BankNifty PUTs & CALLs

[columbus]

MAR.7 Mar-series day.6 BANKNIFTY=11884(606)

The Expected Zone has moved UP to (11600~12200) from (10900~11700).
What a move !!!!Yesterday's upper range has become today's lower range,almost.

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...4(prev:6)        16K (Prev:18K)           ------ (Prev: 17.50)
PUT....4(prev:4)        51K (Prev:54K )          26.16 (Prev: 21.26)
(Strikes as shown in the chart)

Current position is indicated in the chart.

Can anybody throw light on the values in Blue Rectangular Boxes(In the CALL window)? Or just a typo.

 

[Gandhar.]

Re: MAR.7 Mar-series day.6 BANKNIFTY=11884(606)

Can anybody throw light on the values in Blue Rectangular Boxes(In the CALL window)? Or just a typo.

probably they were not traded before so can call that as a typo

 

[columbus]

MAR.10 Mar-series day.7 BANKNIFTY=12108(224)

The Expected Zone has moved UP to (11900~12500) from (11600~12200).

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...5(prev:4)        48K (Prev:16K)           27.05 (Prev: ----)
PUT....3(prev:4)        44K (Prev:51K )          28.04 (Prev: 26.16)
(Strikes as shown in the chart)

Current position is indicated in the chart.

 

[columbus]

MAR.11 Mar-series day.8 BANKNIFTY=12043(-65)

The Expected Zone has condensed to (11900~12400) from (11900~12500).

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...5(prev:5)         2K (Prev:48K)           29.04 (Prev:27.05)
PUT....2(prev:3)        20K (Prev:44K )          28.89 (Prev: 28.04)
(Strikes as shown in the chart)

Current position is indicated in the chart.

 

[columbus]

MAR.12 Mar-series day.9 BANKNIFTY=12024(-19)

The Expected Zone has condensed to (11800~12400) from (11900~12400).

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...5(prev:5)         12K (Prev:2K)            28.41 (Prev:29.04)
PUT....3(prev:2)        18K (Prev:20K )          27.68 (Prev: 28.89)
(Strikes as shown in the chart)

Current position is indicated in the chart.

 

[columbus]

MAR.13 Mar-series day.10 BANKNIFTY=12141 (117)

The Expected Zone has moved UP to (11900~12500) from (11800~12400).

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...5(prev:5)         3K (Prev:12K)            25.83 (Prev:28.41)
PUT....3(prev:3)         32K (Prev:18K )          27.59 (Prev: 27.68)
(Strikes as shown in the chart)

Current position is indicated in the chart.

 

[columbus]

MAR.14 Mar-series day.11 BANKNIFTY=12056 (-85)

The Expected Zone has condensed to (11900~12300) from (11900~12500).

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...5(prev:5)         34K (Prev:3K)            27.76 (Prev:25.83)
PUT....3(prev:3)         7K (Prev:32K )           23.37 (Prev: 27.59)
(Strikes as shown in the chart)

Current position is indicated in the chart.

 

[columbus]

MAR.18 Mar-series day.12 BANKNIFTY=12115 (59)

The Expected Zone has EXPANDED to (11900~12400) from (11900~12300).

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...4(prev:5)         9K (Prev:34K)            28.34 (Prev:27.76)
PUT....3(prev:3)         58K (Prev:7K )           24.55 (Prev: 23.37)
(Strikes as shown in the chart)

Current position is indicated in the chart.

 

[columbus]

MAR.19 Mar-series day.13 BANKNIFTY=12187 (72)

The Expected Zone has moved UP to (12000~12500) from (11900~12400).

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...4(prev:4)         37K (Prev:9K)              29.24 (Prev:28.34)
PUT....3(prev:3)         52K (Prev:58K )           24.95 (Prev: 24.55)
(Strikes as shown in the chart)

Current position is indicated in the chart.

 

[run_run]

how to trade for this strategy ???