PUT and CALL options

[timepass]

bnf data in nifty thread

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

That's cool by me, I pay attention to only one line in the post

 

[columbus]

MAR.11 Mar-series day.8 NIFTY=6512 (-25)

The EXPECTED ZONE is at (6200~6600) for SECOND day .


Total strikes with Price over Rs.TEN in CALL window: 13 (prev:14)
Total strikes with Price over Rs.TEN in PUT window : 9 (prev:9 )


Avg Open Interest (Today) as shown ... CALL side: 156K/3CALL(prev:183K/3CALL)
Avg Open Interest (Today) as shown..-.. PUT side: 155K/7PUT(prev:156K/7PUT)


Average Implied Volatility in ZONE......CALL side : 15.01 (prev: 14.85)
Average Implied Volatility in ZONE.......PUT side : 17.06 (prev:17.98)

(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]

MAR.12 Mar-series day.9 NIFTY=6517 (5)

The EXPIRY ZONE has condensed to (6250~6600) from (6200~6600).


Total strikes with Price over Rs.TEN in CALL window: 12 (prev:13)
Total strikes with Price over Rs.TEN in PUT window : 8 (prev:9 )


Avg Open Interest (Today) as shown ... CALL side: 237K/3 CALL(prev:156K/3CALL)
Avg Open Interest (Today) as shown..-.. PUT side: 176K/6 PUT(prev:155K/7PUT)


Average Implied Volatility in ZONE......CALL side : 14.49 (prev: 15.01)
Average Implied Volatility in ZONE.......PUT side : 16.01 (prev:17.06)

(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]

MAR.13 Mar-series day.10 NIFTY=6493 (-24)

The EXPIRY ZONE is at (6250~6600) for SECOND day.


Total strikes with Price over Rs.TEN in CALL window: 11 (prev:12)
Total strikes with Price over Rs.TEN in PUT window : 8 (prev:8 )


Avg Open Interest (Today) as shown ... CALL side: 240K/3 CALL(prev:237K/3CALL)
Avg Open Interest (Today) as shown..-.. PUT side: 40K/6 PUT(prev:176K/6PUT)


Average Implied Volatility in ZONE......CALL side : 14.03 (prev: 14.49)
Average Implied Volatility in ZONE.......PUT side : 15.35 (prev: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)

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


Current position is indicated.

 

[columbus]

MAR.14 Mar-series day.11 NIFTY=6504 (11)

The EXPIRY ZONE has condensed to (6350~6600) from (6250~6600).



Avg Open Interest (Today) as shown ... CALL side: 84K/3 CALL(prev:240K/3CALL)
Avg Open Interest (Today) as shown..-.. PUT side: -86K/4 PUT(prev:40K/6PUT)


Average Implied Volatility in ZONE......CALL side : 13.87 (prev: 14.03)
Average Implied Volatility in ZONE.......PUT side : 13.27 (prev:15.35)

(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.

Nifty has increased by 11 points ,but 2 strikes from bottom has gone out of
range.(Effect of Theta)

 

[columbus]

MAR.18 Mar-series day.12 NIFTY=6516 (12)

The EXPIRY ZONE is at (6350~6600) fof SECOND day.



Avg Open Interest (Today) as shown ... CALL side: 300K/3 CALL(prev:84K/3CALL)
Avg Open Interest (Today) as shown..-.. PUT side: 147K/4 PUT(prev:-86K/4PUT)


Average Implied Volatility in ZONE......CALL side : 15.16 (prev: 13.87)
Average Implied Volatility in ZONE.......PUT side : 13.92 (prev:13.27)

(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]

MAR.19 Mar-series day.13 NIFTY=6524 (8)

The EXPIRY ZONE has condensed to (6400~6600) from (6350~6600) .



Avg Open Interest (Today) as shown ... CALL side: 251K/3 CALL(prev:300K/3CALL)
Avg Open Interest (Today) as shown..-.. PUT side: 458K/3 PUT(prev:147K/4PUT)


Average Implied Volatility in ZONE......CALL side : 14.66 (prev: 15.16)
Average Implied Volatility in ZONE.......PUT side : 13.90 (prev:13.92)

(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.

 

[timepass]

Re: MAR.19 Mar-series day.13 NIFTY=6524 (8)

The EXPIRY ZONE has condensed to (6400~6600) from (6350~6600) .

Basically a premium eating day. NR7 and NR18 on nifty spot and futures (after 19th Feb).

 

[columbus]

MAR.20 Mar-series day.14 NIFTY=6483 (-41)

The EXPIRY ZONE is at (6400~6600) for SECOND day.



Avg Open Interest (Today) as shown ... CALL side: 581K/3 CALL(prev:251K/3CALL)
Avg Open Interest (Today) as shown..-.. PUT side: 245K/3 PUT(prev:458K/4PUT)


Average Implied Volatility in ZONE......CALL side : 14.24 (prev: 14.66)
Average Implied Volatility in ZONE.......PUT side : 14.03 (prev: 13.90)

(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.

Looking at Today's data ,a strong BULL move is indicated as per Open Interest.
However ,since we are close to EXPIRY ,this can be manipulated easily as price
of OPTIONS tend to be LOW.But this is a point to be kept in mind.(Personal view)

 

[columbus]

MAR.21 Mar-series day.15 NIFTY=6493 (10)

The EXPIRY ZONE has condensed to (6400~6550) from (6400~6600).



Avg Open Interest (Today) as shown ... CALL side: 476K/2 CALL(prev:581K/3CALL)
Avg Open Interest (Today) as shown..-.. PUT side: 95K/3 PUT (prev:245K/3PUT)


Average Implied Volatility in ZONE......CALL side : 12.84 (prev: 14.24)
Average Implied Volatility in ZONE.......PUT side : 12.52 (prev: 14.03)

(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.