Data Interpretation of Futures and Options--

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  #1  
Old 27th July 2005, 02:02 AM
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Default Data Interpretation of Futures and Options--



Dearest Traderji and all other seniors and juniors-----

Reading the contents of the thread "Futures Or Options?" again and again----I m getting more and more certain----that for mastering the art of trading in F&O,proper data interpretation is a must------

Below I am posting ---a zip file ----that contains the Tick list of S&P NIFTY,NIFTY_FUT28_JULY,NIFTY_FUT_25_AUG,NIFTY_FUT_ 29_SEPT for todays(26_07_05) data----(I have tried to organise it as much as I can)----

Some observations I have made---I am trying to state---I do not know the answers----If the Knowledgables(Traderji,IVan Boesky,CreditViolet,Sh50 and others) plz take the pain to answer and interpret these datas----I will be obliged-----

1)At the begining of the day,the diffrerence---between NIFTY_FUT_JULY and NIFTY_S&P was 5 points----(NIFTY FUT was at a discount of 5 points)
2)At 9:57,The difference became 15 points----
3)More or less through out the day,NIFTY FUT was trading at a discount of 4--8 points---
4)towards the end at 3:28PM, there was no difference between NIFTY _JYLY FUT and S&PNIFTY---
What does these data signify?
5)NIFTY_AUG_FUT and NIFTY _SEPT _FUT ----started trading around---1:10PM---
At 13:18PM--(1:18PM)----S&P at 2303---NIFTY_JULY---2296---NIFTY_FUT_AUG---at around 2284---NIFTY_FUT_SEPT----2271--
There is a chronological decrease in NIFTY FUT data---around 8---12 points----why?
6)NIFTY_SEPT_FUT were boght max volume(500)at around2:22---2:26PM---when NIFTY SEPT_FUT wasat 2268--2270---low around 2260---Why?

Why did people have started buying NIFTY_SEPT _FUT---are they fools---I dont think so---Plz---seniors ---clarify---

Regards,
Joy_mitali

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File Type: zip DATA_ANALYSIS_26_05_07.zip (57.6 KB, 36 views)
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  #2  
Old 27th July 2005, 05:14 PM
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Arrow Re: Data Interpretation of Futures and Options--

Dearest Traderji and all other seniors and juniors-

Below I am posting ---a zip file ----that contains the Tick list of S&P NIFTY,NIFTY_FUT28_JULY,NIFTY_FUT_25_AUG,NIFTY_FUT_ 29_SEPT for todays(27_07_05) data----(I have tried to organise it as much as I can)----

A few observations:
1)TODAY JULY NIFTYFUT was trading at premium of4--8 points as compared to S&PNIFTY--though for the 1st 5 mins NIFTY FUT was trading at a discount---of 2-4 points
2)NIFTY AUG FUT was trading at a discount of 15--20 points as compared to NIFTY_JULY_FUT throughout the day---
3)NIFTY _SEPT_FUT was trading at 8--10 points discount as compared to IFTY_AUG_FUT--

IS there any particular pricing model which NSE follows for determining the prce of NIFTY FUTURES---near mth and far mth----How can we know if the practical price is more o less than the theortical price?---IS any DIVIDEND affect getting considered here----


TISCO and NTPC at the money CALLS fell in the ending moments--For the last 2 days for TISCO---anyd day before yester for NTPC price rise was abnormal----PLZ make necessary comments---

Expecting proper analysis from Seniors and Knowledgables----

Regards,
joy_mitali

Attached Files
File Type: zip DUP_DATA_ANALYSIS_27_07_05.zip (99.8 KB, 14 views)

Last edited by joy_mitali : 27th July 2005 at 05:21 PM.
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  #3  
Old 29th July 2005, 04:13 PM
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Default Re: Data Interpretation of Futures and Options--

Dearest Traderji and all other seniors and juniors-

Below I am posting ---a zip file ----that contains the Tick list of S&P NIFTY,NIFTY_FUT28_JULY,NIFTY_FUT_25_AUG,NIFTY_FUT_ 29_SEPT for todays(29_07_05_Last day of F&O) data----(I have tried to organise it as much as I can)----
Due to problem in NSE server---data from 10---1 (approx) is not there--

1)NIFTY fell dramaticaly in the last 15 mins----Supposed to be due to shrt covering--
2)NTPC _PUT_JULY05 trading most of the day in an around 35---45 paisa---gave a final surge---in the last 10 mins closing at 1.2---high 1.4
3)TISCO 380 put rose by 88%,closins at 12 from yesters close at 6.75

(The intraday data of NTPC and TISCO are also provided)---

Attached Files
File Type: zip DATA_ANA_29_07_05_F&O_LAST.zip (87.1 KB, 11 views)

Last edited by joy_mitali : 29th July 2005 at 04:51 PM.
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  #4  
Old 1st August 2005, 08:29 PM
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Default Re: Data Interpretation of Futures and Options--

Dearest Traderji and all other seniors and juniors-

Below I am posting ---a zip file ----that contains the Tick list of S&P NIFTY,NIFTY_FUT_25_AUG,NIFTY_FUT_29_SEPT,NIFTY_FUT _ 27_OCT for todays(1_08_05_MON_1st day of F&O) data----(I have tried to organise it as much as I can)----
Also present----NTPC and TISCO----options DATA
Regards,
joy_MITALI----

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File Type: zip DATA_ANALYSIS_01_08_05_MON.zip (74.7 KB, 16 views)
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  #5  
Old 3rd August 2005, 05:01 PM
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Default Re: Data Interpretation of Futures and Options--

hi mitali ur data is gud could please provide even ashok leyland too

regards,
maniwal

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