PUT and CALL options

Discussion in 'Options' started by columbus, Jan 26, 2012.

?

I trade in OPTIONS only.

  1. Mostly

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  1. timepass

    timepass Moderator

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    Idhar ich, aur kidhar?
    Is there price increase too ?? Didn't pay particular attention to it, but if the OI increase is with no price increase, then it could mean squaring off or something. Maybe not so bearish in this series.
     
  2. columbus

    columbus Well-Known Member

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    DEC.29 Dec-Series.25 THRUS Nifty=8104 PCR (OI)=1.09

    [​IMG]

    [​IMG]
     
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  3. columbus

    columbus Well-Known Member

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    DEC.30 Jan-Series.1 FRI Nifty=8186 PCR (OI)=1.17

    [​IMG]

    [​IMG]

    HTML:
    Series             Jun.16   Jul.16  Aug.16  Sep.16  Oct.16 Nov.16   Dec.16
    Average nifty      8188     8498    8632    8772    8667   8294     8117
    Average PCR        1.23     1.14    0.91    1.24    1.07   0.82     1.09
    Nifty Close        8288     8666    8592    8591    8615   7965     8104
    
    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 :
    8200~8100 .
    open interest less than 2.2 Million (Approx.)(Total-OI) is uncoloured.

    Current strike of Nifty is at 8200 .

    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)





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

    HTML:
    Up-coming important events 
    ==========================
    Thursday January 12, 2017 ... Industrial Production
                "             ... Inflation
    HOLIDAYS
    ========
    Thursday January 26, 2017  ...Republic day
    
    The option chain of JAN.2017 based on last trading day's OI looked like this :

    [​IMG]


    Started with HIGH open interest.
     
  4. columbus

    columbus Well-Known Member

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  5. columbus

    columbus Well-Known Member

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    JAN.6 Jan-Series.6 FRI Nifty=8244 PCR (OI)=1.21

    [​IMG]

    [​IMG]

    HTML:
    Series             Jun.16   Jul.16  Aug.16  Sep.16  Oct.16 Nov.16   Dec.16
    Average nifty      8188     8498    8632    8772    8667   8294     8117
    Average PCR        1.23     1.14    0.91    1.24    1.07   0.82     1.09
    Nifty Close        8288     8666    8592    8591    8615   7965     8104
    
    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 :
    (8300~8100) .

    Open interest less than 2.2 Million (Approx.)(Total-OI) is uncoloured.

    Current strike of Nifty is at 8250 .

    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.

    HTML:
    Up-coming important events 
    ==========================
    Thursday January 12, 2017 ... Industrial Production
                "             ... Inflation
    HOLIDAYS
    ========
    Thursday January 26, 2017  ...Republic day
    
    The option chain of JAN.2017 based on last trading day's OI looked like this :

    [​IMG]
     
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  6. columbus

    columbus Well-Known Member

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    IIP grows at four-year high of 5.7% in November


    Retail inflation falls to 3.41% in December
     
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  7. columbus

    columbus Well-Known Member

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    JAN.13 Jan-Series.11 FRI Nifty=8400 PCR (OI)=1.42

    [​IMG]

    [​IMG]

    HTML:
    Series             Jun.16   Jul.16  Aug.16  Sep.16  Oct.16 Nov.16   Dec.16
    Average nifty      8188     8498    8632    8772    8667   8294     8117
    Average PCR        1.23     1.14    0.91    1.24    1.07   0.82     1.09
    Nifty Close        8288     8666    8592    8591    8615   7965     8104
    
    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 :
    (8400~8300) .

    Open interest less than 3.2 Million (Approx.)(Total-OI) is uncoloured.

    Current strike of Nifty is at 8400 .

    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)




    HTML:
    Up-coming important events 
    ==========================
    
    
    HOLIDAYS
    ========
    Thursday January 26, 2017  ...Republic day
    
    The option chain of JAN.2017 based on last trading day's OI looked like this :

    [​IMG]
     
    pakatil and timepass like this.
  8. columbus

    columbus Well-Known Member

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    JAN.20 Jan-Series.16 FRI Nifty=8349 PCR (OI)=1.34

    [​IMG]

    [​IMG]


    HTML:
    Series             Jun.16   Jul.16  Aug.16  Sep.16  Oct.16 Nov.16   Dec.16
    Average nifty      8188     8498    8632    8772    8667   8294     8117
    Average PCR        1.23     1.14    0.91    1.24    1.07   0.82     1.09
    Nifty Close        8288     8666    8592    8591    8615   7965     8104
    
    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 :
    (8400~8300) same as last week .

    Open interest less than 2.7 Million (Approx.)(Total-OI) is uncolored.

    Current strike of Nifty is at 8350 from 8400 .

    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)





    HTML:
    Up-coming important events 
    ==========================
    
    
    HOLIDAYS
    ========
    Thursday January 26, 2017  ...Republic day
    
    The option chain of JAN.2017 based on last trading day's OI looked like this :

    [​IMG]
     
    timepass likes this.
  9. tarun1313

    tarun1313 Member

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    Re: JAN.20 Jan-Series.16 FRI Nifty=8349 PCR (OI)=1.34



    Columbus sir,

    Which application do you use to generate these graphs?



    Sent from my iPhone using Tapatalk
     
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  10. columbus

    columbus Well-Known Member

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    Re: JAN.20 Jan-Series.16 FRI Nifty=8349 PCR (OI)=1.34

    hi tarun,

    Simple excel only.For option chain ,I use data from NSE.
     
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