[台指期權] 20180627

加權股價指數資料
日期	開盤	最高	最低	收盤	波動
20180621	10949.85	10992.31	10941.07	10941.07	13.63
20180622	10901.25	10914.83	10828.86	10899.28	-41.79
20180625	10834.07	10851.16	10786.46	10786.46	-112.82
20180626	10730.90	10752.99	10651.42	10742.17	-44.29
20180627	10766.88	10800.34	10701.03	10701.03	-41.14

三大法人買賣超
日期	券商	法人	外資	合計
20180621	9.84	2.50	-90.70	-78.36
20180622	-5.93	-2.15	-99.28	-107.36
20180625	-16.86	-1.44	-88.77	-107.08
20180626	-3.24	-2.12	-61.89	-67.25
20180627	-9.17	1.65	-122.19	-129.71

融資
日期	融資餘額	增減
20180621	1908.53	-0.16
20180622	1911.90	3.37
20180625	1909.14	-2.79
20180626	1896.89	-12.25

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
20180621	Broker	14808	31704990	14033	30040122	775	1664867	6389	13487211	11368	24156039	-4979	-10668828
20180621	Foreign	47306	101388023	51197	109729021	-3891	-8340998	63832	136653683	32555	69660777	31277	66992906
20180622	Broker	15332	32581112	17578	37351468	-2246	-4770355	5959	12504506	13156	27836182	-7197	-15331676
20180622	Foreign	61710	131302103	63161	134375280	-1451	-3073177	64051	136459880	34225	72877316	29826	63582564
20180625	Broker	14994	31849477	12989	27574649	2005	4274828	6395	13344740	11597	24340057	-5202	-10995317
20180625	Foreign	48106	102288666	48907	103987755	-801	-1699089	63228	133807724	34210	72351003	29018	61456721
20180626	Broker	21693	45720800	21519	45335872	174	384928	6868	14356481	11880	24947190	-5012	-10590709
20180626	Foreign	73503	154999814	75087	158341871	-1584	-3342056	62355	132059084	34939	73950863	27416	58108221
20180627	Broker	17781	37609264	16608	35109947	1173	2499316	7115	14851608	10900	22808780	-3785	-7957172
20180627	Foreign	54011	114320574	52961	112110714	1050	2209860	62285	131461987	33823	71344087	28462	60117900

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
20180621	201807	10725	10745	10688	10706	-33	-0.31%	25584	130352	155936	10707	87237
20180622	201807	10630	10685	10581	10655	-52	-0.49%	40971	141860	182831	10655	89445
20180625	201807	10624	10660	10583	10584	-71	-0.67%	21798	122274	144072	10584	90071
20180626	201807	10550	10596	10484	10592	8	0.08%	45930	167431	213361	10592	90402
20180627	201807	10585	10625	10538	10554	-38	-0.36%	25665	134481	160146	10556	91912

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
20180621	201808	10587	10611	10559	10576	-11	-0.10%	0	879	879	10575	449
20180622	201808	10498	10555	10455	10521	-54	-0.51%	636	1135	1771	10521	738
20180625	201808	10493	10527	10451	10451	-70	-0.67%	194	1393	1587	10452	996
20180626	201808	10410	10463	10355	10461	9	0.09%	681	1816	2497	10460	1146
20180627	201808	10447	10490	10410	10427	-33	-0.32%	264	1392	1656	10426	1425

