[台指期權] 20180702

加權股價指數資料
日期	開盤	最高	最低	收盤	波動
20180626	10730.90	10752.99	10651.42	10742.17	-44.29
20180627	10766.88	10800.34	10701.03	10701.03	-41.14
20180628	10669.42	10723.84	10633.01	10654.28	-46.75
20180629	10667.64	10836.91	10667.64	10836.91	182.63
20180702	10852.17	10886.20	10777.94	10777.94	-58.97

三大法人買賣超
日期	券商	法人	外資	合計
20180626	-3.24	-2.12	-61.89	-67.25
20180627	-9.17	1.65	-122.19	-129.71
20180628	-3.00	1.18	-81.83	-83.65
20180629	9.60	0.77	21.57	31.94
20180702	-7.68	5.94	-80.00	-81.73

融資
日期	融資餘額	增減
20180626	1896.89	-12.25
20180627	1895.59	-1.29
20180628	1887.91	-7.67
20180629	1889.10	1.20

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
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
20180628	Broker	18728	39407808	20078	42239959	-1350	-2832150	6677	13886948	11802	24646420	-5125	-10759472
20180628	Foreign	73612	155079565	75521	159126981	-1909	-4047417	64424	135550108	37871	79639896	26553	55910212
20180629	Broker	18180	38512829	17421	36960944	759	1551886	7336	15470478	11692	24769164	-4356	-9298686
20180629	Foreign	71601	151656005	66309	140406976	5292	11249029	67957	145078400	36112	77049206	31845	68029194
20180702	Broker	18727	39934841	17392	37054867	1335	2879974	7031	14733833	10042	21100911	-3011	-6367078
20180702	Foreign	55371	118137724	55035	117454691	336	683034	64977	137835282	32786	69508333	32191	68326949

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
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
20180628	201807	10513	10578	10484	10523	-33	-0.31%	56182	150442	206624	10523	95673
20180629	201807	10541	10692	10526	10677	154	1.46%	40211	155640	195851	10677	95797
20180702	201807	10680	10719	10609	10611	-66	-0.62%	21744	141723	163467	10610	91314

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
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
20180628	201808	10385	10442	10350	10393	-33	-0.32%	1005	1543	2548	10393	1850
20180629	201808	10422	10556	10397	10545	152	1.46%	343	1842	2185	10544	1992
20180702	201808	10539	10586	10479	10481	-63	-0.60%	414	2068	2482	10480	2301

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
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
20180628	Call	117630	259651	44.1	117511	266113	45.3	119	-6462	68333	156522	45.8	100919	174205	34.5	-32586	-17683
20180628	Put	127445	334601	52.5	135148	396298	58.6	-7703	-61697	80836	360124	89.1	86826	392572	90.4	-5990	-32448
20180629	Call	138841	341461	49.2	126813	307078	48.4	12028	34383	80883	281929	69.7	101441	282294	55.7	-20558	-365
20180629	Put	140799	286129	40.6	154950	321328	41.5	-14151	-35199	85700	229154	53.5	105841	257865	48.7	-20141	-28711
20180702	Call	117241	248236	42.3	119237	246931	41.4	-1996	1306	81686	218998	53.6	104240	208461	40.0	-22554	10537
20180702	Put	147264	248059	33.7	137887	267646	38.8	9377	-19587	98423	293237	59.6	109187	341746	62.6	-10764	-48509

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
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
20180628	Call	43361	143249	66.1	48120	156391	65.0	-4759	-13142	32849	57475	35.0	55522	93682	33.7	-22673	-36207
20180628	Put	52219	168512	64.5	47314	168541	71.2	4905	-28	76919	433001	112.6	58683	416601	142.0	18236	16400
20180629	Call	47603	178199	74.9	41814	153109	73.2	5789	25090	39128	107569	55.0	56012	140828	50.3	-16884	-33259
20180629	Put	46813	120981	51.7	38398	127613	66.5	8415	-6632	86600	304529	70.3	59949	300890	100.4	26651	3639
20180702	Call	40254	145397	72.2	37738	131139	69.5	2516	14257	43008	94273	43.8	57376	110786	38.6	-14368	-16513
20180702	Put	47239	146279	61.9	40339	134345	66.6	6900	11934	94346	376831	79.9	60795	357274	117.5	33551	19557

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
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
20180628	Call	74150	122864	33.1	69510	103260	29.7	4640	19604
20180628	Put	82929	227786	54.9	80131	166060	41.4	2798	61726
20180629	Call	79210	128879	32.5	97027	188352	38.8	-17817	-59473
20180629	Put	108137	200347	37.1	102401	158516	31.0	5736	41831
20180702	Call	78983	101534	25.7	79503	117097	29.5	-520	-15563
20180702	Put	90648	121367	26.8	106925	113714	21.3	-16277	7653

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
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
20180628	10500	158.0	136.0	294.0	10650	73.0	82.0	155.0
20180629	10700	117.0	140.0	257.0	10800	60.0	60.0	120.0
20180702	10600	136.0	125.0	261.0	10750	41.5	56.0	97.5