PUT and CALL options

[columbus]

APR.30 MAY-series Day.4 Nifty=6696 (-19)

The EXPIRY ZONE is at (6500~6800) for THIRD day.


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


Avg Open Interest (Today) as shown ... CALL side: 124K /4 (Prev:81K/3)
Avg Open Interest (Today) as shown..-.. PUT side: 193K/5 (Prev:93K/7)


Average Implied Volatility in ZONE......CALL side : 28.94 (Prev:30.24)
Average Implied Volatility in ZONE.......PUT side : 32.19 (Prev:30.90)

(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]

May.2 MAY-series Day.5 Nifty=6695 (-1)

The EXPIRY ZONE is at (6500~6800) for FOURTH day.


Total strikes with Price over Rs.HUNDRED in CALL window: 13 (Prev:12)
Total strikes with Price over Rs.HUNDRED in PUT window : 10 (Prev:8 )


Avg Open Interest (Today) as shown ... CALL side: 101K /3 (Prev:124K/4)
Avg Open Interest (Today) as shown..-.. PUT side: 123K/5 (Prev:193K/5)


Average Implied Volatility in ZONE......CALL side : 32.73 (Prev:28.94)
Average Implied Volatility in ZONE.......PUT side : 35.68 (Prev:32.19)

(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.

Nifty options are behaving more like bank nifty options.Bid-Ask spread is big.
Within Bid/Ask rates ,the rates are wide apart.Generally within bid/ask rate
the rates are ONE tick apart .(0.05Rs)But now tick difference even 25 or bigger.
Moreover a trade per second is quite normal.Now a trade per 5 min or more has
become common.Hence the trading volumes are quite low.The reason is ,nobody
wants take a position before election results as the outcome is quite uncertain.

 

[columbus]

comparison DAY.5 of MAY & FEB series.

MAY Series DAY.5

FEB Series DAY.5

The option Prices are definitely HIGH.

 

[columbus]

May.5 may-series Day.6 Nifty= 6699 (4)

The EXPIRY ZONE is at (6500~6800) for FIFTH day.


Total strikes with Price over Rs.HUNDRED in CALL window: 13 (Prev:13)
Total strikes with Price over Rs.HUNDRED in PUT window : 10 (Prev:10 )


Avg Open Interest (Today) as shown ... CALL side: 96K /3 (Prev:101K/3)
Avg Open Interest (Today) as shown..-.. PUT side: 123K /5 (Prev:123K/5)


Average Implied Volatility in ZONE......CALL side : 35.64 (Prev:32.73)
Average Implied Volatility in ZONE.......PUT side : 37.33 (Prev:35.68)

(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.

Options are NOW characterized by High values and High Implied volatility.

 

[praveen taneja]

bRO SATH MEIN YE INDICATOR ADD KAR DO ELECTION RESULT MEIN KAUN SA OPTION REWARDING HAI NICE TO SEE YOUR SELFLESS WORK HERE FOR A LONG LONG TIME

 

[columbus]

bRO SATH MEIN YE INDICATOR ADD KAR DO ELECTION RESULT MEIN KAUN SA OPTION REWARDING HAI NICE TO SEE YOUR SELFLESS WORK HERE FOR A LONG LONG TIME

Courtesy: Moneycontrol.com

 

[columbus]

 

[columbus]

May.6 may-series Day.7 Nifty= 6715 (16)

The EXPIRY ZONE is at (6500~6800) for SIXTH day.


Total strikes with Price over Rs.HUNDRED in CALL window: 13 (Prev:13)
Total strikes with Price over Rs.HUNDRED in PUT window : 9 (Prev:10 )


Avg Open Interest (Today) as shown ... CALL side: -22K /3 (Prev: 96K/3)
Avg Open Interest (Today) as shown..-.. PUT side: 82K /5 (Prev:123K/5)


Average Implied Volatility in ZONE......CALL side : 34.99 (Prev:35.64)
Average Implied Volatility in ZONE.......PUT side : 37.26 (Prev:37.33)

(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.

It seems the Pre-effect of Elections Results on CALLs and PUTs looks the same.
Both these options are OVER priced with high Implied VOLATILITY.Better to stick
on to small lots on CALL side. (Personal view)

 

[columbus]

May.7 may-series Day.8 Nifty= 6653 (-62)

The EXPIRY ZONE is at (6500~6800) for SEVENTH day.


Total strikes with Price over Rs.HUNDRED in CALL window: 11 (Prev:13)
Total strikes with Price over Rs.HUNDRED in PUT window : 9 (Prev:9 )


Avg Open Interest (Today) as shown ... CALL side: 37K /4 (Prev: -22K/3)
Avg Open Interest (Today) as shown..-.. PUT side: -81K /4 (Prev: 82K/5)


Average Implied Volatility in ZONE......CALL side : 35.54 (Prev:34.99)
Average Implied Volatility in ZONE.......PUT side : 37.62 (Prev:37.26)

(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.

 

[timepass]

Re: May.7 may-series Day.8 Nifty= 6653 (-62)

The EXPIRY ZONE is at (6500~6800) for SEVENTH day.

Wow !! That must be a record