PUT and CALL options

[columbus]

Re: May.22 may-series Day.19 Nifty= 7276 (23)

never saw condensing to a single strike where still 5 trading days left ... ..

YES ,True.May be MODI effect.

 

[columbus]

May.26 may-series Day.21 Nifty= 7358 (-9)

The EXPIRY ZONE has moved DOWN to a Single STRIKE to 7350 from 7400 .
In keeping with TIME DECAY the strikes below Rs 50 are marked WHITE.



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

Current position is indicated.

 

[columbus]

May.27 may-series Day.22 Nifty= 7318 (-41)

The EXPIRY ZONE has moved DOWN to a Single STRIKE to 7300 from 7350 .
In keeping with TIME DECAY the strikes below Rs 25 are marked WHITE.

At 7300, Open Interest on CALL side is 1101K and PUT side is 677K. Odds are in favour of CALLs as per OI.
But hardly couple of days are left for EXPIRY.

 

[toughard]

dear Columbus... I have few questions...

1. how different that this study compared to OI max pain?
2. can we have a graphical representation of your excel?

 

[columbus]

May.28 may-series Day.23 Nifty= 7330 (12)

The EXPIRY ZONE is as shown.The current position is on the strike 7300.

In keeping with TIME DECAY the strikes below Rs 25 are marked WHITE.

Since there is accumulation of Open Interest around 1M on average at 7350,7400,7450CE
we can expect EXPIRY at around 7400.

 

[timepass]

Re: May.28 may-series Day.23 Nifty= 7330 (12)

Since there is accumulation of Open Interest around 1M on average at 7350,7400,7450CE
we can expect EXPIRY at around 7400.

Yeah.. did you see the spurt in 7350CE in the last 15 min ?? from 16 to 21, with corresponding nifty move of only about 8-9 pts. Very high delta for an OTM strike so close to expiry.

 

[columbus]

dear Columbus... I have few questions...

1. how different that this study compared to OI max pain?
2. can we have a graphical representation of your excel?

@toughard,

1.Healthraj is doing a good job.If his chart is regarded is LIVE ,mine is EOD chart.

2.This chart is available in NSE website.I deleted some columns and added a bit formatting.
Anybody with a little bit working in EXCEL can do it.Graphical representation is possible
but studying it in this way makes it easier to understand.

 

[toughard]

@toughard,

1.Healthraj is doing a good job.If his chart is regarded is LIVE ,mine is EOD chart.

2.This chart is available in NSE website.I deleted some columns and added a bit formatting.
Anybody with a little bit working in EXCEL can do it.Graphical representation is possible
but studying it in this way makes it easier to understand.

So you mean to say that your study and concept of max pain is same!

 

[toughard]

Re: May.28 may-series Day.23 Nifty= 7330 (12)

7400 !!!!! I am keen to hear from you guys on below data set

 

[columbus]

May.29 may-series Day.24 Nifty= 7236 (-94) END

SERIES ended on 7236. The biggest fall in this series and took it by
surprise since many believed the BULL phase will continue.

May be it is reserved for JUNE series.

JUNE SERIES
=========

The abnormal values seen in last series ,have returned to NORMAL.