PUT and CALL options
- Thread starter columbus
- Start date
JUL series Day-3 Nifty=5288 (9)
In this JUL series we have 2 UP & 1 NO change day as follows:
UNU
The Expected Zone is continued to be 5000~5500.
The significant additions/sheddings in this zone ,are indicated in the chart.
PCR:
It is the ratio of the volume of put options traded to the volume of call
options traded.Some believe that a high PCR means more number of Puts
have been written and markets should go ahead.Others believe in entire
opposite view.Same thing holds good in case of OPEN INTEREST also.
In this JUL series we have 2 UP & 1 NO change day as follows:
UNU
The Expected Zone is continued to be 5000~5500.
The significant additions/sheddings in this zone ,are indicated in the chart.
PCR:
It is the ratio of the volume of put options traded to the volume of call
options traded.Some believe that a high PCR means more number of Puts
have been written and markets should go ahead.Others believe in entire
opposite view.Same thing holds good in case of OPEN INTEREST also.
Last edited:
JUL series Day-4 Nifty=5303 (15)
In this JUL series we have 3 UP & 1 NO change day as follows:
UNUU
The Expected Zone is continued to be 5000~5500.
The significant additions in this zone ,are indicated in the chart.
PCR:
It is the ratio of the volume of put options traded to the volume of call
options traded.Some believe that a high PCR means more number of Puts
have been written and markets should go ahead.Others believe in entire
opposite view.Same thing holds good in case of OPEN INTEREST also.
In this JUL series we have 3 UP & 1 NO change day as follows:
UNUU
The Expected Zone is continued to be 5000~5500.
The significant additions in this zone ,are indicated in the chart.
PCR:
It is the ratio of the volume of put options traded to the volume of call
options traded.Some believe that a high PCR means more number of Puts
have been written and markets should go ahead.Others believe in entire
opposite view.Same thing holds good in case of OPEN INTEREST also.
Last edited:
JUL series Day-5 Nifty=5327 (24)
In this JUL series we have 4 UP & 1 NO change day as follows:
UNUUU
The Expected Zone is continued to be 5000~5500.
The significant additions in this zone ,are indicated in the chart.
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.
In this JUL series we have 4 UP & 1 NO change day as follows:
UNUUU
The Expected Zone is continued to be 5000~5500.
The significant additions in this zone ,are indicated in the chart.
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.
JUL series Day-6 Nifty=5317 (-10)
In this JUL series we have 4 UP ,1 NO change and 1DOWN days as follows:
UNUUUD
For the first time in this series we have expiry zone rather quick after 5 days
only.
The Expiry Zone has the range 5100~5500.
The significant additions in this zone ,are indicated in the chart.
OI is rather mixed in both PUT as well as CALL windows.
Looks like 5500 is firmly fixed as Resistance Area in this series.
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.
In this JUL series we have 4 UP ,1 NO change and 1DOWN days as follows:
UNUUUD
For the first time in this series we have expiry zone rather quick after 5 days
only.
The Expiry Zone has the range 5100~5500.
The significant additions in this zone ,are indicated in the chart.
OI is rather mixed in both PUT as well as CALL windows.
Looks like 5500 is firmly fixed as Resistance Area in this series.
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.
Last edited:
JUL series Day-7 Nifty=5275 (-42)
In this JUL series we have 4 UP ,1 NO change and 2DOWN days as follows:
UNUUUDD
Now the Expiry zone has turned into Expected Zone ,which stands at
(5000~5400).5500PE has gone out of the PUT window.
The significant additions in this zone ,are indicated in the chart.
OI is rather mixed in both PUT as well as CALL windows.
5300CE and 5400CE has shown good amount of OI addition.
PCR:
It is the ratio of the volume of put options traded to the volume of call
options traded.Some believe that a high PCR means more number of Puts
have been written and markets should go ahead.Others believe in entire
opposite view.Same thing holds good in case of OPEN INTEREST also.
In this JUL series we have 4 UP ,1 NO change and 2DOWN days as follows:
UNUUUDD
Now the Expiry zone has turned into Expected Zone ,which stands at
(5000~5400).5500PE has gone out of the PUT window.
The significant additions in this zone ,are indicated in the chart.
OI is rather mixed in both PUT as well as CALL windows.
5300CE and 5400CE has shown good amount of OI addition.
PCR:
It is the ratio of the volume of put options traded to the volume of call
options traded.Some believe that a high PCR means more number of Puts
have been written and markets should go ahead.Others believe in entire
opposite view.Same thing holds good in case of OPEN INTEREST also.
JUL series Day-8 Nifty=5345 (70)
In this JUL series we have 4 UP ,1 NO change and 2DOWN days as follows:
UNUUUDDU
Now the Expiry zone stands at (5200~5400) all of a sudden.
OI is rather mixed in both CALL window but only addition in PUT window.
The significant additions in this zone ,are indicated in the chart.
PCR:
It is the ratio of the volume of put options traded to the volume of call
options traded.Some believe that a high PCR means more number of Puts
have been written and markets should go ahead.Others believe in entire
opposite view.Same thing holds good in case of OPEN INTEREST also.
In this JUL series we have 4 UP ,1 NO change and 2DOWN days as follows:
UNUUUDDU
Now the Expiry zone stands at (5200~5400) all of a sudden.
OI is rather mixed in both CALL window but only addition in PUT window.
The significant additions in this zone ,are indicated in the chart.
PCR:
It is the ratio of the volume of put options traded to the volume of call
options traded.Some believe that a high PCR means more number of Puts
have been written and markets should go ahead.Others believe in entire
opposite view.Same thing holds good in case of OPEN INTEREST also.
