PUT and CALL options

[columbus]

Yes. But even bear market rallies can be sharp. Also, the markets are oversold worldwide, and one by one the governments are offering stimulus of some sort or the other. I think that even today's rally was on the hopes of stimulus. Mind you, the rupee closed higher than yesterday.

The gain of 6 points by Nifty is insignificant , but it moved the Expected Zone
by 100 points DOWN from (5100~4800) to (5100~4700).Anyway ,it is too early to predict.

 

[timepass]

ROC has turned back to negative in last 2 sessions. TRIX is moving up. I don't understand TRIX much, but am observing it. The BB is very narrow and VIX is high. Let's see where this cocktail is leading to.

 

[columbus]

JUN series DAY-3 Nifty=4863(15)

The Expected Zone continued to be (4700~5100).

In this zone on CALL side & on PUT side Today's OI is rather mixed
,but OI of today of 4900CE and 5000CE are rather significant.

But the sentiment is Bearish.

Delta

The option's delta is the rate of change of the price of the option
with respect to its underlying security's price. The delta of an option
ranges in value from 0 to 1 for calls (0 to -1 for puts) and reflects
the increase or decrease in the price of the option in response to a
1 point movement of the underlying asset price.

Far out-of-the-money options have delta values close to 0 while deep
in-the-money options have deltas that are close to 1.
(Courtesy:theoptionsguide.com)


In this JUN series we have 1 DOWN and 2 UP days:
DUU

 

[timepass]

Today, there was a lot of action in 4900CE and 4700/4800PE. The PEs haven't suffered much decay.

 

[columbus]

Today, there was a lot of action in 4900CE and 4700/4800PE. The PEs haven't suffered much decay.

Theta (Time Decay) comes into picture after mid-series in most of the cases.
Even tough it will there before that ,it is hardly felt HARD.After that it is felt
in bad way because ,even-though NIFTY rises/falls by 100 points ,your options
move hardly 5 points or so , either way.

 

[columbus]

JUN series DAY-4 Nifty=4997(134)

Expected Zone moved to (4800~5100).The topside ,that is ,5100 remained
stagnant Today & Yesterday ,even though NIFTY moved massive 134 points.
The LOWER side ,moved up from 4700 to 4800.The strike 5300 came into
Black Font.(Rather became ACTIVE)

Both CALL and PUT side ,Today's OI is mixed but OI on PUT side 4800PE,4900
PE and 5000PE added 2M,1.4M and 0.88M respectively, on today alone and
they are significant.

Delta

The option's delta is the rate of change of the price of the option
with respect to its underlying security's price. The delta of an option
ranges in value from 0 to 1 for calls (0 to -1 for puts) and reflects
the increase or decrease in the price of the option in response to a
1 point movement of the underlying asset price.

Far out-of-the-money options have delta values close to 0 while deep
in-the-money options have deltas that are close to 1.
(Courtesy:theoptionsguide.com)

In this JUN series we have 1 DOWN and 3 UP days:
DUUU

 

[vikrit]

@columbus

checking old posts, some images not working in this, and old thread. and also in between you were not posting. do you have all these option chain images since start till now, if yes can you please upload as a zip?

 

[columbus]

@columbus

checking old posts, some images not working in this, and old thread. and also in between you were not posting. do you have all these option chain images since start till now, if yes can you please upload as a zip?

@vikrit
checking old posts, some images not working in this,
Basically the website (tinypic. com) disables some pictures from time to time,
may be for maintenance, in this way ,some pictures do not show up.
in between you were not posting
In the month of April , I did not post,as I took rest as per Doctor advice.
Even now ,I am not posting PICTURES on some of the threads as they involve
GRAPHICS.(A boarder "timepass" is taking care of the threads).Since this post
does not involve much Graphics ,I am continuing......
do you have all these option chain images since start till now, if yes can you please upload as a zip?
Every month I delete all pictures of previous series on my computer because
though they occupy little space.In case of any reference ,I refer to
traderji .com anyway.

 

[vikrit]

@vikrit
......................

thanks for reply. i was talking about only option chain images posted in option threads (this one and linkon's one). its ok if you have deleted. take care.

 

[columbus]

JUN series DAY-5 Nifty=5050(53)

In this JUN series we have 1 DOWN and 4 UP days as follows.
DUUUU

(On further opening, individual strike 5000 showed different values on NSE)

Expected Zone is continued to be in the range (4800~5100).
The topside 5100 remained for last 3 days ,though NIFTY moved
by 53 points. The LOWER side is stagnant at 4800.

Both CALL and PUT side ,Today's OI is mixed but OI on PUT side 4900 PE
and 5000PE added 1.2M and 0.77M respectively, they are significant.

When the Series started we had 6 PUT strikes (4200~4700) outside the Expected Zone
but it has reduced to 2 strikes now (4600 & 4700).

Delta

The option's delta is the rate of change of the price of the option
with respect to its underlying security's price. The delta of an option
ranges in value from 0 to 1 for calls (0 to -1 for puts) and reflects
the increase or decrease in the price of the option in response to a
1 point movement of the underlying asset price.

Far out-of-the-money options have delta values close to 0 while deep
in-the-money options have deltas that are close to 1.
(Courtesy:theoptionsguide.com)