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選擇權未平倉P/C比 400% 日期 台指PC Ratio 電子PC Ratio 金融PC Ratio 350% 300%

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  選擇權未平倉 P/C   @pxv9168e   0%50%100%150%200%250%300%350%400%     2    0    1    8     /    3     /    2    2    2    0    1    8     /    3     /    2    4    2    0    1    8     /    3     /    2    6    2    0    1    8     /    3     /    2    8    2    0    1    8     /    3     /    3    0    2    0    1    8     /    4     /    1    2    0    1    8     /    4     /    3    2    0    1    8     /    4     /    5    2    0    1    8     /    4     /    7    2    0    1    8     /    4     /    9    2    0    1    8     /    4     /    1    1    2    0    1    8     /    4     /    1    3    2    0    1    8     /    4     /    1    5    2    0    1    8     /    4     /    1    7    2    0    1    8     /    4     /    1    9    2    0    1    8     /    4     /    2    1    2    0    1    8     /    4     /    2    3    2    0    1    8     /    4     /    2    5 台指 PC Ratio  電子 PC Ratio  金融 PC Ratio 日期台指 PC Ratio 電子 PC Ratio 金融PC Ratio 2018/4/25 116% 89% 132%2018/4/24 94% 83% 128%2018/4/23 107% 79% 111%2018/4/20 122% 75% 118%2018/4/19 149% 78% 118%2018/4/18 141% 62% 120%2018/4/17 130% 50% 87%2018/4/16 154% 59% 87%2018/4/13 160% 70% 100%2018/4/12 159% 69% 99%2018/4/11 162% 67% 102%2018/4/10 158% 66% 89%  -120000-100000-80000-60000-40000-2000002000040000103001040010500106001070010800109001100011100 數列 2  數列 1 加權與 ( 外資 ) 台指選留倉 台指外資多空   外資 多單未平倉 空單未平倉 多空合計 加權指數 20180322 150952 -173263 -22311 11005.8420180323 167912 -186846 -18934 10823.3320180326 167347 -193727 -26380 10840.0520180327 171825 -209473 -37648 10986.7920180328 165316 -204962 -39646 10865.6620180329 168972 -223514 -54542 10845.9220180330 179283 -236260 -56977 10906.2220180331 180186 -237377 -57191 10919.4920180402 186926 -244248 -57322 10888.2720180403 189895 -254072 -64177 10821.5320180409 178824 -235921 -57097 10893.5320180410 186693 -250951 -64258 10927.1820180411 195080 -274051 -78971 10974.0220180412 192867 -291430 -98563 10955.2920180413 198783 -299387 -100604 10965.3920180416 199877 -305276 -105399 10954.5520180417 202609 -305647 -103038 10810.4520180418 112298 -99694 12604 10847.8920180419 126345 -107803 18542 10971.2220180420 131536 -119085 12451 10779.3820180423 132047 -126484 5563 10697.1320180424 136750 -139199 -2449 10579.520180425 128519 -136133 -7614 10559.97 近  23 個交易日資料表  103001040010500106001070010800109001100011100-40000-20000020000400006000080000100000 數列 1  數列 2 指外資多空 加權與 ( 自營 ) 台指選留倉   自營商 多單未平倉 空單未平倉 多空合計 加權指數 20180322 216828 -156287 60541 11005.820180323 266807 -218190 48617 10823.320180326 275053 -251279 23774 10840.020180327 299529 -253064 46465 10986.720180328 230805 -173189 57616 10865.620180329 258161 -204046 54115 10845.920180330 283249 -204460 78789 10906.220180331 290272 -215568 74704 10919.420180402 298230 -227517 70713 10888.220180403 295955 -249047 46908 10821.520180409 254256 -203843 50413 10893.520180410 294495 -230072 64423 10927.120180411 260680 -203720 56960 10974.020180412 268544 -229697 38847 10955.220180413 286864 -230682 56182 10965.320180416 290166 -248480 41686 10954.520180417 292659 -269703 22956 10810.420180418 141737 -118925 22812 10847.820180419 181413 -131717 49696 10971.220180420 209020 -194339 14681 10779.320180423 218973 -228141 -9168 10697.120180424 242599 -274222 -31623 10579. 近  23 個交易日資料表  台指與外資台指期多空留倉 數 率 00.20.40.60.811.21.41020010300104001050010600107001080010900110001110011200      3     /     1     3     3     /     1     5     3     /     1     7     3     /     1     9     3     /     2     1     3     /     2     3     3     /     2     5     3     /     2     7     3     /     2     9     3     /     3     1     4     /     2     4     /     4     4     /     6     4     /     8     4     /     1     0     4     /     1     2     4     /     1     4     4     /     1     6     4     /     1     8     4     /     2     0     4     /     2     2     4     /     2     4 RATIO  指數 4/10 0.743942 109494/11 0.711838 109794/12 0.661795 109434/13 0.663967 109554/16 0.654742 109434/17 0.662886 108064/18 1.126427 108454/19 1.171999 109694/20 1.104556 107884/23 1.043982 106944/24 0.982406 105834/25 0.944069 10535
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