see it.
http://imageshack.us/photo/my-images/145/decemberz.jpg/
now read before msg...
happy trading...
http://imageshack.us/photo/my-images/145/decemberz.jpg/
now read before msg...
happy trading...
dear ,
pls. upload with ziddu.com
PUT and CALL options
- Thread starter columbus
- Start date
dear ,
pls. upload with ziddu.com
dear vssoma,pls download it from ur ziddu..
http://www.ziddu.com/download/21027999/DECEMBEROPTIONFROMNOWSW.xls.html
happy trading...:thumb:
http://www.ziddu.com/download/21027999/DECEMBEROPTIONFROMNOWSW.xls.html
happy trading...:thumb:
Last edited:
DEC.3 DECseries Day.2 Nifty=5871 (-9)
In DEC series ,NIFTY (1U1D) closed like this:
UD
The Expiry Zone is indicated in the zone (6000~5600) for a second
day in row.As rightly pointed out bkb ,in previous day file ,5500 strike should
be WHITE font.First time it so happened that ,on day.1 itself,s a strike was
taken out.(White font).The present STRIKE is also marked.Yellow colour
indicates OI greater than 0.5M.CALLs appear to be very FAT.
OPEN INTEREST-Interpretation
Open interest is usually used as an indication of the strength of a price
movement, but on its own it does not provide any indication of the direction
of the price movement.
Increasing open interest shows that there is strength behind the current price
movement, and decreasing open interest shows that there is a weakening of the
current price movement. For example, increasing open interest along with
increasing prices indicates that the upward price movement could continue,
but decreasing open interest along with increasing prices indicates that the
upward price movement may be about to reverse.
Open interest is also used to determine if a market is likely to be trending or
range bound (i.e. choppy). Increasing open interest shows that the rate of
new trades is increasing, which indicates that the market is being actively
traded. While decreasing open interest shows that the rate of news trades
is decreasing, which indicates that the market may be entering a time of
less active trading. (Courtesy:daytrading.about.com)
In DEC series ,NIFTY (1U1D) closed like this:
UD
The Expiry Zone is indicated in the zone (6000~5600) for a second
day in row.As rightly pointed out bkb ,in previous day file ,5500 strike should
be WHITE font.First time it so happened that ,on day.1 itself,s a strike was
taken out.(White font).The present STRIKE is also marked.Yellow colour
indicates OI greater than 0.5M.CALLs appear to be very FAT.
OPEN INTEREST-Interpretation
Open interest is usually used as an indication of the strength of a price
movement, but on its own it does not provide any indication of the direction
of the price movement.
Increasing open interest shows that there is strength behind the current price
movement, and decreasing open interest shows that there is a weakening of the
current price movement. For example, increasing open interest along with
increasing prices indicates that the upward price movement could continue,
but decreasing open interest along with increasing prices indicates that the
upward price movement may be about to reverse.
Open interest is also used to determine if a market is likely to be trending or
range bound (i.e. choppy). Increasing open interest shows that the rate of
new trades is increasing, which indicates that the market is being actively
traded. While decreasing open interest shows that the rate of news trades
is decreasing, which indicates that the market may be entering a time of
less active trading. (Courtesy:daytrading.about.com)
Last edited:
DEC.4 DECseries Day.3 Nifty=5889 (18)
In DEC series ,NIFTY (2U1D) closed like this:
UDU
The Expiry Zone is indicated in the zone (6000~5600) for a THIRD
day in row.5500 strike in this zone was already taken out.(WHITE font).
Yellow colour indicates OI greater than 0.5M.The premium of CALLs appear to be very be high.
THETA (time decay):
The option's theta is a measurement of the option's time decay.
The theta measures the rate at which options lose their value,
specifically the time value, as the expiration date draws nearer.
Generally expressed as a negative number, the theta of an option
reflects the amount by which the option's value will decrease every day.
(courtesy:theoptionguide.com)
In DEC series ,NIFTY (2U1D) closed like this:
UDU
The Expiry Zone is indicated in the zone (6000~5600) for a THIRD
day in row.5500 strike in this zone was already taken out.(WHITE font).
Yellow colour indicates OI greater than 0.5M.The premium of CALLs appear to be very be high.
