PUT and CALL options

[columbus]

FEB.14 feb-series day.11 NIFTY=6048 (47)

The EXPECTED ZONE is at (6000~6200) for NINTH day.


Total strikes with Price over Rs.TEN in CALL window: 5 (Prev :5)
Total strikes with Price over Rs.TEN in PUT window : 8 (Prev :10)


Avg Open Interest (Today) as shown ... CALL side: -238K...4CALL (489K/5 CALL)
Avg Open Interest (Today) as shown..-.. PUT side: -131K...2PUT (419K/1 PUT)


Average Implied Volatility in ZONE......CALL side : 13.22 (prev: 14.60)
Average Implied Volatility in ZONE.......PUT side : 16.60 (prev: 19.03)

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

Bold indicates Open Interest over 500k.(If ,any)
Italics indicate Open Interest over -500k.(If ,any)


Current position is indicated.

@stock72,

Italics made an appearance today.

 

[Somatung]

Re: FEB.13 feb-series day.10 NIFTY=6001 (-83)

Problem is ,since the options are LOW priced before EXPIRY,the OPEN INTEREST
tends to be high or rather manipulated easily.To illustrate with example ,the price
of 6200CE is just 11Rs.One lot costs Rs 550 ,I think it is not a big cry.

Sir Columbus

Very well told. :thumb: Absolute gamblers paradise. Little investment with hope of the jackpot. Perfect world for little moneys people and on the other hand hard speculators. None of those two gives a cup of tea when they face losses over 50% and more, as hope to hit the jackpot rules the game.

 

[columbus]

FEB.17 feb-series day.12 NIFTY=6073 (25)

The EXPECTED ZONE is at (6000~6200) for NINTH day.


Total strikes with Price over Rs.TEN in CALL window: 5 (Prev :5)
Total strikes with Price over Rs.TEN in PUT window : 6 (Prev :8)


Avg Open Interest (Today) as shown ... CALL side: 253K...4CALL (-238K/4 CALL)
Avg Open Interest (Today) as shown..-.. PUT side: 788K...2PUT (-131K/2 PUT)


Average Implied Volatility in ZONE......CALL side : 14.62 (prev: 13.22)
Average Implied Volatility in ZONE.......PUT side : 15.46 (prev: 16.60)

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

Bold indicates Open Interest over 500k.(If ,any)
Italics indicate Open Interest over -500k.(If ,any)


Current position is indicated.

 

[sanjeev258380]

6200 ce @19 now wow gud pic buddy...

 

[NayaBaccha]

Its not a time to buy 6200 CE. Your options will expire worthless. I am buying 5950 PE. NIFTY is going to get screwed today or tom.

 

[NayaBaccha]

You should be able to buy 5950 PE for less then Rs18 in the next 15 - 16 mins if the FII Gods have some mercy early morning and start their slaughter later on.

 

[columbus]

FEB.18 feb-series day.13 NIFTY=6127 (54)

The EXPECTED ZONE is at (6000~6200) for TENTH day.


Total strikes with Price over Rs.TEN in CALL window: 5 (Prev :5)
Total strikes with Price over Rs.TEN in PUT window : 5 (Prev :6)


Avg Open Interest (Today) as shown ... CALL side: 21K...4CALL (253K/4 CALL)
Avg Open Interest (Today) as shown..-.. PUT side: 1053K...2PUT (788K/2 PUT)


Average Implied Volatility in ZONE......CALL side : 12.38 (prev: 14.62)
Average Implied Volatility in ZONE.......PUT side : 14.46 (prev: 15.76)

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

Bold indicates Open Interest over 500k.(If ,any)
Italics indicate Open Interest over -500k.(If ,any)


Current position is indicated.

There is lot of unwinding on CALL side.
There is a HUGE build up of OPEN INTREST on PUT side ,indicating DOWNWARD
movement ,looking at today's data.

 

[stock72]

Re: FEB.18 feb-series day.13 NIFTY=6127 (54)

[

There is lot of unwinding on CALL side.
There is a HUGE build up of OPEN INTREST on PUT side ,indicating DOWNWARD
movement ,looking at today's data.

this can not be those who wrote put earlier might have booked profit ?

 

[columbus]

FEB.19 feb-series day.14 NIFTY=6153 (26)

The EXPECTED ZONE has condensed to (6050~6200) from (6000~6200).


Total strikes with Price over Rs.TEN in CALL window: 6 (Prev :5)
Total strikes with Price over Rs.TEN in PUT window : 4 (Prev :5)


Avg Open Interest (Today) as shown ... CALL side: 160K...4CALL (21K/4 CALL)
Avg Open Interest (Today) as shown..-.. PUT side: 657K...2PUT (1053K/2 PUT)


Average Implied Volatility in ZONE......CALL side : 11.63 (prev: 12.38)
Average Implied Volatility in ZONE.......PUT side : 14.50 (prev: 14.46)

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

Bold indicates Open Interest over 500k.(If ,any)
Italics indicate Open Interest over -500k.(If ,any)


Current position is indicated.

@stock72,

You are absolutely correct.

Before EXPIRY , I do not give much importance to OI.

 

[columbus]

FEB.20 feb-series day.15 NIFTY=6092 (-61)

The EXPECTED ZONE has moved DOWN to (6000~6150) from (6050~6200).


Total strikes with Price over Rs.TEN in CALL window: 4 (Prev :6)
Total strikes with Price over Rs.TEN in PUT window : 5 (Prev :4)


Avg Open Interest (Today) as shown ... CALL side: 389K...2CALL (160K/4 CALL)
Avg Open Interest (Today) as shown..-.. PUT side: -131K...3PUT (657K/2 PUT)


Average Implied Volatility in ZONE......CALL side : 13.95 (prev: 11.63)
Average Implied Volatility in ZONE.......PUT side : 13.66 (prev: 14.50)

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

Bold indicates Open Interest over 500k.(If ,any)
Italics indicate Open Interest over -500k.(If ,any)


Current position is indicated.