選擇權從成交量來觀察,7 月份買賣權皆集中在8200 點。未平倉量部份,買權未平倉量大量區在8300 點,而賣權大量區則在7800 點。全月份未平倉量put/call ratio 由1.49升至1.52,7 月買權平均隱含波動率由11.04%降至10.87%,賣權平均隱含波動率由13.02降至10.76%,買賣權同降,操作上建議於8000-8200 點建立買權多頭價差因應。
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