NIFTY 50 future TRENDS-Part 2

[essem]

I have observing that extensive calls were getting added at start of series.Now that cant be writing it has to be accumulation or am i missing something.

As per my experiences Our Market is Good for Writing only. Major Breakout happens twice or thrice in a year wrest all options end up with ZERO premium.

 

[bigbullinside]

As per my experiences Our Market is Good for Writing only. Major Breakout happens twice or thrice in a year wrest all options end up with ZERO premium.

True that.
I will be uploading the back-tested results of holding an ATM strangle strategy for nifty from 2005.
I have completed it till 2008, and the results so far are not encouraging as we had a massive rally in 2007 and a similar fall in 2008.
But let's see the performance of the strategy till now and then take a call.
One thing that I have noticed though is that whenever the straddle premium of immediate OTM strikes rises by more than 100%, there is a really very good chance of the strangle for the next series working in your favour.
Still it doesn't have a 100% strike rate.
Feel free to share any nifty option strategies that you guys use on a regular basis.

 

[SEVEN STAR]

Closing price.....5905
spot nifty expected range on expiry day..between 5880..5930
Nov. spot closing on expiry day was..5825.. through this month this bottom was respected.
any close below 5825 may change the trend during next month ........
and on the up side 5965 top made in Dec..is res.beyond that 6003...6060 expected
all spot levels..

 

[jamit_05]

Jan Fut are at a 50 points premium... isn't that too much... !!

 

[Sultaan]

Jan Fut are at a 50 points premium... isn't that too much... !!

its been that way since sept...

 

[jamit_05]

its been that way since sept...

It was around 30 earlier... now it seem excessive. This means, either a huge breakout is on the cards or a deep correction. Whatever happens, Jan is likely to show something big.

 

[essem]

As per Data shows 5900 CE will end up with 0 and 5900 PE too market may expire 5900 level spot. its my opinion pls check the OI status.

 

[Sultaan]

It was around 30 earlier... now it seem excessive. This means, either a huge breakout is on the cards or a deep correction. Whatever happens, Jan is likely to show something big.

u r mistaken since last 3/4 months diff between spot & next month has been 50/60 consistently... after expiry it comes down to 30/40 after mid month comes down to 20/25... please check b4 ....

 

[jamit_05]

u r mistaken since last 3/4 months diff between spot & next month has been 50/60 consistently... after expiry it comes down to 30/40 after mid month comes down to 20/25... please check b4 ....

So in the last few days, before expiry it is at the highest... hmmm...

 

[SEVEN STAR]

nf.. Breaks..5909..5890..5970
break out only above 5927.