BankNifty PUTs & CALLs

[columbus]

FEB.20 feb-series day.15 BANKNIFTY=10428 (-181)

The Expected Zone has moved DOWN to (10200~10700) from (10300~10900).

We follow the PUT and CALL windows with the boundaries, as :


DAY		        LOW~HIGH
=======                 =========	
1  to 6           	50Rs to 500Rs
7  to 11	        40Rs to 400Rs
12 to 16                35Rs to 350Rs
17 to END          	30~15Rs to 300~150RS

This is not based on ANY formula , but on just observations of last few days.

Bold indicate Open Interest over 50k.(Open interest-TODAY)
Italic indicate Open Interest over -50k.(Open Interest-TODAY)

STRIKES in the Zone  Average Open Interest    Implied Volatility
CALL...4(prev:4)        29K (Prev:68K)           24.20 (Prev: 20.78)
PUT....3(prev:4)        16K (Prev:42K )          24.14 (Prev: 23.21)
(Strikes as shown in the chart)

Current position is indicated in the chart.

 

[columbus]

FEB.21 feb-series day.16 BANKNIFTY=10554(126)

The Expected Zone has moved UP to (10300~10800) from (10200~10700).

We follow the PUT and CALL windows with the boundaries, as :


DAY		        LOW~HIGH
=======                 =========	
1  to 6           	50Rs to 500Rs
7  to 11	        40Rs to 400Rs
12 to 16                35Rs to 350Rs
17 to END          	30~15Rs to 300~150RS

This is not based on ANY formula , but on just observations of last few days.

Bold indicate Open Interest over 50k.(Open interest-TODAY)
Italic indicate Open Interest over -50k.(Open Interest-TODAY)

Current position is indicated in the chart.

 

[columbus]

FEB.24 feb-series day.17 BANKNIFTY=10683(129)

The Expected Zone has CONDENSED to (10500~10800) from (10300~10800).

We follow the PUT and CALL windows with the boundaries, as :


DAY		        LOW~HIGH
=======                 =========	
1  to 6           	50Rs to 500Rs
7  to 11	        40Rs to 400Rs
12 to 16                35Rs to 350Rs
17 to END          	30~15Rs to 300~150RS

This is not based on ANY formula , but on just observations of last few days.

Bold indicate Open Interest over 50k.(Open interest-TODAY)
Italic indicate Open Interest over -50k.(Open Interest-TODAY)

Current position is indicated in the chart.

 

[columbus]

FEB.25 feb-series day.18 BANKNIFTY=10667(-16)

The Expiry Zone has not moved from (10500~10800).

We follow the PUT and CALL windows with the boundaries, as :


DAY		        LOW~HIGH
=======                 =========	
1  to 6           	50Rs to 500Rs
7  to 11	        40Rs to 400Rs
12 to 16                35Rs to 350Rs
17 to END          	30~15Rs to 300~150RS

This is not based on ANY formula , but on just observations of last few days.

Bold indicate Open Interest over 50k.(Open interest-TODAY)
Italic indicate Open Interest over -50k.(Open Interest-TODAY)

Current position is indicated in the chart.

 

[columbus]

FEB.26 feb-series day.19 BANKNIFTY=10730(63)

BankNifty ended at 10730.

MARCH series
===========

 

[columbus]

FEB.28 Mar-series day.1 BANKNIFTY=10764(34)

The Expected Zone is at (10300~11200).

We follow the PUT and CALL windows with the boundaries, as :


DAY		        LOW~HIGH
=======                 =========	
1  to 6           	50Rs to 500Rs
7  to 11	        40Rs to 400Rs
12 to 16                35Rs to 350Rs
17 to END          	30~15Rs to 300~150RS

This is not based on ANY formula , but on just observations of last few days.

Bold indicate Open Interest over 50k.(Open interest-TODAY)
Italic indicate Open Interest over -50k.(Open Interest-TODAY)

STRIKES in the Zone  Average Open Interest    Implied Volatility
CALL...6(prev:-)        30K (Prev:--K)           17.60 (Prev: -----)
PUT....5(prev:-)        36K (Prev:--K )          22.51 (Prev: -----)
(Strikes as shown in the chart)

Current position is indicated in the chart.

