PUT and CALL options

[columbus]

MAR.3 Mar-series day.2 NIFTY=6221 (-56)

The EXPECTED ZONE is at (6000~6300) for SECOND day.


Total strikes with Price over Rs.TEN in CALL window: 10 (prev:11)
Total strikes with Price over Rs.TEN in PUT window : 9 (prev:9 )


Avg Open Interest (Today) as shown ... CALL side: 415K/3CALL(prev:533K/2CALL)
Avg Open Interest (Today) as shown..-.. PUT side: 379K/5PUT(prev:359K/6PUT)


Average Implied Volatility in ZONE......CALL side : 11.74 (prev: 9.71)
Average Implied Volatility in ZONE.......PUT side : 16.54 (prev:15.97)

(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.

 

[TRK]

Helo sir i am buy PE6200 OTM sir my trade is going ITM

 

[columbus]

MAR.4 Mar-series day.3 NIFTY=6298 (77)

The EXPECTED ZONE has moved UP to (6100~6400) from (6000~6300).


Total strikes with Price over Rs.TEN in CALL window: 10 (prev:10)
Total strikes with Price over Rs.TEN in PUT window : 9 (prev:9 )


Avg Open Interest (Today) as shown ... CALL side: 313K/3CALL(prev:415K/3CALL)
Avg Open Interest (Today) as shown..-.. PUT side: 430K/5PUT(prev:379K/5PUT)


Average Implied Volatility in ZONE......CALL side : 11.65 (prev: 11.74)
Average Implied Volatility in ZONE.......PUT side : 14.46 (prev:16.54)

(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.

 

[columbus]

Helo sir i am buy PE6200 OTM sir my trade is going ITM

Hello TRK,

The problem with OTM options is ,if they become ITM options immediately they
fetch a lot.If they do not become ITM or ATM ,with in couple of days ,better come out of them.
By holding till EXPIRY ,even if they become ITM ,they may not fetch lucrative return as TIME DECAY
will eat away the premium.

Yesterday I took PUTs ,I closed them and took BANKNIFTY CALLS.I closed the CALLS
also.

 

[columbus]

MAR.5 Mar-series day.4 NIFTY=6328 (30)

The EXPECTED ZONE is at (6100~6400) form SECOND day.


Total strikes with Price over Rs.TEN in CALL window: 9 (prev:10)
Total strikes with Price over Rs.TEN in PUT window : 8 (prev:9 )


Avg Open Interest (Today) as shown ... CALL side: 201K/3CALL(prev:313K/3CALL)
Avg Open Interest (Today) as shown..-.. PUT side: 557K/5PUT(prev:430K/5PUT)


Average Implied Volatility in ZONE......CALL side : 10.37 (prev: 11.65)
Average Implied Volatility in ZONE.......PUT side : 14.35 (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.

6400CE has added some OPEN INTEREST. But good open interest was seen at
6300PE and 6200PE.Looks like downward movement in near future.(personal view)

 

[columbus]

MAR.6 Mar-series day.5 NIFTY=6401 (73)

The EXPECTED ZONE has moved UP at (6150~6500) from (6100~6400) .


Total strikes with Price over Rs.TEN in CALL window: 11 (prev:9)
Total strikes with Price over Rs.TEN in PUT window : 8 (prev:8 )


Avg Open Interest (Today) as shown ... CALL side: 536K/3CALL(prev:201K/3CALL)
Avg Open Interest (Today) as shown..-.. PUT side: 737K/6PUT(prev:557K/5PUT)


Average Implied Volatility in ZONE......CALL side : 11.31 (prev: 10.37)
Average Implied Volatility in ZONE.......PUT side : 14.48 (prev:14.35)

(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.

 

[baludalal]

As I notice the month close of index 6250+ and 6050+ are alternating. so, this month close could be near 6100. This is just speculation

 

[columbus]

MAR.7 Mar-series day.6 NIFTY=6527 (126)

The EXPECTED ZONE has expanded to (6150~6600) from (6150~6500) .


Total strikes with Price over Rs.TEN in CALL window: 14 (prev:11)
Total strikes with Price over Rs.TEN in PUT window : 10 (prev:8 )


Avg Open Interest (Today) as shown ... CALL side: 315K/3CALL(prev:536K/3CALL)
Avg Open Interest (Today) as shown..-.. PUT side: 715K/8PUT(prev:737K/6PUT)


Average Implied Volatility in ZONE......CALL side : 13.62 (prev: 11.31)
Average Implied Volatility in ZONE.......PUT side : 17.82 (prev:14.48)

(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.

Have a look on 6700CE on CALL side ;6100PE,6150PE and 6200PE on PUT side.
Things like Open Interest and Implied Volatility indicate a Downward movement.
But FII effect will certainly have an opposite impact to this ,like this week has seen.
Take a position ,very cautiously on Monday.(Personal opinion)

 

[columbus]

MAR.10 Mar-series day.7 NIFTY=6537 (10)

The EXPECTED ZONE has condensed to (6200~6600) from (6150~6600) .


Total strikes with Price over Rs.TEN in CALL window: 14 (prev:14)
Total strikes with Price over Rs.TEN in PUT window : 9 (prev:10 )


Avg Open Interest (Today) as shown ... CALL side: 183K/3CALL(prev:316K/3CALL)
Avg Open Interest (Today) as shown..-.. PUT side: 156K/7PUT(prev:715K/8PUT)


Average Implied Volatility in ZONE......CALL side : 14.85 (prev: 11.31)
Average Implied Volatility in ZONE.......PUT side : 17.98 (prev:14.48)

(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.

 

[Gandhar.]

Re: MAR.10 Mar-series day.7 NIFTY=6537 (10)

bnf data in nifty thread