THETA (time decay):
The option's theta is a measurement of the option's time decay.
The theta measures the rate at which options lose their value,
specifically the time value, as the expiration date draws nearer.
Generally expressed as a negative number, the theta of an option
reflects the amount by which the option's value will decrease every day.
(courtesy:theoptionguide.com)
Re: DEC.4 DECseries Day.3 Nifty=5889 (18)
Hi Columbus,
What is the best method to trade OPTIONs intraday? Any research on this?
Regards,
Hi Columbus,
What is the best method to trade OPTIONs intraday? Any research on this?
Regards,
In DEC series ,NIFTY (2U1D) closed like this:
UDU
The Expiry Zone is indicated in the zone (6000~5600) for a THIRD
day in row.5500 strike in this zone was already taken out.(WHITE font).
Yellow colour indicates OI greater than 0.5M.The premium of CALLs appear to be very be high.
THETA (time decay):
The option's theta is a measurement of the option's time decay.
The theta measures the rate at which options lose their value,
specifically the time value, as the expiration date draws nearer.
Generally expressed as a negative number, the theta of an option
reflects the amount by which the option's value will decrease every day.
(courtesy:theoptionguide.com)
UDU
The Expiry Zone is indicated in the zone (6000~5600) for a THIRD
day in row.5500 strike in this zone was already taken out.(WHITE font).
Yellow colour indicates OI greater than 0.5M.The premium of CALLs appear to be very be high.
THETA (time decay):
The option's theta is a measurement of the option's time decay.
The theta measures the rate at which options lose their value,
specifically the time value, as the expiration date draws nearer.
Generally expressed as a negative number, the theta of an option
reflects the amount by which the option's value will decrease every day.
(courtesy:theoptionguide.com)
Re: DEC.4 DECseries Day.3 Nifty=5889 (18)
Hi Gaur_krishna,
Million dollar question.A POSITIONAL trader always misses "V" or "inverted V"
price movements.A DAY trader always misses GAP up/down price movements.
Often these movements will fetch a lot.Personally I feel ,a mix of both is good.
But when to go POSITIONAL is a million dollar question.It is left to individual
choice based on own perception.
Hi Gaur_krishna,
Million dollar question.A POSITIONAL trader always misses "V" or "inverted V"
price movements.A DAY trader always misses GAP up/down price movements.
Often these movements will fetch a lot.Personally I feel ,a mix of both is good.
But when to go POSITIONAL is a million dollar question.It is left to individual
choice based on own perception.
DEC.5 DECseries Day.4 Nifty=5900 (11)
In DEC series ,NIFTY (3U1D) closed like this:
UDUU
The Expiry Zone is indicated in the zone (6000~5600) for a FOURTH
day in row.5500 strike in this zone was already taken out.(WHITE font).
Yellow colour indicates OI greater than 0.5M.The premium of CALLs continued
to be high.The present STRIKE position is indicated by arrow.
Delta
The option's delta is the rate of change of the price of the option
with respect to its underlying security's price. The delta of an option
ranges in value from 0 to 1 for calls (0 to -1 for puts) and reflects the i
ncrease or decrease in the price of the option in response to a 1 point
movement of the underlying asset price.
Far out-of-the-money options have delta values close to 0 while deep
in-the-money options have deltas that are close to 1.
In DEC series ,NIFTY (3U1D) closed like this:
UDUU
The Expiry Zone is indicated in the zone (6000~5600) for a FOURTH
day in row.5500 strike in this zone was already taken out.(WHITE font).
Yellow colour indicates OI greater than 0.5M.The premium of CALLs continued
to be high.The present STRIKE position is indicated by arrow.
Delta
The option's delta is the rate of change of the price of the option
with respect to its underlying security's price. The delta of an option
ranges in value from 0 to 1 for calls (0 to -1 for puts) and reflects the i
ncrease or decrease in the price of the option in response to a 1 point
movement of the underlying asset price.
Far out-of-the-money options have delta values close to 0 while deep
in-the-money options have deltas that are close to 1.
