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)