Options - My way of looking at it

[TradeOptions]

And if anyone was holding any kind of Futures or Options contracts on the last election results date, then please share the experience. Hopefully you were on the right side of the Upper Circuit.

 

[TradeOptions]

Is there any method by which we can search for the posts that were made in the Options Segment of Traderji on 18 May 2009 ?

It would be interesting to see those posts now. If someone knows how to do it then please tell.

Thanks and regards

 

[TradeOptions]

ok, I was able to find it myself by just checking out the old pages one by one. But strangely there is not even a single thread in the Options Segment in May 2009 for the election results related trades. :annoyed:

 

[pratapvb]

just play the trend but don't play it with futures around a news event as huge moves could be damaging if against

 

[jamit_05]

Where does the Max Pain stand now, so that one can track expiry.

 

[Kavipriy]

Where does the Max Pain stand now, so that one can track expiry.

http://www.traderji.com/members-discussion-forums/93070-bank-nifty-i-see.html#post949169

 

[pratapvb]

FYI the 6500 straddle is now 84 pts....thinking of getting into it again...and reviewing on monday after taking the weekend decay...as mkt still around 6500

6500 straddle now 107 with 6500 PE at 7....have squared off 6500 PE leg....and that leaves the 6500 CE leg exposed....will close that if goes above 125+.......in the meanwhile bought 6500 PE @7 creating a synthetic short with 6500 PE buy and 6500 CE sell

 

[PankajC]

Hello ladies and gentlemen, I have recently joined this forum and am doing paper trades to hone by Options skills. One question, I read in this forum that ATM functions have Beta of 0.5 This should mean that ATM strike should move half of the index movement, but it doesn't always happen so. IV perhaps should play a role in it. Could you pls clarify how much the beta could vary with IV (or other factors)?

 

[pratapvb]

Hello ladies and gentlemen, I have recently joined this forum and am doing paper trades to hone by Options skills. One question, I read in this forum that ATM functions have Beta of 0.5 This should mean that ATM strike should move half of the index movement, but it doesn't always happen so. IV perhaps should play a role in it. Could you pls clarify how much the beta could vary with IV (or other factors)?

ATM options have a delta of 0.5

however has underlying moves how much it moves will also be dependent on gamma which is rate of change of delta....so as price moves delta is also changing...and close to expiry...delta quickly becomes close to 1 few pts away from ATM

 

[PankajC]

Thank you Pratap ji. Also, I am trying to judge the intraday trend of Nifty... Have observed that around 75% cases, we can estimate the movement by tracking NIfty upto 10 AM. But this is based only on last month's intraday charts, which I downloaded each day. Is there a site which can provide intraday charts for historical dates? What I could get was the candle sticks only, which doen't show the transient behaviour during daytime. If I can get this historical intraday charts, I'll document the success rate in tracking and share in this forum. Kindly suggest where these charts are available.