Day Trading Futures

[nirav_j]

ore baba .. 8132.4 was the level to look out for, thats been breached in the last 9 mins ... adjusted close can still be below ..

okay, closed at 8130.70 ...:thumb:
if no downside follow through tomo, i'll close my (small) Put position ..

havent been able to trade properly due to personal commitments since the past cpl weeks ...
Hope things are sorted soon, targeting next week to start on a fresh note ..
think id do well to start a journal .. :!

 

[timepass]

USDINR spot is at 60.39, sept.futures at 60.69

Now, it seems to me that the PEs are trading a heavy discount to the spot value, as compared to the CEs. Does it mean that the market does not have enough confidence in the PEs ?

I guess the market did not have much confidence in USDINR PEs. Maybe the steadily rising dollar index, though it didn't have much effect on the rupee, weighed down on the options.

With the rupee depreciation in the last 2 days, the CEs seem to have become multibaggers, while the PEs are still muted. Maybe there is more upside to the USD. 61.25 PE is at par.

I have noticed this earlier in the nifty during the current uptrend. If the ITM PEs do not have any significant premium, it results in the scrip going up. Something to remember, maybe act on, in the future.

 

[Somatung]

I have noticed this earlier in the nifty during the current uptrend. If the ITM PEs do not have any significant premium, it results in the scrip going up. Something to remember, maybe act on, in the future.

Itm puts in todays Nifty option matrix do not show significant premium compare to the itm calls. Even if the IV is included in the pricing (and the IV on the put side for the itm options is lower compare to the itm option call side), the different seems to be quit significant even also the atm and otm puts do also look significantly lower priced. Let's watch it in the future and combine it with the moves in Nifty. Surely interesting. :thumb:

September 2014 option matrix from Nifty:

 

[timepass]

Itm puts in todays Nifty option matrix do not show significant premium compare to the itm calls. Even if the IV is included in the pricing (and the IV on the put side for the itm options is lower compare to the itm option call side), the different seems to be quit significant even also the atm and otm puts do also look significantly lower priced. Let's watch it in the future and combine it with the moves in Nifty. Surely interesting. :thumb:

Yes, of course, the picture is different at this time. I made my observation about the PEs 2-3 months ago. I guess the upward momentum was stronger at that time. We may notice it again in the expiry week.

 

[LivetoTrade]

Trinity College Library, Dublin, Ireland

 

[nirav_j]

^kadak ..:thumb:

 

[vas2009]

last trade hit sl..

Red ledger after long time on End of the daybase

Same trade for me also and as usual SL hit

 

[niftydatamagic]

It will tank as well.

In coming days, might be tomorrow, hangover impact (fall) might get started.

Perhaps you are short in BNF, thus saying so. :lol:
But today it stood like a khambha, as said by Timepass bro.

 

[niftydatamagic]

NF trend ↑

tgt > 8222




mkt resting in 'peace' 2day

Sudoku bro
Kya 8222 milega, in this week

 

[niftydatamagic]

yahan wale waha gaye sir ..

JT of iCharts fame I believe ... Crystal ball owner posts there now ..

Crystal ball, Icharts, yahan wale
Nirav bro, you wrote some posts on that page. But totally confused, what you are writing about.
What is this crystal ball, yahan wale
Please clear this confusion
Thanks