PUT and CALL options

[columbus]

June.23 June-series Day.17 Nifty= 7493 (-18)

The Expected Zone has further condensed to (7450~7600) from (7400~7600) as Expiry draws nearer.

On CALL side though weakness is seen but Open Interest addition is robust.
.

 

[columbus]

June.24 June-series Day.18 Nifty= 7580 (87)

The Expected Zone has further condensed to TWO strikes
(7550~7600) from (7450~7600) as Expiry draws nearer.

The EXPIRY zone is reduced to 2 strikes.Both strikes showed good Open Interest in
PUT side.However 7650CE & 7700CE also showed good open interest as well.
However DOWNWARD movement is likely as worry over OIL front increases.

 

[columbus]

1.During EXPIRY week ,it is better to trade in the NEXT series than CURRENT series.

2.As far as possible ,it better to trade in XX00 strikes rather than XX50 strikes,because
the spread within either CALL or PUT is too big and volumes are not big.

 

[Trader J]

Re: June.24 June-series Day.18 Nifty= 7580 (87)

The Expected Zone has further condensed to TWO strikes
(7550~7600) from (7450~7600) as Expiry draws nearer.


The EXPIRY zone is reduced to 2 strikes.Both strikes showed good Open Interest in
PUT side.However 7650CE & 7700CE also showed good open interest as well.
However DOWNWARD movement is likely as worry over OIL front increases.

Your Data differ with NSE bhavcopy like below

7700 CE -Open intrest 78,44,300(NSE)-Your 80,95,000
7600 CE - Open intrest 64,70,900(NSE)-Your 70,00,350

Any reason ?

 

[columbus]

June.25 June-series Day.19 Nifty= 7569 (-11)

The Expected Zone is at (7550~7600) for SECOND day.

 

[columbus]

Re: June.24 June-series Day.18 Nifty= 7580 (87)

Your Data differ with NSE bhavcopy like below

7700 CE -Open intrest 78,44,300(NSE)-Your 80,95,000
7600 CE - Open intrest 64,70,900(NSE)-Your 70,00,350

Any reason ?

@Trader J,

This was reported many times.The data from Website to Website differs.
Within the same website at at TWO different times differ. Within the same website ,at the
same time ,in two different formats often differ.

For example , in the above ,the OI of 7550CE is shown as 1309K whereas it is shown as
in main option chain 1354K.As long as these values are in tolerable limits we can ignore
the small differences.

To be frank NSE authorities can answer it in a better way.

 

[toughard]

Re: June.24 June-series Day.18 Nifty= 7580 (87)

Your Data differ with NSE bhavcopy like below

7700 CE -Open intrest 78,44,300(NSE)-Your 80,95,000
7600 CE - Open intrest 64,70,900(NSE)-Your 70,00,350

Any reason ?

there are basically two strings that are running at nse site one is live with open orders and one is with closed orders!

sometimes after 6pm both give same figures!

 

[Trader J]

Re: June.24 June-series Day.18 Nifty= 7580 (87)

@Trader J,

This was reported many times.The data from Website to Website differs.
Within the same website at at TWO different times differ. Within the same website ,at the
same time ,in two different formats often differ.

For example , in the above ,the OI of 7550CE is shown as 1309K whereas it is shown as
in main option chain 1354K.As long as these values are in tolerable limits we can ignore
the small differences.

To be frank NSE authorities can answer it in a better way.

Dear Columbus,

Your thread is very good for Call Writer and Put buyer and your calculation also good. Iam also using open intrest data for nifty, but I am using only NSE end of the day Bhav Copy, because some day in the last 15 minits last of changes in open intrest, see the pic of today bhav copy (Minor diff today)
You can down load file everyday arount 7 PM from Nse http://nseindia.com/content/historical/DERIVATIVES/2014/JUN/fo25JUN2014bhav.csv.zip

 

[columbus]

June.26 June-series Day.20(END) Nifty= 7493 (-76)

Nifty closed on 7493.

JULY series
=======

 

[columbus]

Re: June.24 June-series Day.18 Nifty= 7580 (87)

Dear Columbus,

Your thread is very good for Call Writer and Put buyer and your calculation also good. Iam also using open intrest data for nifty, but I am using only NSE end of the day Bhav Copy, because some day in the last 15 minits last of changes in open intrest, see the pic of today bhav copy (Minor diff today)
You can down load file everyday arount 7 PM from Nse http://nseindia.com/content/historical/DERIVATIVES/2014/JUN/fo25JUN2014bhav.csv.zip

Dear Trader J,

Thanks for the info.Generally I take data at 5PM and will shut down my computer by 7PM.