 

[columbus]

MAR.3 Mar-series day.2 BANKNIFTY=10652(-112)

The Expected Zone has condensed to (10300~11000) from (10300~11200).

We follow the PUT and CALL windows with the boundaries, as :


DAY		                 LOW~HIGH
=======                          =========	
1  to 6           	Approx...50Rs to 500Rs
7  to 11	        Approx...40Rs to 400Rs
12 to 16                Approx...35Rs to 350Rs
17 to END          	Approx...30~15Rs to 300~150RS

This is not based on ANY formula , but on just observations of last few days.

Bold indicate Open Interest over 50k.(Open interest-TODAY)
Italic indicate Open Interest over -50k.(Open Interest-TODAY)

STRIKES in the Zone  Average Open Interest    Implied Volatility
CALL...5(prev:6)        27K (Prev:30K)           18.28 (Prev: 17.60)
PUT....4(prev:5)        14K (Prev:36K )          25.77 (Prev: 22.51)
(Strikes as shown in the chart)

Current position is indicated in the chart.

 

[columbus]

MAR.4 Mar-series day.3 BANKNIFTY=10929(277)

The Expected Zone has moved UP to (10600~11400) from (10300~11000).

We follow the PUT and CALL windows with the boundaries, as :


DAY		                 LOW~HIGH
=======                          =========	
1  to 6           	Approx...50Rs to 500Rs
7  to 11	        Approx...40Rs to 400Rs
12 to 16                Approx...35Rs to 350Rs
17 to END          	Approx...30~15Rs to 300~150RS

This is not based on ANY formula , but on just observations of last few days.

Bold indicate Open Interest over 50k.(Open interest-TODAY)
Italic indicate Open Interest over -50k.(Open Interest-TODAY)

STRIKES in the Zone  Average Open Interest    Implied Volatility
CALL...6(prev:5)        27K (Prev:27K)           18.19 (Prev: 18.28)
PUT....4(prev:4)        36K (Prev:14K )          22.02 (Prev: 25.77)
(Strikes as shown in the chart)

Current position is indicated in the chart.

 

[columbus]

MAR.5 Mar-series day.4 BANKNIFTY=11099(170)

The Expected Zone has moved UP to (10700~11500) from (10600~11400).

We follow the PUT and CALL windows with the boundaries, as :


DAY		                 LOW~HIGH
=======                          =========	
1  to 6           	Approx...50Rs to 500Rs
7  to 11	        Approx...40Rs to 400Rs
12 to 16                Approx...35Rs to 350Rs
17 to END          	Approx...30~15Rs to 300~150RS

This is not based on ANY formula , but on just observations of last few days.

Bold indicate Open Interest over 50k.(Open interest-TODAY)
Italic indicate Open Interest over -50k.(Open Interest-TODAY)

STRIKES in the Zone  Average Open Interest    Implied Volatility
CALL...5(prev:6)        19K (Prev:27K)           16.69 (Prev: 18.19)
PUT....5(prev:4)        44K (Prev:36K )          21.41 (Prev: 22.02)
(Strikes as shown in the chart)

Current position is indicated in the chart.

DOWNWARD movement ???? (personal view)

 

[columbus]

MAR.6 Mar-series day.5 BANKNIFTY=11278(179)

The Expected Zone has moved UP to (10900~11700) from (10700~11500).

We follow the PUT and CALL windows with the boundaries, as :


DAY		                 LOW~HIGH
=======                          =========	
1  to 6           	Approx...50Rs to 500Rs
7  to 11	        Approx...40Rs to 400Rs
12 to 16                Approx...35Rs to 350Rs
17 to END          	Approx...30~15Rs to 300~150RS

This is not based on ANY formula , but on just observations of last few days.

Bold indicate Open Interest over 50k.(Open interest-TODAY)[If any]
Italic indicate Open Interest over -50k.(Open Interest-TODAY)[If any]

STRIKES in the Zone  Average Open Interest    Implied Volatility
CALL...6(prev:5)        18K (Prev:19K)           17.50 (Prev: 16.69)
PUT....4(prev:5)        54K (Prev:44K )          21.26 (Prev: 21.41)
(Strikes as shown in the chart)

Current position is indicated in the chart.