PUT and CALL options

I trade in OPTIONS only.

  • Mostly

    Votes: 520 67.2%
  • Sometimes

    Votes: 186 24.0%
  • Never

    Votes: 68 8.8%

  • Total voters
    774

columbus

Well-Known Member
Last series I could not update data on regular basis with lot of gaps.I will do
it without gaps ,but post data on weekends.
 

columbus

Well-Known Member
SEP.2 sept-Series.6 FRI Nifty=8810 (35) PCR (OI)=1.25







HTML:
Series            Feb.16   Mar.16    Apr.16  May.16    Jun.16  Jul.16   Aug.16
Average nifty    -------  -------    -------            8188     8498    8632
Average PCR      0.88     1.13       1.05     0.89      1.23     1.14    0.91
Nifty Close      6970     7738       7847     8070      8288     8666    8592
Nifty
====
Nifty is on Primary axis.
PCR (OI) & PCR (volume) are on Secondary axis.
AVG= Average of the current Series.



PCR
===
Generally, a lower reading (0.6 approximately) of the ratio reflects a bullish sentiment among investors as they buy
more calls, anticipating an uptrend. Conversely, a higher reading (1.20 approximately) of the ratio indicates a bearish
sentiment in the market. However, the ratio is considered to be a contrarian indicator, so that an extreme
reading above 1.0 is actually a bullish signal, and vice versa.....wikipedia

VIX
===
VIX has inverse relation to market.High value when market is down ,Low value when market is up.



This is a a big series spanning 26 days.
Expected zone of NIFTY as per today's Open Interest is as follows:
(8800~8600) .
open interest less than 1.8 Million (Approx.)(Total-OI) is uncoloured.

Current strike of Nifty is at 8800.

White letters on Dark back ground indicate Options with Price less than Rs.10.
White letters on Grey back ground indicate Options with Price Between Rs.10~20. (if any)

5 CALL strikes and 5 PUT strikes are taken for study.


The bars in PRICE and IMP.VOL are plotted ,taking into account both CALL and PUT strikes.



Open Interest (Today) over 5 Lakhs shown in WHITE letters with black background . (If any)
Open Interest (Today) less than -5 Lakhs is in WHITE letters with green background . (If any)


HTML:
Up-coming important events 
==========================

Mon-Sep.12-Inflation (AUG)
Mon-Sep.12-IIP (JULY)

HOLIDAYS
========
05-Sep-2016	Monday	Ganesh Chaturthi
13-Sep-2016	Tuesday	Bakri ID
The option chain of SEPT.2016 based on today's OI looked like this :



India's Q1 GDP growth slows to 7.1% (prev:7.9)
 

columbus

Well-Known Member
SEP.9 sept-Series.10 FRI Nifty=8867 PCR (OI)=1.31








HTML:
Series            Feb.16   Mar.16    Apr.16  May.16    Jun.16  Jul.16   Aug.16
Average nifty    -------  -------    -------            8188     8498    8632
Average PCR      0.88     1.13       1.05     0.89      1.23     1.14    0.91
Nifty Close      6970     7738       7847     8070      8288     8666    8592
Nifty
====
Nifty is on Primary axis.
PCR (OI) & PCR (volume) are on Secondary axis.
AVG= Average of the current Series.



PCR
===
Generally, a lower reading (0.6 approximately) of the ratio reflects a bullish sentiment among investors as they buy
more calls, anticipating an uptrend. Conversely, a higher reading (1.20 approximately) of the ratio indicates a bearish
sentiment in the market. However, the ratio is considered to be a contrarian indicator, so that an extreme
reading above 1.0 is actually a bullish signal, and vice versa.....wikipedia

VIX
===
VIX has inverse relation to market.High value when market is down ,Low value when market is up.



This is a a big series spanning 26 days.
Expected zone of NIFTY as per today's Open Interest is as follows:
(8900~8700) from (8800~8600).
open interest less than 2 Million (Approx.)(Total-OI) is uncoloured.

Current strike of Nifty is at 8850 from 8800.

White letters on Dark back ground indicate Options with Price less than Rs.20.
White letters on Grey back ground indicate Options with Price Between Rs.20~30. (if any)

4 CALL strikes and 4 PUT strikes are taken for study.


The bars in PRICE and IMP.VOL are plotted ,taking into account both CALL and PUT strikes.



Open Interest (Today) over 5 Lakhs shown in WHITE letters with black background . (If any)
Open Interest (Today) less than -5 Lakhs is in WHITE letters with green background . (If any)

HTML:
Up-coming important events 
==========================

Mon-Sep.12-Inflation (AUG)
Mon-Sep.12-IIP (JULY)

HOLIDAYS
========

13-Sep-2016	Tuesday	Bakri ID
The option chain of SEPT.2016 based on today's OI looked like this :

 

columbus

Well-Known Member
SEP.15 sept-Series.13 THR Nifty=8743 PCR (OI)=1.14







HTML:
Series            Feb.16   Mar.16    Apr.16  May.16    Jun.16  Jul.16   Aug.16
Average nifty    -------  -------    -------            8188     8498    8632
Average PCR      0.88     1.13       1.05     0.89      1.23     1.14    0.91
Nifty Close      6970     7738       7847     8070      8288     8666    8592
Nifty
====
Nifty is on Primary axis.
PCR (OI) & PCR (volume) are on Secondary axis.
AVG= Average of the current Series.