JUL series Day-9 Nifty=5306 (-39)
In this JUL series we have 5 UP ,1 NO change and 3 DOWN days as follows:
UNUUUDDUD
Now the Expiry zone stands at (5100~5400).
OI is rather mixed in both CALL window & in PUT window.
The significant additions in this zone ,are indicated in the chart.
[Individual strikes showed different values on further expansion,in NSE site]
5500PE has total OI at 8.9L and 4900CE has total OI at 5.5 L.
The chances of PUT window ,further expanding are more.This will happen only
if NIFTY moves upwards.
Gamma
The option's gamma is a measure of the rate of change of its delta.
The gamma of an option is expressed as a percentage and reflects
the change in the delta in response to a one point movement of the
underlying stock price.
Like the delta, the gamma is constantly changing, even with tiny
movements of the underlying stock price. It generally is at its peak
value when the stock price is near the strike price of the option
and decreases as the option goes deeper into or out of the money.
Options that are very deeply into or out of the money have gamma
values close to 0.
(courtesy:theoptionguide.com)
In this JUL series we have 5 UP ,1 NO change and 3 DOWN days as follows:
UNUUUDDUD
Now the Expiry zone stands at (5100~5400).
OI is rather mixed in both CALL window & in PUT window.
The significant additions in this zone ,are indicated in the chart.
[Individual strikes showed different values on further expansion,in NSE site]
5500PE has total OI at 8.9L and 4900CE has total OI at 5.5 L.
The chances of PUT window ,further expanding are more.This will happen only
if NIFTY moves upwards.
Gamma
The option's gamma is a measure of the rate of change of its delta.
The gamma of an option is expressed as a percentage and reflects
the change in the delta in response to a one point movement of the
underlying stock price.
Like the delta, the gamma is constantly changing, even with tiny
movements of the underlying stock price. It generally is at its peak
value when the stock price is near the strike price of the option
and decreases as the option goes deeper into or out of the money.
Options that are very deeply into or out of the money have gamma
values close to 0.
(courtesy:theoptionguide.com)
JUL series Day-10 Nifty=5235 (-71)
In this JUL series we have 5 UP ,1 NO change and 4 DOWN days as follows:
UNUUUDDUDD
Now the Expiry zone stands at (5100~5400). Personally I feel ,we are heading
for 5300+ expiry.
OI is rather mixed in both CALL window & in PUT window.
The significant additions/sheddings in this zone ,are indicated in the chart.
5500PE strike's Total OI has further reduced to 7.3L.
Gamma
The option's gamma is a measure of the rate of change of its delta.
The gamma of an option is expressed as a percentage and reflects
the change in the delta in response to a one point movement of the
underlying stock price.
Like the delta, the gamma is constantly changing, even with tiny
movements of the underlying stock price. It generally is at its peak
value when the stock price is near the strike price of the option
and decreases as the option goes deeper into or out of the money.
Options that are very deeply into or out of the money have gamma
values close to 0.
(courtesy:theoptionguide.com)
In this JUL series we have 5 UP ,1 NO change and 4 DOWN days as follows:
UNUUUDDUDD
Now the Expiry zone stands at (5100~5400). Personally I feel ,we are heading
for 5300+ expiry.
OI is rather mixed in both CALL window & in PUT window.
The significant additions/sheddings in this zone ,are indicated in the chart.
5500PE strike's Total OI has further reduced to 7.3L.
Gamma
The option's gamma is a measure of the rate of change of its delta.
The gamma of an option is expressed as a percentage and reflects
the change in the delta in response to a one point movement of the
underlying stock price.
Like the delta, the gamma is constantly changing, even with tiny
movements of the underlying stock price. It generally is at its peak
value when the stock price is near the strike price of the option
and decreases as the option goes deeper into or out of the money.
Options that are very deeply into or out of the money have gamma
values close to 0.
(courtesy:theoptionguide.com)
JUL series Day-11 Nifty=5227 (-8)
In this JUL series we have 5 UP ,1 NO change and 5 DOWN days as follows:
UNUUUDDUDDD
Now the Expiry zone continues to stand at (5100~5400).
OI is rather mixed in both CALL window but PUT window only all show shedding.
The significant additions/sheddings in this zone ,are indicated in the chart.
5500PE strike's Total OI has further reduced to 7.1L.
Gamma
The option's gamma is a measure of the rate of change of its delta.
The gamma of an option is expressed as a percentage and reflects
the change in the delta in response to a one point movement of the
underlying stock price.
Like the delta, the gamma is constantly changing, even with tiny
movements of the underlying stock price. It generally is at its peak
value when the stock price is near the strike price of the option
and decreases as the option goes deeper into or out of the money.
Options that are very deeply into or out of the money have gamma
values close to 0.
(courtesy:theoptionguide.com)
In this JUL series we have 5 UP ,1 NO change and 5 DOWN days as follows:
UNUUUDDUDDD
Now the Expiry zone continues to stand at (5100~5400).
OI is rather mixed in both CALL window but PUT window only all show shedding.
The significant additions/sheddings in this zone ,are indicated in the chart.
5500PE strike's Total OI has further reduced to 7.1L.
Gamma
The option's gamma is a measure of the rate of change of its delta.
The gamma of an option is expressed as a percentage and reflects
the change in the delta in response to a one point movement of the
underlying stock price.
Like the delta, the gamma is constantly changing, even with tiny
movements of the underlying stock price. It generally is at its peak
value when the stock price is near the strike price of the option
and decreases as the option goes deeper into or out of the money.
Options that are very deeply into or out of the money have gamma
values close to 0.
(courtesy:theoptionguide.com)
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