PUT and CALL options

[columbus]

MAR.12 Mar-Series.10 Nifty=8776 (76)

The Expected Zone is at (9000~8700) for THIRD day.
The current position has moved UP to 8750 from 8700.



Open Interest (Today) over 5 Lakhs is indicated in YELLOW bold. (If any)
Open Interest (Today) less than -5 Lakhs is indicated in YELLOW italics. (If any).

The bars inside the implied volatility are drawn ,taking into account both
CALL and PUT strikes but not individual CALL strikes or PUT strikes.

4 strikes on CALL side and 4 strikes on PUT side from the current strike ,as shown ,are analyzed.


The Option chain this Series ,based today's open interest looked like this :

Have a look at 8850CE, it has not added any Open Interest, which is quite
rare in NIFTY options.(Quite common in Bank Nifty options).
Of course it has not much significance ,as it is a XX50 nifty option.

 

[columbus]

IIP figure is better than Expected.

Source:Moneycontrol.com

 

[timepass]

IIP figure is better than Expected.

Source:Moneycontrol.com

Yeah, and I guess will be revised upwards a few months on. December IIP data was revised to 3.2% from the "provisional" figure of 1.7%.

 

[columbus]

Yeah, and I guess will be revised upwards a few months on. December IIP data was revised to 3.2% from the "provisional" figure of 1.7%.

True.But it is better than Estimate.

 

[Iron_Man]

Re: MAR.12 Mar-Series.10 Nifty=8776 (76)

Another picture. Suggesting we might be heading towards 8850-8900. 8700 PE has added a lot and 8800 also suggesting the same but we need some more vol.

 

[timepass]

Re: MAR.12 Mar-Series.10 Nifty=8776 (76)

Another picture. Suggesting we might be heading towards 8850-8900. 8700 PE has added a lot and 8800 also suggesting the same but we need some more vol.

Coincides with 15ema for nifty (8802) and nifty futures (8840).

 

[columbus]

MAR.13 Mar-Series.11 Nifty=8648 (-128)

The Expected Zone is at (9000~8700) for FOURTH day.
The current position has moved DOWN to 8650 from 8750.



Open Interest (Today) over 5 Lakhs is indicated in YELLOW bold. (If any)
Open Interest (Today) less than -5 Lakhs is indicated in YELLOW italics. (If any).

The bars inside the implied volatility are drawn ,taking into account both
CALL and PUT strikes but not individual CALL strikes or PUT strikes.

3 strikes on CALL side and 3 strikes on PUT side from the current strike ,as shown ,are analyzed.


The Option chain this Series ,based today's open interest looked like this :

First 2 weeks the zone appears to be highly range bound ,and moves after that.Let us see in this series what will happen.

 

[columbus]

MAR.16 Mar-Series.12 Nifty=8633 (-15)

The Expected Zone has moved down to (8800~8600) from (9000~8700).
The current position has unmoved from 8650.(Second day)



Open Interest (Today) over 5 Lakhs is indicated in YELLOW bold. (If any)
Open Interest (Today) less than -5 Lakhs is indicated in YELLOW italics. (If any).

The bars inside the implied volatility are drawn ,taking into account both
CALL and PUT strikes but not individual CALL strikes or PUT strikes.

3 strikes on CALL side and 3 strikes on PUT side from the current strike ,as shown ,are analyzed.


The Option chain this Series ,based today's open interest looked like this :

All of a sudden ,the top boundary of the zone moved from 9000 to 8800 but no apparent
fall is seen today.In fact ,last trading day there was a major fall of -128 points but no change
in ZONE.
Some unwinding of positions is taking place on higher PUT side, so any movement on CALL side
is expected ????

 

[test123]

you guessed right movement on CALL side.

 

[columbus]

MAR.17 Mar-Series.13 Nifty=8723 (90)

The Expected Zone has condensed to (8800~8700) from (8800~8600).
(Please note the change in Total-OI ,which is taken as 2Million instead
of normal 1Million as Expiry is nearing.)
The current position has moved UP to 8700 from 8650.



Open Interest (Today) over 5 Lakhs is indicated in YELLOW bold. (If any)
Open Interest (Today) less than -5 Lakhs is indicated in YELLOW italics. (If any).

The bars inside the implied volatility are drawn ,taking into account both
CALL and PUT strikes but not individual CALL strikes or PUT strikes.

3 strikes on CALL side and 3 strikes on PUT side from the current strike ,as shown ,are analyzed.


The Option chain this Series ,based today's open interest looked like this :

Since few Strikes are involved ,it is anybody's game.