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
20180621	Call	80520	198911	49.4	82889	194322	46.9	-2369	4588	58805	144740	49.2	78434	155584	39.7	-19629	-10844
20180621	Put	88760	218851	49.3	78569	195558	49.8	10191	23293	59730	219664	73.6	62578	232534	74.3	-2848	-12870
20180622	Call	117799	235939	40.1	118228	240890	40.8	-429	-4952	69396	138680	40.0	89454	154426	34.5	-20058	-15746
20180622	Put	120738	350787	58.1	120023	371206	61.9	715	-20418	70874	254333	71.8	73007	293751	80.5	-2133	-39418
20180625	Call	103701	175021	33.8	101782	183784	36.1	1919	-8764	78641	116028	29.5	96780	130795	27.0	-18139	-14767
20180625	Put	100294	266761	53.2	94338	238846	50.6	5956	27916	78478	319676	81.5	74655	337005	90.3	3823	-17329
20180626	Call	168739	326071	38.6	184698	333523	36.1	-15959	-7452	93092	176339	37.9	127190	195341	30.7	-34098	-19002
20180626	Put	177288	536583	60.5	175510	492014	56.1	1778	44569	90616	354044	78.1	85015	326914	76.9	5601	27130
20180627	Call	176046	258723	29.4	187393	260042	27.8	-11347	-1319	52767	127790	48.4	85472	142889	33.4	-32705	-15099
20180627	Put	187501	263849	28.1	198127	275463	27.8	-10626	-11614	57339	290752	101.4	55626	272103	97.8	1713	18649

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
20180621	Call	26659	92853	69.7	27955	105941	75.8	-1296	-13089	27827	71647	51.5	43036	90229	41.9	-15209	-18582
20180621	Put	31530	89258	56.6	30858	111389	72.2	672	-22131	58933	245332	83.3	58389	285514	97.8	544	-40182
20180622	Call	36085	109082	60.5	34121	114175	66.9	1964	-5094	31039	68155	43.9	44284	82504	37.3	-13245	-14349
20180622	Put	41430	159662	77.1	33128	121595	73.4	8302	38067	66433	301460	90.8	57587	317514	110.3	8846	-16054
20180625	Call	28781	87416	60.7	28263	89498	63.3	518	-2083	32131	57919	36.1	44858	64421	28.7	-12727	-6502
20180625	Put	35827	113855	63.6	29237	89732	61.4	6590	24123	68697	353373	102.9	53261	345851	129.9	15436	7522
20180626	Call	55018	163102	59.3	55926	182241	65.2	-908	-19138	34414	65660	38.2	48049	90521	37.7	-13635	-24861
20180626	Put	63949	207568	64.9	61470	221743	72.1	2479	-14175	74392	354067	95.2	56477	360614	127.7	17915	-6547
20180627	Call	56642	152088	53.7	57361	165688	57.8	-719	-13600	30875	56646	36.7	48789	81754	33.5	-17914	-25108
20180627	Put	53191	120236	45.2	45028	103506	46.0	8163	16730	68748	381846	111.1	55417	371129	133.9	13331	10717

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
20180621	Call	56230	101469	36.1	52565	92970	35.4	3665	8499
20180621	Put	47039	106300	45.2	57902	107462	37.1	-10863	-1162
20180622	Call	82143	131808	32.1	83678	121764	29.1	-1535	10044
20180622	Put	78593	211544	53.8	87610	229192	52.3	-9017	-17648
20180625	Call	73001	96368	26.4	75438	85523	22.7	-2437	10845
20180625	Put	58511	124991	42.7	71057	177029	49.8	-12546	-52038
20180626	Call	129680	170421	26.3	112813	143830	25.5	16867	26591
20180626	Put	111561	284446	51.0	115818	314840	54.4	-4257	-30394
20180627	Call	130751	107954	16.5	118685	93035	15.7	12066	14919
20180627	Put	144936	155227	21.4	142473	160343	22.5	2463	-5116

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
20180621	10700	156.0	149.0	305.0	10850	84.0	63.0	147.0
20180622	10700	131.0	177.0	308.0	10800	75.0	57.0	132.0
20180625	10600	146.0	163.0	309.0	10750	51.0	52.0	103.0
20180626	10600	141.0	149.0	290.0	10750	37.0	30.0	67.0
20180627	10600	117.0	159.0	276.0	10700	67.0	83.0	150.0