Day Trading Futures
- Thread starter manishchan
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Counters that showed Negative Returns -
If you look at the Justdial data in the sequence, you will observe that the IV has kept on increasing on a daily basis and it has almost doubled from 55 to 98 in the first 6 trading sessions of the current series. The price has dropped by 21 % and OI has increased by 50 % in the same time period.
In Hexaware, the second weakest performer so far, the IV has remained almost same and the biggest price move happened on 29 Apr -12 %, otherwise it has remained flat for the most time in current series.
Jindalsteel showed sharp down moves on 2 days -8% and -6% and on both those days the OI actually increased by 15 %, showing the formation of fresh short positions respectively. Its IV has also gone up but not shot up considerably as in Justdial case.
Adaniports has been a consistent under-performer showing negative moves on every single day and adding new OI on most days, showing new short formations as well. Total OI has gone up by 30 % so far. And its IV has been around 90 level on a daily basis, which is amongst the top IV these days.
DLF showed very flat moves on a daily basis, except on 30 Apr when it crashed 9 % but the OI has remained flat on most days, so no fresh short build up is seen. Although IV has shot up in the last 3 sessions from around 60 levels to 75 level today.
Now, looking at the counters that showed Positive Returns -
UPL is the top gainer, but its biggest move of 18 % up happened on 28 Apr when its OI actually fell by 16 % showing short covering. On a net basis also the OI has so far decreased by 6 % in the current series. So not much fresh long positions are created in this counter so far. The IV remained around 50 on most days.
IOB shot up by 13 % on 30 Apr with ten fold increase in volume and a massive buildup of 53 % in the OI on that date, showing a lot of fresh long positions build up. But on the next 2 days, some of that OI has got liquidated hinting towards profit booking. Although the net OI is still up massive 70 % so far in the current series, showing a lot of fresh positions still exists. The IV has shot up from 43 levels to the 76 level.
So far IOB, Justdial, CESC and HDIL has seen the maximum OI buildup in the current series of 50 % +
and M&MFIN, DrReddy and ZEEL have seen the maximum OI Liquidation.
Adanient, Adaniports, Adanipower, Unitech, HDIL and JPpower are the IV toppers having IV 80 +
If you look at the Justdial data in the sequence, you will observe that the IV has kept on increasing on a daily basis and it has almost doubled from 55 to 98 in the first 6 trading sessions of the current series. The price has dropped by 21 % and OI has increased by 50 % in the same time period.
In Hexaware, the second weakest performer so far, the IV has remained almost same and the biggest price move happened on 29 Apr -12 %, otherwise it has remained flat for the most time in current series.
Jindalsteel showed sharp down moves on 2 days -8% and -6% and on both those days the OI actually increased by 15 %, showing the formation of fresh short positions respectively. Its IV has also gone up but not shot up considerably as in Justdial case.
Adaniports has been a consistent under-performer showing negative moves on every single day and adding new OI on most days, showing new short formations as well. Total OI has gone up by 30 % so far. And its IV has been around 90 level on a daily basis, which is amongst the top IV these days.
DLF showed very flat moves on a daily basis, except on 30 Apr when it crashed 9 % but the OI has remained flat on most days, so no fresh short build up is seen. Although IV has shot up in the last 3 sessions from around 60 levels to 75 level today.
Now, looking at the counters that showed Positive Returns -
UPL is the top gainer, but its biggest move of 18 % up happened on 28 Apr when its OI actually fell by 16 % showing short covering. On a net basis also the OI has so far decreased by 6 % in the current series. So not much fresh long positions are created in this counter so far. The IV remained around 50 on most days.
IOB shot up by 13 % on 30 Apr with ten fold increase in volume and a massive buildup of 53 % in the OI on that date, showing a lot of fresh long positions build up. But on the next 2 days, some of that OI has got liquidated hinting towards profit booking. Although the net OI is still up massive 70 % so far in the current series, showing a lot of fresh positions still exists. The IV has shot up from 43 levels to the 76 level.
So far IOB, Justdial, CESC and HDIL has seen the maximum OI buildup in the current series of 50 % +
and M&MFIN, DrReddy and ZEEL have seen the maximum OI Liquidation.
Adanient, Adaniports, Adanipower, Unitech, HDIL and JPpower are the IV toppers having IV 80 +
Last edited:
US treasury estimates that Russia may lose $100bn in investments this year
http://www.forexlive.com/blog/2014/...se-100bn-in-investments-this-year-5-may-2014/
http://www.forexlive.com/blog/2014/...se-100bn-in-investments-this-year-5-may-2014/
If any friend want to scan the futures and options data according to some specific parameter conditions based on Price, OI, Vol, IV, Greeks etc. then put your request here. I will try to dig in and paste those scan results in this thread. 
I was searching for a paid source for such kind of data for backtesting but not able to find anything credible.
Thanks.
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