Trade with options data

[jovial01]

Dear Kiran,
Pl help in understanding what u try to derive from this data .

Regards
Jovial01

 

[anilnegi]

jovial

It cleary show FII are still buying whereas DII are net sellers, but this data cannot determined that market is going up, as sometime FII use to write call & put for hedging purpose of their entries in stock.

anil

 

[manish1247]

Shares Buying Total Buying Total Purchase Selling Buy sell Price
NIFTY 23-Feb-2012 PE 5400 100 89.95 8995 93 9300
NIFTY 23-Feb-2012 PE 5400 100 73.00 7300 79.75 7975
NIFTY 23-Feb-2012 CE 5400 100 94.95 9495 101 10100
NIFTY 23-Feb-2012 CE 5400 100 94.70 9470 101 10100
NIFTY 23-Feb-2012 PE 5300 250 37.64 9410 42.5 10625

My trade on 10th FEB 2012. All 5 worked:clap:

 

[gurmy.]

early morning increase in OI of 5300,5400 call and put

 

[LivetoTrade]

jovial

It cleary show FII are still buying whereas DII are net sellers, but this data cannot determined that market is going up, as sometime FII use to write call & put for hedging purpose of their entries in stock.

anil

Anil, if you see the Futures, it gives me an impression that FIIs are nett sellers in Index Futures.
Also, I see that they are sellers in Stock Futures for the last 2/3 days.

 

[valuable_earner]

@Ltt

if u dnt mind (if u know) can u tell me how to interpret or read futures data of index and stocks as we are doing it with OI n options? i m trying to gather info online but had no success from last 1 month or so

Thanks
Regards

 

[trader15]

CE Data Analysis:
5300, 5200,5100 CE: Negative Open Interest Since morning
5400, 5500 CE: Positive Open Interest build up

PE Data Analysis:
5400, 5500 PE: Positive open interest build up

Pull between bears and bulld at 5400 & 5500 Levels

Reduction in CE Open interest at 5300,5200 levels indicate Call option play shifting to 5400,5500 levels.

Cannot predict correctly with such data looking at 5400, 5500 levels: PE/CE, whether bulls/bears will succeed

 

[LivetoTrade]

@Ltt

if u dnt mind (if u know) can u tell me how to interpret or read futures data of index and stocks as we are doing it with OI n options? i m trying to gather info online but had no success from last 1 month or so

Thanks
Regards

@Valuable,

Eod, around 5pm everyday, the NSE website is updated with the current day statistics.

If you look under the FnO section, you will see a link for FII Derivative Statistics. The Buy and Sell figures for Index Futures, Stock Futures and Options are given there.

 

[trader15]

CE Data Analysis:
5300, 5200,5100 CE: Negative Open Interest Since morning
5400, 5500 CE: Positive Open Interest build up

PE Data Analysis:
5400, 5500 PE: Positive open interest build up

Pull between bears and bulld at 5400 & 5500 Levels

Reduction in CE Open interest at 5300,5200 levels indicate Call option play shifting to 5400,5500 levels.

Cannot predict correctly with such data looking at 5400, 5500 levels: PE/CE, whether bulls/bears will succeed

Trying my analysis:
5500 PE: Not much buildup as compared to 5500 CE:
----> Implies: Put writers do not believe Nifty will rise to 5500 levels,
giving them moolah, hence betting small

Call writers believe that Nifty will not rise to 5500 level,s hence
writing calls at 5500 levels, and waiting for market to go
down to close positions

5300,5200 CE: Call writers do no believe markets will go up from here significantly . Booking profits before market drops and hence negative open interest change.

Open Interest PCR Levels:
PCR @ 5400 Levels: 0.83
PCR @ 5300 Levels: 1.41

Higher PCR Levels--> indicate : bearishness
Lowe PCR Levels --> indicate : bullishness


------------------------------------------------------------

Disclaimer: I'm short Nifty holding 350 5300@PE

Sold Nifty PE: Betting on 5300 CE : Given europe has opened in +ve and Nifty hasn;t decieded where to go

 

[valuable_earner]

@Valuable,

Eod, around 5pm everyday, the NSE website is updated with the current day statistics.

If you look under the FnO section, you will see a link for FII Derivative Statistics. The Buy and Sell figures for Index Futures, Stock Futures and Options are given there.

ok ltt thanx... i will look it today in evening n get back to u with what i understand from it...