PCR
===
Generally, a lower reading (0.6 approximately) of the ratio reflects a bullish sentiment among investors as they buy
more calls, anticipating an uptrend. Conversely, a higher reading (1.20 approximately) of the ratio indicates a bearish
sentiment in the market. However, the ratio is considered to be a contrarian indicator, so that an extreme
reading above 1.0 is actually a bullish signal, and vice versa.....wikipedia

VIX
===
VIX has inverse relation to market.High value when market is down ,Low value when market is up.



This is a a big series spanning 23 days.(corrected)

Expected zone of NIFTY has condesed and as per today's Open Interest is as follows:
(8800~8700) from (8900~8700).
open interest less than 2 Million (Approx.)(Total-OI) is uncoloured.

Current strike of Nifty is at 8750 from 8850.

White letters on Dark back ground indicate Options with Price less than Rs.20.
White letters on Grey back ground indicate Options with Price Between Rs.20~30. (if any)

3 CALL strikes and 3 PUT strikes are taken for study.


The bars in PRICE and IMP.VOL are plotted ,taking into account both CALL and PUT strikes.



Open Interest (Today) over 5 Lakhs shown in WHITE letters with black background . (If any)
Open Interest (Today) less than -5 Lakhs is in WHITE letters with green background . (If any)

HTML:
Up-coming important events 
==========================



HOLIDAYS
========
The option chain of SEPT.2016 based on today's OI looked like this :





( I may not be available on Friday, hence posting data on Thrusday)
 

columbus

Well-Known Member
SEP.23 sept-Series.19 Fri Nifty=8831 PCR (OI)=1.36







HTML:
Series            Feb.16   Mar.16    Apr.16  May.16    Jun.16  Jul.16   Aug.16
Average nifty    -------  -------    -------            8188     8498    8632
Average PCR      0.88     1.13       1.05     0.89      1.23     1.14    0.91
Nifty Close      6970     7738       7847     8070      8288     8666    8592
Nifty
====
Nifty is on Primary axis.
PCR (OI) & PCR (volume) are on Secondary axis.
AVG= Average of the current Series.



PCR
===
Generally, a lower reading (0.6 approximately) of the ratio reflects a bullish sentiment among investors as they buy
more calls, anticipating an uptrend. Conversely, a higher reading (1.20 approximately) of the ratio indicates a bearish
sentiment in the market. However, the ratio is considered to be a contrarian indicator, so that an extreme
reading above 1.0 is actually a bullish signal, and vice versa.....wikipedia

VIX
===
VIX has inverse relation to market.High value when market is down ,Low value when market is up.



This is a a big series spanning 23 days.

Expected zone of NIFTY has condesed and as per today's Open Interest is as follows:
(8900~8800) UP from (8800~8700).
open interest less than 2 Million (Approx.)(Total-OI) is uncoloured.

Current strike of Nifty is at 8850 UP from 8750.

White letters on Dark back ground indicate Options with Price less than Rs.10.
White letters on Grey back ground indicate Options with Price Between Rs.10~20. (if any)


Open Interest (Today) over 5 Lakhs shown in WHITE letters with black background . (If any)
Open Interest (Today) less than -5 Lakhs is in WHITE letters with green background . (If any)

HTML:
Up-coming important events 
==========================



HOLIDAYS
========
The option chain of SEPT.2016 based on today's OI looked like this :

 

columbus

Well-Known Member
Looked at in such a chart, it seems to be going nowhere since last 10 odd sessions :)
Yes,Nifty is consolidation phase for last 8 trading sessions.

Now ,look at Second chart of PCR ,of the series. PCR (volume..blue bars).
Big blue bars should take the Nifty UPWARDS.It happened in the beginning
of the series.Recent bars failed to take the nifty upwards.In the absence of
any POSITIVE triggers Nifty will go down.Perhaps GLOBAL conditions may
rule our markets.(Personal View)
 
Yes,Nifty is consolidation phase for last 8 trading sessions.

Now ,look at Second chart of PCR ,of the series. PCR (volume..blue bars).
Big blue bars should take the Nifty UPWARDS.It happened in the beginning
of the series.Recent bars failed to take the nifty upwards.In the absence of
any POSITIVE triggers Nifty will go down.Perhaps GLOBAL conditions may
rule our markets.(Personal View)
The quarter ending may limit the downside, IMO.
 

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