PUT and CALL options

I trade in OPTIONS only.

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columbus

columbus

Well-Known Member
#1,071
#1,071
JAN.10 jan-series day.11 NIFTY=6171(3)




The EXPECTED ZONE is spanning 5 strikes ,and has condensed to (6100~6300) from (6100~6400).


Total strikes with Price over Rs.10 in CALL window: 7 [Previous :8]
Total strikes with Price over Rs.10 in PUT window : 9 [Previous : 12]

Average Open Interest (Today) as shown ... CALL side: 166K [Previous:211K]
Average Open Interest (Today) as shown..-.. PUT side: 291K [Previous:127K]

(After deleting PENNY Strikes ,if any.Because they adversely affect the values.
Strikes above and below the CURRENT position are taken ,as shown)

[These figures are adjusted as per the latest ZONE, which are taken from
the Database ,and may vary from previous post as number of strikes differ
from previous day's Zone.]


Bold indicate Open Interest over 500k.
Italic indicate Open Interest over -500k.

Current position is indicated.

 
columbus

columbus

Well-Known Member
#1,072
#1,072
JAN.13 jan-series day.12 NIFTY=6272 (101)



The EXPECTED ZONE is spanning 5 strikes , (6100~6300) for SECOND day.


Total strikes with Price over Rs.10 in CALL window: 8 [Previous : 7]
Total strikes with Price over Rs.10 in PUT window : 7 [Previous : 9]

Average Open Interest (Today) as shown ... CALL side: -110K [Previous:166K]
Average Open Interest (Today) as shown..-.. PUT side: 762K [Previous:291K]

(After deleting PENNY Strikes ,if any.Because they adversely affect the values.
Strikes above and below the CURRENT position are taken ,as shown)

[These figures are adjusted as per the latest ZONE, which are taken from
the Database ,and may vary from previous post as number of strikes differ
from previous day's Zone.]


Bold indicate Open Interest over 500k.
Italic indicate Open Interest over -500k.

Current position is indicated.



A strong downward movement is indicated.Wait and See.
 
P

pannalal

Well-Known Member
#1,074
#1,074
Re: JAN.13 jan-series day.12 NIFTY=6272 (101)

trade4joisar said:
You are saying this on basis of
* Despite up today, negative OI in call and positive OI in put ?
Click to expand...
1) Negative OI in Call and positive OI in Put, and

2) Low IV in Call and High IV in Put

Both the above indicates that traders are expecting Nifty to go down. However, what will happen, God only knows.:)
 
columbus

columbus

Well-Known Member
#1,075
#1,075
JAN.14 jan-series day.13 NIFTY=6242 (-30)



The EXPECTED ZONE is spanning 7 strikes , expanded to (6100~6400) from (6100~6300).


Total strikes with Price over Rs.10 in CALL window: 8 [Previous : 8]
Total strikes with Price over Rs.10 in PUT window : 9 [Previous : 7]

Average Open Interest (Today) as shown ... CALL side: 262K [Previous:-229K]
Average Open Interest (Today) as shown..-.. PUT side: -36K [Previous: 973K*]

(After deleting PENNY Strikes ,if any.Because they adversely affect the values.
Strikes above and below the CURRENT position are taken ,as shown)

[These figures are adjusted as per the latest ZONE, which are taken from
the Database ,and may vary from previous post as number of strikes differ
from previous day's Zone.]


Bold indicate Open Interest over 500k.
Italic indicate Open Interest over -500k.

Current position is indicated.



*Yesterday there was as much as 2.3 Million (Day itself) Open Interest at 6200PE.
 
Last edited:
columbus

columbus

Well-Known Member
#1,076
#1,076
JAN.15 jan-series day.14 NIFTY=6321 (79)




The EXPECTED ZONE is spanning 5 strikes , has condensed to (6200~6400) from (6100~6400).


Total strikes with Price over Rs.TEN in CALL window: 7 [Previous : 8]
Total strikes with Price over Rs.TEN in PUT window : 7 [Previous : 9]

Average Open Interest (Today) as shown ... CALL side: -127K [Previous:262K]
Average Open Interest (Today) as shown..-.. PUT side: 807K [Previous: -36K]


Average Implied Volatility in ZONE......CALL side : 11.72 [Previous:12.62]
Average Implied Volatility in ZONE.......PUT side : 16.01 [Previous:15.34]

(After deleting PENNY Strikes ,if any.Because they adversely affect the values.
Strikes above and below the CURRENT position are taken ,as shown)

[These figures are adjusted as per the latest ZONE, which are taken from
the Database ,and may vary from previous post as number of strikes differ
from previous day's Zone.]


Bold indicate Open Interest over 500k.
Italic indicate Open Interest over -500k.

Current position is indicated.



Looks like another Downside movement .(personal view)
 
columbus

columbus

Well-Known Member
#1,078
#1,078
columbus

columbus

Well-Known Member
#1,079
#1,079
JAN.16 jan-series day.15 NIFTY=6319 (-2)



The EXPECTED ZONE is spanning 5 strikes , is at (6200~6400) for SECOND day.


Total strikes with Price over Rs.TEN in CALL window: 7 [Previous : 7]
Total strikes with Price over Rs.TEN in PUT window : 7 [Previous : 7]

Average Open Interest (Today) as shown ... CALL side: 46K [Previous:-127K]
Average Open Interest (Today) as shown..-.. PUT side: 102K [Previous: 807K]


Average Implied Volatility in ZONE......CALL side : 12.26 [Previous:11.72]
Average Implied Volatility in ZONE.......PUT side : 14.99 [Previous:16.01]

(After deleting PENNY Strikes ,if any.Because they adversely affect the values.
Strikes above and below the CURRENT position are taken ,as shown)

[These figures are adjusted as per the latest ZONE, which are taken from
the Database ,and may vary from previous post as number of strikes differ
from previous day's Zone.]


Bold indicate Open Interest over 500k.
Italic indicate Open Interest over -500k.

Current position is indicated.

 
columbus

columbus

Well-Known Member
#1,080
#1,080
JAN.17 jan-series day.16 NIFTY=6262 (-57)




The EXPECTED ZONE is spanning 5 strikes , is at (6200~6400) for THIRD day.


Total strikes with Price over Rs.TEN in CALL window: 5 [Previous : 7]
Total strikes with Price over Rs.TEN in PUT window : 8 [Previous : 7]


Average Open Interest (Today) as shown ... CALL side: 260K [Previous: 46K ]
Average Open Interest (Today) as shown..-.. PUT side: -415K [Previous: 102K ]


Average Implied Volatility in ZONE......CALL side : 10.45 [Previous:12.26]
Average Implied Volatility in ZONE.......PUT side : 15.48 [Previous:14.99]

(After deleting PENNY Strikes ,if any.Because they adversely affect the values.
Strikes above and below the CURRENT position are taken ,as shown)

[These figures are adjusted as per the latest ZONE, which are taken from
the Database ,and may vary from previous post as number of strikes differ
from previous day's Zone.]


Bold indicate Open Interest over 500k.
Italic indicate Open Interest over -500k.

Current position is indicated.



Do not give much importance to Average OI & Average IM before EXPIRY ,since fewer
values are involved.For example, TODAY (17.1.14) only 2 values i.e.6250PE and 6200PE are
involved in the calculation on PUT side.
 
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