Tracking PUT CALL Open Interest

AW10

Well-Known Member
#41
Yogesh. I am still learning option. As I go deeper into it, more I realise my level of ignorance. Above post is one such example and nice topic to keep me busy.
The market reaction of today morning, is supporting my thoughts to some extent.
But I got to spend more time on this..

Standard practice is standard. Thats how we should interpret till we have proved ourselve that it is not the reality. We need to know if cause 95% of people will read this info in standard way.
But if we find it is not reality, then we have got tremendous advantage against those 95% people. And we can position ourselve to exploit this opportunity.
If we do what everybody else is doing, then we will get what everybody else is getting..i.e. majority of them are looser in the market. In my view, we need to have as many edge as possible to be successful in this arena.

If you look at the way VSA reads volume/price, is very different from the way a stanadard TA book will explain volume and price. That gives us edge in the market.

I will come back with my findings later.

Happy Trading
 

AW10

Well-Known Member
#43
Once we find the answer of our question, all questions look silly/dumb/foolish..
But when the same question jumping our mind, seems it is the biggest roadblock for us to go ahead..

Hence, no question is dumb, even if other think so, let them be happy (probably they are hiding lot of such dumb questions as well but don't have courage to ask). I encourage all question..

so looking forward to more questions.

Happy Trading
 

MurAtt

Well-Known Member
#45
Just managed through ....

:)

Code:
[B]14-Oct-09			15-Oct-09			
OI	Strike	% Chng		OI	Strike	% Chng[/B]
[B]PE s				PE s[/B]
849900	5200			873700	5200	102.80	Neutral
3083500	5100	178.88		[COLOR="Blue"]3187800	5100[/COLOR]	103.38	Neutral
4709650	5000	106.21		[B]5066900	5000[/B]	107.59	Support/Base
6744100	4900	100.28		[B]6861000	4900[/B]	101.73	Neutral
4316250	4800	101.09		[B]5141050	4800[/B]	119.11	Support/Base
4275550	4700	89.75		[COLOR="Blue"]4264750	4700[/COLOR]	99.75	Neutral
2431400	4600	97.66		2381850	4600	97.96	Neutral
2877000	4500	95.93		2887300	4500	100.36	Neutral
703300	5000N9			2104550	4400		
664050	4700N9			519450	4800N9		Sup Base Bldng#
30654700	95.24		33288350	108.59	Neutral

[B]CE s				CE s[/B]
1193800	5500	100.81		1187450	5500	99.47	Neutral
1578900	5400	99.81		1633850	5400	103.48	Neutral
4364900	5300	98.57		[B]4456950	5300[/B]	102.11	Neutral
4187350	5200	109.58		[B]4257850	5200[/B]	101.68	Neutral
3716950	5100	92.41		3854300	5100	103.70	Neutral
2885550	5000	85.38		3168550	5000	109.81	Neutral
1912000	4900	87.88		1539400	4900	80.51	Neutral
796700	4800			541950	5300N9	119.69	Bearish/Res#
452800	5300N9	113.71		710000	5500D9		
405950	5400N9	129.14		313050	5200N9		
21494900	99.96		21663350	100.78	Neutral
* Far Strike - No implications as of now
# Not much vols. as compared to other near strikes of current month
  BUT still a lot of time to go for Nov expiry...
 

MurAtt

Well-Known Member
#48
OI for Puts n Calls - 16 Oct 2009

This is pre-muhurat trading .....
Code:
[B]15-Oct-09			16-Oct-09			
OI	Strike	% Chng		OI	Strike	% Chng	
PE s				PE s[/B]			
873700	5200	102.80		1319200	5200	150.99	Bullish
3187800	5100	103.38		3691000	5100	115.79	Bullish
5066900	5000	107.59		5070500	5000	100.07	Neutral
6861000	4900	101.73		6982850	4900	101.78	Neutral
5141050	4800	119.11		5647800	4800	109.86	Bullish*
4264750	4700	99.75		4257400	4700	99.83	Neutral
2381850	4600	97.96		2354850	4600	98.87	Neutral
2887300	4500	100.36		2928300	4500	101.42	Neutral
2104550	4400			787700	4800N9	151.64	Bullish/Support Creation
519450	4800N9			295100	5100N9		
33288350	108.59		33334700			
	
[B]CE s				CE s[/B]			
1187450	5500	99.47		1226850	5500	103.32	Neutral
1633850	5400	103.48		1754850	5400	107.41	Bearish
4456950	5300	102.11		4728000	5300	106.08	Bearish
4257850	5200	101.68		4207300	5200	98.81	Neutral
3854300	5100	103.70		3341250	5100	86.69	Bullish
3168550	5000	109.81		3016000	5000	95.19	Bullish
1539400	4900	80.51		667800	5400N9	212.44	wrt 13 October
541950	5300N9	119.69		634650	5300N9	117.10	Bearish/Resistance
710000	5500D9			413150	5200N9	131.98	Bearish/Resistance
313050	5200N9			322850	5100N9		
21663350	100.78		20312700			
* Far Strike. Makes no difference as such ...
Expiry anything above 5K, probably even above 5100 BUT then again mkts have a mind of its own :D
 

MurAtt

Well-Known Member
#50
Today's OI is wrt Friday's. Muhurat changes skipped.

Code:
[B]16-Oct-09		20-Oct-09			
OI	Strike	OI	Strike	% Chng	
PE s			PE s[/B]
1319200	5200		1265050	5200	95.90	Mildly Bearish
3691000	5100		3070600	[COLOR="Blue"]5100	83.19	Bearish[/COLOR]
5070500	5000		4620500	5000	[COLOR="Blue"]91.13	Bearish[/COLOR]
6982850	4900		6578600	4900	94.21	Mildly Bearish
5647800	4800		5496650	4800	97.32	Mildly Bearish
4257400	4700		4258600	4700	100.03	Neutral
2354850	4600		2451950	4600	104.12	Neutral
2928300	4500		2943300	4500	100.51	Neutral
787700	4800N9		463500	4900N9		
295100	5100N9		843750	5000N9		
33334700			31992500

[B]CE s			CE s[/B]
1226850	5500		1219800	5500	99.43	Neutral
1754850	5400		1680700	5400	95.77	Mildly Bullish*
4728000	5300		5140450	5300	108.72	Mildly Bearish*
4207300	5200		4825800	[COLOR="Blue"]5200	114.70	Bearish[/COLOR]
3341250	5100		4865700	[COLOR="Blue"]5100	145.63	Bearish[/COLOR]
3016000	5000		2875650	[COLOR="Blue"][B]5000	95.35	Mildly Bullish[/B][/COLOR]
667800	5400N9		1326550	4900		
634650	5300N9		502000	5500N9		
413150	5200N9		733550	5300N9	115.58	Bearish
322850	5100N9		538750	5200N9	130.40	Bearish
20312700			23708950			
* Far Strike -- no implications as of now
5000 CEs have gone down whereas 5100 and 5200 have increased suggesting as of now that
we would not be able to cross 5000 on the downside.
Also 4900PEs are there in huge nos., 4800, 4700 & 4600 too are still there to protect any slide
BUT AGAIN
Markets have mind of their own and we can see covering and whhoooossshhh
AND AGAIN
We can see covering of the CEs and zzzzzooooooommmm 5300 in no time ....

So keep guessing ...

:rofl:
 

Similar threads