PUT and CALL options
- Thread starter columbus
- Start date
JAN.24 jan-series day.21 NIFTY=6267 (-79)
he EXPECTED ZONE is spanning 3 strikes , has condensed to (6200~6300)
from (6250~6400) as EXPIRY draws near.
[ZONE is intersection of CALL & PUT windows ,which show substantial jump of
Open Interest (say from Lakhs to Millions). This rule modifies in last fag end of a
series as some OTM options are deleted.]
Total strikes with Price over Rs.TEN in CALL window: 4 [Previous : 6]
Total strikes with Price over Rs.TEN in PUT window : 3 [Previous : 4]
Average Open Interest (Today) as shown ... CALL side: 427K [Previous: -91K ]
Average Open Interest (Today) as shown..-.. PUT side: -395K [Previous: -82K ]
Average Implied Volatility in ZONE......CALL side : 13.06 [Previous:13.79]
Average Implied Volatility in ZONE.......PUT side : 13.83 [Previous:15.36]
(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 indicates Open Interest over 500k.
Italics indicate Open Interest over -500k.
Current position is indicated.
Before EXPIRY do not give too much importance to OPEN INTEREST ,use it
as a just Yardstick since Options will be available at throw-away prices and option
market can be easily manipulated.
he EXPECTED ZONE is spanning 3 strikes , has condensed to (6200~6300)
from (6250~6400) as EXPIRY draws near.
[ZONE is intersection of CALL & PUT windows ,which show substantial jump of
Open Interest (say from Lakhs to Millions). This rule modifies in last fag end of a
series as some OTM options are deleted.]
Total strikes with Price over Rs.TEN in CALL window: 4 [Previous : 6]
Total strikes with Price over Rs.TEN in PUT window : 3 [Previous : 4]
Average Open Interest (Today) as shown ... CALL side: 427K [Previous: -91K ]
Average Open Interest (Today) as shown..-.. PUT side: -395K [Previous: -82K ]
Average Implied Volatility in ZONE......CALL side : 13.06 [Previous:13.79]
Average Implied Volatility in ZONE.......PUT side : 13.83 [Previous:15.36]
(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 indicates Open Interest over 500k.
Italics indicate Open Interest over -500k.
Current position is indicated.
Before EXPIRY do not give too much importance to OPEN INTEREST ,use it
as a just Yardstick since Options will be available at throw-away prices and option
market can be easily manipulated.
JAN.27 jan-series day.22 NIFTY=6136 (-131)
The EXPECTED ZONE is spanning 4 strikes , has expanded to (6100~6250)
from (6200~6300) as EXPIRY draws near.
[ZONE is intersection of CALL & PUT windows ,which show substantial jump of
Open Interest (say from Lakhs to Millions). This rule modifies in last fag end of a
series as some OTM options are deleted.Open Interest of XX50 strikes is ignored.]
Total strikes with Price over Rs.TEN in CALL window: 4 [Previous : 4]
Total strikes with Price over Rs.TEN in PUT window : 7 [Previous : 3]
Average Open Interest (Today) as shown ... CALL side: 1384K [Previous: 3K ]
Average Open Interest (Today) as shown..-.. PUT side: 322K [Previous: -271K ]
Average Implied Volatility in ZONE......CALL side : 21.86 [Previous:13.28]
Average Implied Volatility in ZONE.......PUT side : --.---- [Previous:14.34]
(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 indicates Open Interest over 500k.
Italics indicate Open Interest over -500k.
Current position is indicated.
Lot of CALL addition was seen.All Strikes in CALL window showed Open Interest more than 500K.Let us see.
The EXPECTED ZONE is spanning 4 strikes , has expanded to (6100~6250)
from (6200~6300) as EXPIRY draws near.
[ZONE is intersection of CALL & PUT windows ,which show substantial jump of
Open Interest (say from Lakhs to Millions). This rule modifies in last fag end of a
series as some OTM options are deleted.Open Interest of XX50 strikes is ignored.]
Total strikes with Price over Rs.TEN in CALL window: 4 [Previous : 4]
Total strikes with Price over Rs.TEN in PUT window : 7 [Previous : 3]
Average Open Interest (Today) as shown ... CALL side: 1384K [Previous: 3K ]
Average Open Interest (Today) as shown..-.. PUT side: 322K [Previous: -271K ]
Average Implied Volatility in ZONE......CALL side : 21.86 [Previous:13.28]
Average Implied Volatility in ZONE.......PUT side : --.---- [Previous:14.34]
(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 indicates Open Interest over 500k.
Italics indicate Open Interest over -500k.
Current position is indicated.
Lot of CALL addition was seen.All Strikes in CALL window showed Open Interest more than 500K.Let us see.
