PUT and CALL options

[columbus]

OCT.18 oct-series.13 Nifty=10211 (-23) PCR (oi) = 1.11 PCR (vol)=1.13

Series     June.17  July.17 Aug.17  Sep.17  oct.17
Avg nifty    9611     9819    9916    9987  10028
Nifty Close  9504     10021   9918    9769  10211

Nifty
====
Nifty is on Primary axis.
AVG= Average of the current Series.
close= close of nifty on last trading day
Dotted line= Average of Nifty this series
Blue line= Average of nifty last 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

Expected zone of NIFTY is reduced to SINGLE strike : 10200
Current position is at 10200.

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

Open Interest more or less than 5 Lakh is indicated. (if any)
Open Interest of xx50 is not taken into consideration.(if any)

OCT.4 wednes RBI rates  UNCHANGED
OCT.12  THRUS    IIP= 4.3%          (prev:0.9%)
oct.12 THRUS     Manf Prod= 3.1%     (prev:-0.3%)
Oct.12  Thrus    inflation= 3.28     (prev:3.28)
oct.16  Mon   WPI inflation=2.60   (prev:3.24%)

@ Figures are revised/ subject to revision.
Holidays:
========
02-Oct-2017    Monday    Mahatama Gandhi Jayanti
19-Oct-2017    Thursday    Diwali-Laxmi Pujan*
20-Oct-2017    Friday    Diwali-Balipratipada

Based on OPEN INTEREST option chain looked like this:

 

[columbus]

 

[Shiv12345]

Thanks .... HAPPY DIWALI ....

 

[columbus]

Oct.19 Nifty = 10147 (-64)

4 more days to go MONTHLY expiry.

Series     June.17  July.17 Aug.17  Sep.17  oct.17
Avg nifty    9611    9819    9916    9987  10147
Nifty Close  9504    10021   9918    9769  10036

 

[timepass]

.. and, as per NDTV profit, PCR by volume is 1.15 and PCR by OI is 1.56, right ?

http://profit.ndtv.com/market/domestic-index-nse_nifty/fno_putcall_optidx

 

[Raj232]

.. and, as per NDTV profit, PCR by volume is 1.15 and PCR by OI is 1.56, right ?

http://profit.ndtv.com/market/domestic-index-nse_nifty/fno_putcall_optidx

PCR based on OI is what seems to be true PCR.
and thanks for this ndtv link. does it update in real time (probably with 5 or 10 minutes delay) ?

 

[columbus]

OCT.26 oct-series.18 (end) Nifty=10344 (49) PCR (oi) = 1.13 PCR (vol)=1.08 PCR values...............november series

closing value of nifty (oct.17)..............10344

 

[columbus]

OCT.27 nov-series.1 Nifty=10323 (-21) PCR (oi) = 1.12 PCR (vol)=0.98

Series     July.17 Aug.17  Sep.17  oct.17 nov.17
Avg nifty    9819    9916    9987  10028  10323
Nifty Close  10021   9918    9769  10211  10323

Nifty
====
Nifty is on Primary axis.
AVG= Average of the current Series.
close= close of nifty on last trading day
Dotted line= Average of Nifty this series
Blue line= Average of nifty last 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

Expected zone of NIFTY is reduced to 3 strikes : 10300~10200
Current position is at 10300.

White letters on Dark back ground indicate Options with Price less than Rs.40. (if any)
White letters on Grey back ground indicate Options with Price Between Rs.50~40. (if any)

Open Interest more or less than 5 Lakh is indicated. (if any)
Open Interest of xx50 is not taken into consideration.(if any)


Based on OPEN INTEREST option chain looked like this:

 

[columbus]

NOV.3 nov-series.6 Nifty=10453 (29) PCR (oi) = 1.42 PCR (vol)=1.06

Series     July.17 Aug.17  Sep.17  oct.17 nov.17
Avg nifty    9819    9916    9987  10028  10390
Nifty Close  10021   9918    9769  10211  10453

Nifty
====
Nifty is on Primary axis.
AVG= Average of the current Series.
close= close of nifty on last trading day
Dotted line= Average of Nifty this series
Blue line= Average of nifty last 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

Expected zone of NIFTY is reduced to 3 strikes : 10500~10300
Current position is at 10450.

White letters on Dark back ground indicate Options with Price less than Rs.40. (if any)
White letters on Grey back ground indicate Options with Price Between Rs.50~40. (if any)

Open Interest more or less than 2 Lakh is indicated. (if any)
Open Interest of xx50 is not taken into consideration.(if any)

nov.10  fri    IIP=           (prev:4.3%)
nov.10  fri    Manf Prod=      (prev:3.1%)
nov.13  mon    inflation=      (prev:3.28%)
nov.14  tues   WPI inflation=   (prev:2.6%)

@ Figures are revised/ subject to revision.


Holidays:
========
...NIL...

Based on OPEN INTEREST option chain looked like this:

 

[columbus]

DEC.8 dec-series.6 Nifty=10266 (99) PCR (oi) = 0.94 PCR (vol)=0.90

Series      Aug.17  Sep.17  Oct.17 Nov.17  Dec.17
Avg nifty   9916    9987  10028  10390     10141
Nifty Close 9918    9769  10211  10453     10266

Nifty
====
Nifty is on Primary axis.
AVG= Average of the current Series.
close= close of nifty on last trading day
Dotted line= Average of Nifty this series
Blue line= Average of nifty last 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

Expected zone of NIFTY is reduced to 3 strikes : 10300~10200
Current position is at 10250.

White letters on Dark back ground indicate Options with Price less than Rs.30. (if any)
White letters on Grey back ground indicate Options with Price Between Rs.50~30. (if any)

Open Interest more or less than 5 Lakh is indicated. (if any)
Open Interest of xx50 is not taken into consideration.(if any)

Dec.6 wed -----No change -------
Dec.12  Tues    IIP=           (prev:3.8%)
Dec.12  Tues    Manf Prod=      (prev:3.4%)
Dec.12  Tues    inflation=      (prev:3.58%)
Dec.14  Thrus   WPI inflation=   (prev:3.59%)

@ Figures are revised/ subject to revision.


Holidays:
========
25-Dec-2017 Monday Christmas

Open Interest this series look like this :