Guestbook

Leave you message here!

  1. 十月 5, 2008 at 3:54 下午 | #1

    nice blog having here. =D
    keep it up ya.

  2. Balsamo
    十二月 16, 2011 at 10:04 上午 | #2

    請問一下,外資期權籌碼分析中的 PC Power 值,是怎麼算出來的,又該如何解讀呢?

    • 十二月 16, 2011 at 4:51 下午 | #3

      到期交所查「選擇權每日交易行情查詢」頁面,
      分別計算 Call 與 Put 的 (結算價 * 未沖銷契約量),
      Call 之總和 減去 Put 的總和 即是 PC Power.

      而 PC Power 代表 Call 的總市值與 Put 總市值的差異,
      通常期值如果大於 20 則偏多看待,小於 -20 則偏空看待。

  1. No trackbacks yet.

發表迴響

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / 變更 )

Twitter picture

You are commenting using your Twitter account. Log Out / 變更 )

Facebook照片

You are commenting using your Facebook account. Log Out / 變更 )

連結到 %s

Follow

Get every new post delivered to your Inbox.