JAN.28 jan-series day.23 NIFTY=6126 (-10)
The EXPECTED ZONE is spanning 3 strikes , has condensed to (6100~6200)
from (6100~6250) as EXPIRY draws near.
[ZONE is intersection of CALL & PUT windows ,which show substantial jump of
Open Interest (say from Lakhs to Millions). This rule modifies in last fag end of a
series as some OTM options are deleted.Open Interest of XX50 strikes is ignored.
Call side & Put side 2 penny options are included.]
Total strikes with Price over Rs.TEN in CALL window: 3 [Previous : 4]
Total strikes with Price over Rs.TEN in PUT window : 5 [Previous : 7]
Average Open Interest (Today) as shown ... CALL side: 767K [Previous: 1491K ]
Average Open Interest (Today) as shown..-.. PUT side: 413K [Previous: -214K ]
Average Implied Volatility in ZONE......CALL side : 21.07 [Previous:21.86]
Average Implied Volatility in ZONE.......PUT side : 17.43 [Previous:---.---]
(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 indicates Open Interest over 500k.
Italics indicate Open Interest over -500k.
Current position is indicated.
Before EXPIRY do not give too much importance to OPEN INTEREST ,use it
as a just Yardstick since Options will be available at throw-away prices and option
market can be easily manipulated.
Have a look at Open Interest-(Today) of 6200CE and 6100PE.In fact the number
of LOTs is more than OI.Though it does not any significance ,it is piece of
information.May be an indication of previous accumulation.
The EXPECTED ZONE is spanning 3 strikes , has condensed to (6100~6200)
from (6100~6250) as EXPIRY draws near.
[ZONE is intersection of CALL & PUT windows ,which show substantial jump of
Open Interest (say from Lakhs to Millions). This rule modifies in last fag end of a
series as some OTM options are deleted.Open Interest of XX50 strikes is ignored.
Call side & Put side 2 penny options are included.]
Total strikes with Price over Rs.TEN in CALL window: 3 [Previous : 4]
Total strikes with Price over Rs.TEN in PUT window : 5 [Previous : 7]
Average Open Interest (Today) as shown ... CALL side: 767K [Previous: 1491K ]
Average Open Interest (Today) as shown..-.. PUT side: 413K [Previous: -214K ]
Average Implied Volatility in ZONE......CALL side : 21.07 [Previous:21.86]
Average Implied Volatility in ZONE.......PUT side : 17.43 [Previous:---.---]
(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 indicates Open Interest over 500k.
Italics indicate Open Interest over -500k.
Current position is indicated.
Before EXPIRY do not give too much importance to OPEN INTEREST ,use it
as a just Yardstick since Options will be available at throw-away prices and option
market can be easily manipulated.
Have a look at Open Interest-(Today) of 6200CE and 6100PE.In fact the number
of LOTs is more than OI.Though it does not any significance ,it is piece of
information.May be an indication of previous accumulation.
JAN.29 jan-series day.24NIFTY=6120 (-6)
The EXPECTED ZONE is spanning 3 strikes , has condensed to (6100~6150)
from (6100~6200) as EXPIRY draws near.
[ZONE is intersection of CALL & PUT windows ,which show substantial jump of
Open Interest (say from Lakhs to Millions). This rule modifies in last fag end of a
series as some OTM options are deleted.Open Interest of XX50 strikes is ignored.
Call side & Put side 2 penny options are included.]
Total strikes with Price over Rs.TEN in CALL window: 2 [Previous : 3]
Total strikes with Price over Rs.TEN in PUT window : 4 [Previous : 5]
Bold indicates Open Interest over 500k.
Italics indicate Open Interest over -500k.
Current position is indicated.
Before EXPIRY do not give too much importance to OPEN INTEREST ,use it
as a just Yardstick since Options will be available at throw-away prices and option
market can be easily manipulated.
The EXPECTED ZONE is spanning 3 strikes , has condensed to (6100~6150)
from (6100~6200) as EXPIRY draws near.
[ZONE is intersection of CALL & PUT windows ,which show substantial jump of
Open Interest (say from Lakhs to Millions). This rule modifies in last fag end of a
series as some OTM options are deleted.Open Interest of XX50 strikes is ignored.
Call side & Put side 2 penny options are included.]
Total strikes with Price over Rs.TEN in CALL window: 2 [Previous : 3]
Total strikes with Price over Rs.TEN in PUT window : 4 [Previous : 5]
Bold indicates Open Interest over 500k.
Italics indicate Open Interest over -500k.
Current position is indicated.
Before EXPIRY do not give too much importance to OPEN INTEREST ,use it
as a just Yardstick since Options will be available at throw-away prices and option
market can be easily manipulated.
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