BankNifty PUTs & CALLs

[columbus]

June13 June-series Day.11 BankNifty= 15107 (-358)

The Expected Zone has moved DOWN to (15000~15500) from (15400~15700).
Please note that range boundaries changed to 40~400,in keeping with Time Decay.

 

[columbus]

June.16 June-series Day.12 BankNifty= 15030 (-77)

The Expected Zone has condensed (15000~15200) from (15000~15500).
Please note that range boundaries changed to 35~350,in keeping with Time Decay.

 

[columbus]

June.17 June-series Day.13 BankNifty= 15373 (343)

The Expected Zone has moved UP (15300~15600) from (15000~15200).
Please note that range boundaries changed to 35~350,in keeping with Time Decay.

 

[columbus]

June.19 June-series Day.15 BankNifty= 15067 (-153)

The Expected Zone is at (14900~15300).
Please note that range boundaries changed to 35~350,in keeping with Time Decay.

 

[columbus]

June.20 June-series Day.16 BankNifty= 14998 (-69)

The Expected Zone has expanded downwards to (14800~15300) from(14900~15300).

 

[timepass]

Re: June.20 June-series Day.16 BankNifty= 14998 (-69)

Very serious time decay.. specially in 14800PE (considering that it was a bearish day). And look at the spike in 15700PE (32% up) !!

 

[columbus]

Re: June.20 June-series Day.16 BankNifty= 14998 (-69)

Very serious time decay.. specially in 14800PE (considering that it was a bearish day). And look at the spike in 15700PE (32% up) !!

@timepass,

True.The Open Interest in Bank Nifty options is so LOW, it may be OK sometimes ,not always.
Whereas Open Interest in Nifty Options is very HIGH (Lakhs/Millions),hence the direction is better placed than BNF.

 

[columbus]

June.23 June-series Day.17 BankNifty= 15076 (78)

The Expected Zone has condensed UPwards to (15000~15300) from(14800~15300).
The boundaries is defined as 20~200 in keeping with time decay.

 

[columbus]

June.24 June-series Day.18 BankNifty= 15309 (233)

The Expected Zone has moved UPwards to (15200~15500) from(15000~15300).The boundaries is defined as 20~200 in keeping with time decay.

 

[timepass]

Re: June.24 June-series Day.18 BankNifty= 15309 (233)

The Expected Zone has moved UPwards to (15200~15500) from(15000~15300).The boundaries is defined as 20~200 in keeping with time decay.

Theta at work.. the puts lost heavily while the gain in the calls was not commensurate with a 233 pts rise. I guess the calls will be losing tomorrow