PUT and CALL options
- Thread starter columbus
- Start date
OCT.28 nov-Series.1 FRI Nifty=8638 PCR (OI)=1.02
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.
Expected zone of NIFTY as per today's Open Interest is as follows is:
(8800~8600) .
open interest less than 1.4 Million (Approx.)(Total-OI) is uncoloured.
Current strike of Nifty is at 8650.
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)
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)
5 CALL strikes and 8 PUT strikes are taken for study.
The option chain of NOV.2016 based on today's OI looked like this :
HTML:
Series Apr.16 May.16 Jun.16 Jul.16 Aug.16 Sep.16 Oct.16
Average nifty ---- ---- 8188 8498 8632 8772 8667
Average PCR 1.05 0.89 1.23 1.14 0.91 1.24 1.07
Nifty Close 7847 8070 8288 8666 8592 8591 8615====
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.
Expected zone of NIFTY as per today's Open Interest is as follows is:
(8800~8600) .
open interest less than 1.4 Million (Approx.)(Total-OI) is uncoloured.
Current strike of Nifty is at 8650.
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)
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)
5 CALL strikes and 8 PUT strikes are taken for study.
HTML:
Up-coming important events
==========================
Nov.8 Tues US president election
Nov.11 Fri IIP (sep)
Nov.14 Mon Inflation
Nov.30 Wed GDP
HOLIDAYS
========
OCT.31 Mon Diwali-Balipratipada
Nov.14 Mon Guru Nanak Jayanthi
Last edited:
NOV.4 nov-Series.5 FRI Nifty=8434 PCR (OI)=0.89
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.
Expected zone of NIFTY as per today's Open Interest is as follows is:
(8600~8400) down from previous week (8800~8600) .
open interest less than 1.8 Million (Approx.)(Total-OI) is uncoloured.
Current strike of Nifty is down at 8450 from 8650.
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)
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)
The bars in PRICE and IMP.VOL are plotted ,taking into account both CALL and PUT strikes.
5 CALL strikes and 7 PUT strikes are taken for study.
The option chain of NOV.2016 based on today's OI looked like this :
Good amount of accumulation is seen on CALL side as well as PUT side.
Better stay away from market till a clear picture emerges.
HTML:
Series Apr.16 May.16 Jun.16 Jul.16 Aug.16 Sep.16 Oct.16
Average nifty ---- ---- 8188 8498 8632 8772 8667
Average PCR 1.05 0.89 1.23 1.14 0.91 1.24 1.07
Nifty Close 7847 8070 8288 8666 8592 8591 8615====
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.
Expected zone of NIFTY as per today's Open Interest is as follows is:
(8600~8400) down from previous week (8800~8600) .
open interest less than 1.8 Million (Approx.)(Total-OI) is uncoloured.
Current strike of Nifty is down at 8450 from 8650.
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)
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)
The bars in PRICE and IMP.VOL are plotted ,taking into account both CALL and PUT strikes.
5 CALL strikes and 7 PUT strikes are taken for study.
HTML:
Up-coming important events
==========================
Nov.8 Tues US president election (Generally results are declared within 24 hours)
Nov.11 Fri IIP (sep)
Nov.14 Mon Inflation
Nov.30 Wed GDP
HOLIDAYS
========
Nov.14 Mon Guru Nanak JayanthiGood amount of accumulation is seen on CALL side as well as PUT side.
Better stay away from market till a clear picture emerges.
Last edited:
HTML:
Series Apr.16 May.16 Jun.16 Jul.16 Aug.16 Sep.16 Oct.16
Average nifty ---- ---- 8188 8498 8632 8772 8667
Average PCR 1.05 0.89 1.23 1.14 0.91 1.24 1.07
Nifty Close 7847 8070 8288 8666 8592 8591 8615====
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.
Expected zone of NIFTY as per today's Open Interest is as follows is:
(8500~8350) down from previous week (8600~8400) .
open interest less than 2 Million (Approx.)(Total-OI) is uncoloured.
Current strike of Nifty is down at 8300 from 8450.
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)
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)
The bars in PRICE and IMP.VOL are plotted ,taking into account both CALL and PUT strikes.
5 CALL strikes and 7 PUT strikes are taken for study.
HTML:
Up-coming important events
==========================
Nov.14 Mon Inflation
Nov.30 Wed GDP
HOLIDAYS
========
Nov.14 Mon Guru Nanak Jayanthi
IIP:
Industrial output grew 0.7 per cent in September compared with the same period a year ago,
snapping a two-month contraction, government data showed.
The Index of Industrial Production contracted 0.7 per cent in August, and shrank 2.5 per cent in July.
The move back into growth territory was driven mainly by consumer goods, with consumer durables
especially seeing a strong turnaround.
Interpretation: (Personal view)
Negative:
1.Trump victory
2.Sentiment is weak.
Positive:
1.Good IIP numbers
2.Cooling of oil prices.
NOV.18 nov-Series.14 FRI Nifty=8074 PCR (OI)=0.62
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.
Expected zone of NIFTY as per today's Open Interest is as follows is:
Single strike of (8100) down from previous week (8500~8350) .
open interest less than 3 Million (Approx.)(Total-OI) is uncoloured.
Current strike of Nifty is down at 8050 from 8300.
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)
The bars in PRICE and IMP.VOL are plotted ,taking into account both CALL and PUT strikes.
The option chain of NOV.2016 based on today's OI looked like this :
One of the least PCR (OI) values.
HTML:
Series Apr.16 May.16 Jun.16 Jul.16 Aug.16 Sep.16 Oct.16
Average nifty ---- ---- 8188 8498 8632 8772 8667
Average PCR 1.05 0.89 1.23 1.14 0.91 1.24 1.07
Nifty Close 7847 8070 8288 8666 8592 8591 8615====
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.
Expected zone of NIFTY as per today's Open Interest is as follows is:
Single strike of (8100) down from previous week (8500~8350) .
open interest less than 3 Million (Approx.)(Total-OI) is uncoloured.
Current strike of Nifty is down at 8050 from 8300.
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)
The bars in PRICE and IMP.VOL are plotted ,taking into account both CALL and PUT strikes.
HTML:
Up-coming important events
==========================
Nov.30 Wed GDP
HOLIDAYS
========One of the least PCR (OI) values.
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