JAN.27 Feb-Series.1 Friday Nifty=8641 PCR (OI)=1.00
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Series Jul.16 Aug.16 Sep.16 Oct.16 Nov.16 Dec.16 Jan.17
Average nifty 8498 8632 8772 8667 8294 8117 8340
Average PCR 1.14 0.91 1.24 1.07 0.82 1.09 1.34
Nifty Close 8666 8592 8591 8615 7965 8104 8602
Nifty
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Nifty is on Primary axis.
PCR (OI) & PCR (volume) are on Secondary axis.
AVG= Average of the current Series.
PCR
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Generally, a lower reading (0.6 approximately) of the ratio reflects a bullish sentiment among investors as they buy
more calls, anticipating an uptrend. Conversely, a higher reading (1.20 approximately) of the ratio indicates a bearish
sentiment in the market. However, the ratio is considered to be a contrarian indicator, so that an extreme
reading above 1.0 is actually a bullish signal, and vice versa.....wikipedia
VIX
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VIX has inverse relation to market.High value when market is down ,Low value when market is up.
Expected zone of NIFTY as per today's Open Interest is as follows :
(8800~8400) .
Open interest less than 1.0 Million PUT side & 1.4 million on CALL side (Total-OI) is uncolored.
Current strike of Nifty is at
8650 .
White letters on Dark back ground indicate Options with Price less than Rs.20.
White letters on Grey back ground indicate Options with Price Between Rs.20~30. (if any)
Open Interest more than 5 Lakh is indicated.
Both CALL & PUT columns are taken in calculating the bars inside the PRICE
and IMP.VOL columns.
CALL side 7 rows and PUT side 8 columns are taken for study.
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Up-coming important events FEB series
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BUDGET ..............1 FEB,WEDNES*
RBI INTEREST RATES...8 FEB,WEDNES
IIP..................10 FEB,FRI
INFLATION ...........13 FEB,MON
WPI.INFLATION........14 FEB,TUES
* includes Railway budget also
HOLIDAYS
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The option chain of FEB.2017 based on last trading day's OI looked like this :