期權數據顯示買入/賣出？

我正在嘗試了解來自 CBOE 的期權數據，但我對確定該合約實際上是買入還是賣出感到困惑。這裡只是一個範例：

[
 {
   "exchange_id": 5,
   "condition_id": 0,
   "underlying_bid": 156.99,
   "underlying_ask": 157.05,
   "sequence_number": 290264,
   "root": "AAPL  ",
   "expiry": "2019-02-15",
   "strike": 160,
   "option_type": "c",
   "time": "09:30:56.883",
   "nbbo_bid": 3.7,
   "nbbo_ask": 3.85,
   "size": 25,
   "price": 3.85,
   "flag": 0,
   "exch_sequence_number": 1290250,
   "trade_iv": 30.1924
 },
 {
   "exchange_id": 5,
   "condition_id": 0,
   "underlying_bid": 157.47,
   "underlying_ask": 157.48,
   "sequence_number": 122857,
   "root": "AAPL  ",
   "expiry": "2019-02-15",
   "strike": 160,
   "option_type": "c",
   "time": "10:16:11.127",
   "nbbo_bid": 3.95,
   "nbbo_ask": 4,
   "size": 10,
   "price": 4,
   "flag": 0,
   "exch_sequence_number": 44957099,
   "trade_iv": 30.2057
 },
 {
   "exchange_id": 5,
   "condition_id": 0,
   "underlying_bid": 157.5,
   "underlying_ask": 157.51,
   "sequence_number": 123005,
   "root": "AAPL  ",
   "expiry": "2019-02-15",
   "strike": 160,
   "option_type": "c",
   "time": "10:16:13.433",
   "nbbo_bid": 3.95,
   "nbbo_ask": 4,
   "size": 30,
   "price": 4,
   "flag": 0,
   "exch_sequence_number": 44993630,
   "trade_iv": 30.2218
 },
 {
   "exchange_id": 5,
   "condition_id": 0,
   "underlying_bid": 157.06,
   "underlying_ask": 157.08,
   "sequence_number": 151912,
   "root": "AAPL  ",
   "expiry": "2019-02-15",
   "strike": 160,
   "option_type": "c",
   "time": "11:11:53.387",
   "nbbo_bid": 3.7,
   "nbbo_ask": 3.8,
   "size": 5,
   "price": 3.75,
   "flag": 0,
   "exch_sequence_number": 82603415,
   "trade_iv": 29.5737
 },
 {
   "exchange_id": 5,
   "condition_id": 0,
   "underlying_bid": 157.55,
   "underlying_ask": 157.57,
   "sequence_number": 210379,
   "root": "AAPL  ",
   "expiry": "2019-02-15",
   "strike": 160,
   "option_type": "c",
   "time": "13:08:38.963",
   "nbbo_bid": 3.95,
   "nbbo_ask": 4,
   "size": 13,
   "price": 4,
   "flag": 0,
   "exch_sequence_number": 145195955,
   "trade_iv": 30.0988
 },
 {
   "exchange_id": 5,
   "condition_id": 0,
   "underlying_bid": 157.55,
   "underlying_ask": 157.57,
   "sequence_number": 210380,
   "root": "AAPL  ",
   "expiry": "2019-02-15",
   "strike": 160,
   "option_type": "c",
   "time": "13:08:38.963",
   "nbbo_bid": 3.95,
   "nbbo_ask": 4,
   "size": 7,
   "price": 4,
   "flag": 0,
   "exch_sequence_number": 145195959,
   "trade_iv": 30.0988
 },
 {
   "exchange_id": 5,
   "condition_id": 0,
   "underlying_bid": 157.16,
   "underlying_ask": 157.17,
   "sequence_number": 220826,
   "root": "AAPL  ",
   "expiry": "2019-02-15",
   "strike": 160,
   "option_type": "c",
   "time": "13:34:36.883",
   "nbbo_bid": 3.8,
   "nbbo_ask": 3.9,
   "size": 6,
   "price": 3.85,
   "flag": 0,
   "exch_sequence_number": 157533600,
   "trade_iv": 30.1084
 },
 {
   "exchange_id": 5,
   "condition_id": 0,
   "underlying_bid": 156.41,
   "underlying_ask": 156.43,
   "sequence_number": 246611,
   "root": "AAPL  ",
   "expiry": "2019-02-15",
   "strike": 160,
   "option_type": "c",
   "time": "14:42:48.733",
   "nbbo_bid": 3.45,
   "nbbo_ask": 3.55,
   "size": 5,
   "price": 3.5,
   "flag": 0,
   "exch_sequence_number": 189140399,
   "trade_iv": 29.8157
 }
]

您如何從這些數據中判斷該人是否購買或出售了契約。我以為您可以使用出價/要價，但有些價格正好在中間。

每筆交易都有買家和賣家。

如果交易以要價成交，則很可能是買入。

如果交易以買入價成交，則很可能是賣出。

為什麼很有可能而不是確定？假設兩個期權的 B/A 寬為 30 美分。我下訂單在中點買入一些垂直價差。現在假設我正好在每條腿的中點被填滿。由此，你能分辨出哪條腿是買的，哪條腿是賣的嗎？沒有。

有時，點差填充並不接近目前價格。為了與每條腿上的上述 30 美分寬點差保持一致，所有都可以在中點處填充，並且可以在每條腿的要求處填充，從而產生相同的借方。或者，成交價可能比兩條腿的 NBBO 高 50 美分，但仍能達到我想要的價格。如果我在一條腿上支付的價格高於要價，而在另一條腿上以高於要價的價格賣出，則無法知道購買或出售了哪條腿。

引用自：https://money.stackexchange.com/questions/128086