PUT and CALL options

I trade in OPTIONS only.

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columbus

columbus

Well-Known Member
#1,111
#1,111
FEB.6 feb-series day.5 NIFTY=6036 (14)



The EXPECTED ZONE is at (6000~6200) for THIRD day.

Total strikes with Price over Rs.TEN in CALL window: 8 (Prev:8)
Total strikes with Price over Rs.TEN in PUT window : 13 (Prev:13)


Average Open Interest (Today) as shown ... CALL side: 90K...4CALL(144K/5 CALL)
Average Open Interest (Today) as shown..-.. PUT side: 41K....2PUT(273K/1 PUT)


Average Implied Volatility in ZONE......CALL side : 16.06 (prev: 16.69)
Average Implied Volatility in ZONE.......PUT side : 20.11 (prev: 19.56)

(After deleting PENNY Strikes ,if any.Because they adversely affect the values.
Strikes above and below the CURRENT position are taken ,as shown)

Bold indicates Open Interest over 500k.(If ,any)
Italics indicate Open Interest over -500k.(If ,any)


Current position is indicated.

 
columbus

columbus

Well-Known Member
#1,112
#1,112
FEB.7 feb-series day.6 NIFTY=6063 (27)



The EXPECTED ZONE is at (6000~6200) for FOURTH day.

Total strikes with Price over Rs.TEN in CALL window: 8 (Prev:8)
Total strikes with Price over Rs.TEN in PUT window : 12 (Prev:13)


Avg Open Interest (Today) as shown ... CALL side: 461K...4CALL (90K/4 CALL)
Avg Open Interest (Today) as shown..-.. PUT side: 616K...2PUT (41K/2 PUT)


Average Implied Volatility in ZONE......CALL side : 15.56 (prev: 16.06)
Average Implied Volatility in ZONE.......PUT side : 19.91 (prev: 20.11)

(After deleting PENNY Strikes ,if any.Because they adversely affect the values.
Strikes above and below the CURRENT position are taken ,as shown)

Bold indicates Open Interest over 500k.(If ,any)
Italics indicate Open Interest over -500k.(If ,any)


Current position is indicated.



Current Strike is 6050.At 6000PE the Open Interest (Today) is 1.1 million and above it ,
at 6100CE the Open Interest is 0.78 million.Looking at today's data,looks like Downward
Movement ????(personal view)
 
columbus

columbus

Well-Known Member
#1,113
#1,113
FEB.10 feb-series day.7 NIFTY=6053 (-10)



The EXPECTED ZONE is at (6000~6200) for FIFTH day.

Total strikes with Price over Rs.TEN in CALL window: 7 (Prev :8)
Total strikes with Price over Rs.TEN in PUT window : 12 (Prev :12)


Avg Open Interest (Today) as shown ... CALL side: 237K...4CALL (461K/4 CALL)
Avg Open Interest (Today) as shown..-.. PUT side: 277K...2PUT (616K/2 PUT)


Average Implied Volatility in ZONE......CALL side : 16.67 (prev: 15.56)
Average Implied Volatility in ZONE.......PUT side : 20.37 (prev: 19.91)

(After deleting PENNY Strikes ,if any.Because they adversely affect the values.
Strikes above and below the CURRENT position are taken ,as shown)

Bold indicates Open Interest over 500k.(If ,any)
Italics indicate Open Interest over -500k.(If ,any)


Current position is indicated.

 
Last edited:
columbus

columbus

Well-Known Member
#1,115
#1,115
FEB.11 feb-series day.8 NIFTY=6062 (9)



The EXPECTED ZONE is at (6000~6200) for SIXTH day.

Total strikes with Price over Rs.TEN in CALL window: 7 (Prev :7)
Total strikes with Price over Rs.TEN in PUT window : 11 (Prev :12)


Avg Open Interest (Today) as shown ... CALL side: 195K...4CALL (237K/4 CALL)
Avg Open Interest (Today) as shown..-.. PUT side: 174K...2PUT (277K/2 PUT)


Average Implied Volatility in ZONE......CALL side : 16.08 (prev: 16.67)
Average Implied Volatility in ZONE.......PUT side : 19.57 (prev: 20.37)

(After deleting PENNY Strikes ,if any.Because they adversely affect the values.
Strikes above and below the CURRENT position are taken ,as shown)

Bold indicates Open Interest over 500k.(If ,any)
Italics indicate Open Interest over -500k.(If ,any)


Current position is indicated.




