excel worksheet to analyse options bhav copy

tanewbie

Well-Known Member
#1
In collaboration with a person who is expert in excel programming, we are developing a excel sheet for formatting options bhav copy of NSE. those who are interested can chip in with their requirements.
The excel sheet will report in summary the following:
highest increase in closing price of options
Highest increase in volumes of options(of 10 or 20 or 30 userdefined)
Highest increase in Open interest of options ( 10 0r 20 or more)
Company wise details of :
calls total volumes/total OI/chn in OI today etc.

Please note that since it involves programming time of the professional programmer, it may not be free but should be reasonably priced.
 

tanewbie

Well-Known Member
#2
Top ten in terms of change in open interest

IFCI09CA10 - 724,500
NAGARF09CA12.5 - 322,000
IDBI09CA70 - 235,200
ASHOKL09CA40 - 181,450
MTNL09CA160 - 177,600
TATAST08CA520 - 176,175
IDBI09CA65 - 156,000
NAGARF09CA15 - 140,000
TATAST09CA520 - 135,000
TATAST08CA510 - 125,550
 
#3
Its really nice that u are trying to make this in excel. it will give u a lot of flexlibility.

If you are looking for futures and options data we can look at the following website

Code:
http://www.derivativesindia.com/scripts/newsnupd/index3.asp
only disadvantage is its a day late. if u need help with VBA programming I can assist in this.
 
#7
I think one of the essential requirements would be a snapshot of the variance in options of the same strike price for different maturities.

Another important factor would be the support and resistance levels of the underlying and Option pricing based on these supports and resistances.

Regards
Shashank
 

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