DEC.6 DECseries Day.5 Nifty=5931 (31)
In DEC series ,NIFTY (4U1D) closed like this:
UDUUU
The Expiry Zone is indicated in the zone (6000~5700).
5600&5500 strike in this zone were taken out.(WHITE font).
Yellow colour indicates OI greater than 0.5M.
The premium of CALLs continued to be high.
The present STRIKE position is indicated by arrow.
Most of the CALLs have Negative OI, does it indicate a over bought state?
Strange enough even 5700PE has negative OI.
Gamma
The option's gamma is a measure of the rate of change of its delta.
The gamma of an option is expressed as a percentage and reflects
the change in the delta in response to a one point movement of the
underlying stock price.
Like the delta, the gamma is constantly changing, even with tiny movements
of the underlying stock price. It generally is at its peak value when the stock
price is near the strike price of the option and decreases as the option goes
deeper into or out of the money. Options that are very deeply into or
out of the money have gamma values close to 0.
(courtesy:theoptionguide.com)
In DEC series ,NIFTY (4U1D) closed like this:
UDUUU
The Expiry Zone is indicated in the zone (6000~5700).
5600&5500 strike in this zone were taken out.(WHITE font).
Yellow colour indicates OI greater than 0.5M.
The premium of CALLs continued to be high.
The present STRIKE position is indicated by arrow.
Most of the CALLs have Negative OI, does it indicate a over bought state?
Strange enough even 5700PE has negative OI.
Gamma
The option's gamma is a measure of the rate of change of its delta.
The gamma of an option is expressed as a percentage and reflects
the change in the delta in response to a one point movement of the
underlying stock price.
Like the delta, the gamma is constantly changing, even with tiny movements
of the underlying stock price. It generally is at its peak value when the stock
price is near the strike price of the option and decreases as the option goes
deeper into or out of the money. Options that are very deeply into or
out of the money have gamma values close to 0.
(courtesy:theoptionguide.com)
DEC.7 DECseries Day.6 Nifty=5907 (-24)
In DEC series ,NIFTY (4U2D) closed like this:
UDUUUD
The Expiry Zone stands at (6000~5700) for a second day in row.
5600&5500 strike of Expected zone were taken out.(WHITE font).
Yellow colour indicates OI greater than 0.5M.
The premium of CALLs continued to be high.
The present STRIKE position is indicated.
VEGA:
The measurement of an option's sensitivity to changes in the volatility of the
underlying asset. Vega represents the amount that an option contract's price
changes in reaction to a 1% change in the volatility of the underlying asset.
Volatility measures the amount and speed at which price moves up and down,
and is often based on changes in recent, historical prices in a trading instrument.
Vega changes when there are large price movements (increased volatility) in the
underlying asset, and falls as the option approaches expiration. Vega is one of a
group of Greeks used in options analysis, and is the only one not represented by
a Greek letter.
COURTESY:investopedia
In DEC series ,NIFTY (4U2D) closed like this:
UDUUUD
The Expiry Zone stands at (6000~5700) for a second day in row.
5600&5500 strike of Expected zone were taken out.(WHITE font).
Yellow colour indicates OI greater than 0.5M.
The premium of CALLs continued to be high.
The present STRIKE position is indicated.
VEGA:
The measurement of an option's sensitivity to changes in the volatility of the
underlying asset. Vega represents the amount that an option contract's price
changes in reaction to a 1% change in the volatility of the underlying asset.
Volatility measures the amount and speed at which price moves up and down,
and is often based on changes in recent, historical prices in a trading instrument.
Vega changes when there are large price movements (increased volatility) in the
underlying asset, and falls as the option approaches expiration. Vega is one of a
group of Greeks used in options analysis, and is the only one not represented by
a Greek letter.
COURTESY:investopedia
Similar threads
-
how to decise whether to buy call options or put options?
- Started by srikanthyadav444p
- Replies: 6
-
How to buy / square off huge quantity of BNF/NF Put or Call options
- Started by dreambuddy
- Replies: 15
-
Help with Options Strategy on Writing OTM Puts and Calls on Nifty
- Started by abehdfc
- Replies: 10
-
-
Is it possible to trade Options (CALL or PUT) with a Stop Loss?
- Started by abhinav99
- Replies: 3