Barring ONE day in this series ,all days saw choppy movement.
 
columbus

columbus

Well-Known Member
#1,116
#1,116
FEB.12 feb-series day.9 NIFTY=6084 (22)




The EXPECTED ZONE is at (6000~6200) for SEVENTH day.

Total strikes with Price over Rs.TEN in CALL window: 6 (Prev :7)
Total strikes with Price over Rs.TEN in PUT window : 9 (Prev :11)


Avg Open Interest (Today) as shown ... CALL side: 134K...4CALL (195K/4 CALL)
Avg Open Interest (Today) as shown..-.. PUT side: 114K...2PUT (174K/2 PUT)


Average Implied Volatility in ZONE......CALL side : 14.48 (prev: 16.08)
Average Implied Volatility in ZONE.......PUT side : 17.43 (prev: 19.57)

(After deleting PENNY Strikes ,if any.Because they adversely affect the values.
Strikes above and below the CURRENT position are taken ,as shown)

Bold indicates Open Interest over 500k.(If ,any)
Italics indicate Open Interest over -500k.(If ,any)


Current position is indicated.

 
columbus

columbus

Well-Known Member
#1,118
#1,118
FEB.13 feb-series day.10 NIFTY=6001 (-83)



The EXPECTED ZONE is at (6000~6200) for EIGTH day.
It is a bit strange.We missed 5900 strike by whisker.If Total OI is more than
1 million then it would have joined the zone.But it is only 0.98Millon.

Total strikes with Price over Rs.TEN in CALL window: 5 (Prev :6)
Total strikes with Price over Rs.TEN in PUT window : 10 (Prev :9)


Avg Open Interest (Today) as shown ... CALL side: 489K...5CALL (195K/4 CALL)
Avg Open Interest (Today) as shown..-.. PUT side: 419K...1PUT (174K/2 PUT)


Average Implied Volatility in ZONE......CALL side : 14.60 (prev: 14.48)
Average Implied Volatility in ZONE.......PUT side : 19.03 (prev: 17.43)

(After deleting PENNY Strikes ,if any.Because they adversely affect the values.
Strikes above and below the CURRENT position are taken ,as shown)

Bold indicates Open Interest over 500k.(If ,any)
Italics indicate Open Interest over -500k.(If ,any)


Current position is indicated.

 
S

stock72

Well-Known Member
#1,119
#1,119
Re: FEB.13 feb-series day.10 NIFTY=6001 (-83)

as an improvement the system can consider from .9 to 1 millions .. my two cents..

columbus said:


The EXPECTED ZONE is at (6000~6200) for EIGTH day.
It is a bit strange.We missed 5900 strike by whisker.If Total OI is more than
1 million then it would have joined the zone.But it is only 0.98Millon.

Total strikes with Price over Rs.TEN in CALL window: 5 (Prev :6)
Total strikes with Price over Rs.TEN in PUT window : 10 (Prev :9)


Avg Open Interest (Today) as shown ... CALL side: 489K...5CALL (195K/4 CALL)
Avg Open Interest (Today) as shown..-.. PUT side: 419K...1PUT (174K/2 PUT)


Average Implied Volatility in ZONE......CALL side : 14.60 (prev: 14.48)
Average Implied Volatility in ZONE.......PUT side : 19.03 (prev: 17.43)

(After deleting PENNY Strikes ,if any.Because they adversely affect the values.
Strikes above and below the CURRENT position are taken ,as shown)

Bold indicates Open Interest over 500k.(If ,any)
Italics indicate Open Interest over -500k.(If ,any)


Current position is indicated.

Click to expand...
 
columbus

columbus

Well-Known Member
#1,120
#1,120
Re: FEB.13 feb-series day.10 NIFTY=6001 (-83)

stock72 said:
as an improvement the system can consider from .9 to 1 millions .. my two cents..
Click to expand...
Problem is ,since the options are LOW priced before EXPIRY,the OPEN INTEREST
tends to be high or rather manipulated easily.To illustrate with example ,the price
of 6200CE is just 11Rs.One lot costs Rs 550 ,I think it is not a big cry.
 
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