Put-Call Ratio

[gopii]

dear ivan
no problem will hunt during my next visit to pune, last time i met few but almost all did not know options????
these guys make easy money on brokerage of stocks why bother!!!

Refco now has an office in bombay, they should be good.

u should see the competition among brokers in usa, each offering something more than the other.

thks buddy , take care
gopii

 

[DEEPU]

sir,
i have a 100 shares of ansal housng at 354.0

sir, what is future of script

 

[SavantGarde]

Dear Traderji

First of all thanks for your reply.

My Calculation may be wrong that's why i am uploading
herewith my Contract Note.

Please check the brokerage on this contract note.

Thanks

Hi Vicky,

I have gone through the Truncated Contract Note posted by you.
What is not clear from the contract note is the Strike Price of the PUT/CALL that you have bought of TCS.
Anyways, normally the borkerage for Options is charged on (Strike Price+Premium) which in your case Strike Price is not known & the premium happens to be Rs.32.40.
Sevice Tax is charged on Brokerage only
Securities Transaction Tax (STT) is only applicable on Sell 0.017%
All Other Charges including Stamp Duty should be Rs.410 per Crore on the Total Turnover.
Brokerage for Derivatives segment should be in the range of 0.03% to 0.06%

Hope the above has answered some of your queries.

Seeya

SavantGarde

 

[kkseal]

"It is widely known that options traders, especially option buyers, are not the most successful traders. On balance, option buyers lose about 90% of the time. "

This is a very widely used figure (90%), and is a misconception. Lawrence McMillan who has traded options for a living, and is the author of an excellent book "Options as a strategic investment" puts the figure at a more believable 50%.

Dear Ivan,

Is the book by Lawrence Mcmillan available in India (preferrably from an Indian publisher)? If not could you suggest any other available book/s on Options Strategies (not just the basics but trading strategies)

Regards,
Kalyan.

 

[kkseal]

Hi friends,

Can someone please tell me where i can get the daily PCR (vol & open int) for Stocks/Equities? I may emphasize here that the PCR i am seeking is not for the Indices but Stocks/Equities.

I would also like to have the daily Implied Volatility figures for both Puts & Calls (for Indices as well as Stocks) Where do i get them?

I don't need RT data EOD would do.

This info would be most helpful to me.

Regards,
Kalyan.

 

[kkseal]

PCR when smoothened works well (and is typically used this way in india and abroad)

Hi Champak,

Could you please specify how best this smoothening can be done. Do we use a MA of the daily PCR? If so what period/s work best? Would a MACD of the PCR be better?

Would help if you throw more light on this.

Regards,
Kalyan.

 

[Linus]

I read all the posts in this thread with interest. NSE used to give the figure of total number of Calls and Puts everyday, but sometime in Sept they stopped it. I have data till Sept 06 from 2003.

Attached here is a chart of PCR vs Nifty from May 1, till July.

Regards,

Sunil Saranjame.

 

[kkseal]

I read all the posts in this thread with interest. NSE used to give the figure of total number of Calls and Puts everyday, but sometime in Sept they stopped it. I have data till Sept 06 from 2003.

Attached here is a chart of PCR vs Nifty from May 1, till July.

Regards,

Sunil Saranjame.

Thanks for the chart. Just one clarification - is it the PCR for the NIFTY that you have tracked?

It's strange that the Exchange itself is not providing the relevant data pertaining to the transactions carried out on it & you have to look elsewhere. Can only happen in India.

Regards,
Kalyan.

 

[jatayoo]

Good Input And A Good Site .and Off-course Good Work.

 

[Linus]

Thanks for the chart. Just one clarification - is it the PCR for the NIFTY that you have tracked?

It's strange that the Exchange itself is not providing the relevant data pertaining to the transactions carried out on it & you have to look elsewhere. Can only happen in India.

Regards,
Kalyan.

Hi Kalyan,

Yes, that is a chart of the PCR vs Nifty. During Sept this year, I had a word with the guy on NSE who looks after their web site, and he told me that they have switched over to some kinda new system, and they will not be able to give a break up of the Calls and Puts! Wot say? We are still far off from the day when we will see something like the CBOT VOX or VIX...

Anyway, I am attaching one more chart of PCR vs Nifty from 2003 till Sept 2006.

Regards,

Sunil Saranjame.

PS: Legend for the chart: Cyan=PCR, Yellow=Nifty, Black= 10 Day average of PCR.