7.36	-8.73	-152.93	-169.02
20180531	0.08	-6.21	-28.75	-34.87
20180604	22.22	6.99	75.12	104.33

融資
日期	融資餘額	增減
20180529	1823.12	0.01
20180530	1831.00	7.88
20180601	1842.04	5.24

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
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
20180531	Broker	15546	33635841	15163	32845333	383	790509	7275	15466774	9597	20519402	-2322	-5052628
20180531	Foreign	54615	118366996	50450	109318364	4165	9048631	66128	143576790	26556	57478089	39572	86098701
20180604	Broker	20838	45803393	20499	45118164	339	685229	8535	18433279	10408	22671358	-1873	-4238079
20180604	Foreign	43074	94910341	39277	86568341	3797	8342000	73867	163561772	25474	56231109	48393	107330663

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
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
20180531	201806	10836	10870	10821	10867	91	0.84%	30309	124660	154969	10865	87385
20180604	201806	10976	11095	10976	11085	171	1.57%	20847	109687	130534	11084	95697

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
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
20180531	201807	10580	10614	10568	10609	84	0.80%	558	1730	2288	10609	4095
20180604	201807	10713	10829	10713	10821	164	1.54%	626	3420	4046	10820	5434

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
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
20180531	Call	99570	253608	50.9	100309	257682	51.4	-739	-4074	76970	226019	58.7	106043	251938	47.5	-29073	-25919
20180531	Put	103644	221111	42.7	105528	232808	44.1	-1884	-11697	95198	283419	59.5	130446	295367	45.3	-35248	-11948
20180604	Call	140193	416715	59.4	149887	385754	51.5	-9694	30961	73714	473618	128.5	105307	436876	83.0	-31593	36742
20180604	Put	171045	233768	27.3	179060	246757	27.6	-8015	-12989	109590	179089	32.7	174063	198318	22.8	-64473	-19229

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
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
20180531	Call	30238	103386	68.4	29003	109561	75.6	1235	-6176	73157	149154	40.8	37740	77725	41.2	35417	71429
20180531	Put	35232	105321	59.8	31069	110275	71.0	4163	-4954	109580	269545	49.2	85464	251166	58.8	24116	18379
20180604	Call	35232	145700	82.7	35418	143605	81.1	-186	2096	76275	293104	76.9	42385	176308	83.2	33890	116796
20180604	Put	30968	77135	49.8	35181	94677	53.8	-4213	-17542	115018	167470	29.1	91013	170297	37.4	24005	-2827

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
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
20180531	Call	70071	154296	44.0	70567	144047	40.8	-496	10249
20180531	Put	70296	127487	36.3	72575	110836	30.5	-2279	16651
20180604	Call	114655	240054	41.9	104775	273110	52.1	9880	-33056
20180604	Put	148092	169622	22.9	135864	139091	20.5	12228	30531

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
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
20180531	10900	98.0	131.0	229.0	10900	56.0	67.0	123.0
20180604	11100	94.0	111.0	205.0	11100	49.5	41.5	91.0