PUT and CALL options

[columbus]

AUG series Day=8 Nifty=5237 (54)

In this AUG series we have 6 UP & 2 DOWN days as follows:
UUUUDDUU




The Expected Zone has moved to (5400~5100) from (5400~5100) as shown below.
Expiry Zone has started today since 5000 is Penny in nature.
All low priced options are in White font.

All PUT options showed OI- addition and all CALL options showed OI-shedding
MOSTLY.5400PE-5300PE-5200PE-5100PE all showed addition of ONE million
today ,itself.

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.

 

[columbus]

AUG series Day=9 Nifty=5238 (1)

In this AUG series we have 7 UP & 2 DOWN days as follows:
UUUUDDUUU




The Expiry Zone has moved up to (5500~5100) from (5400~5100) as shown below.
All low priced options are in White font.

On CALL side OI is mixed ,but on PUT side only addition ,baring 5100PE.
Important accumulations are indicated in YELLOW colour.


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.

 

[columbus]

AUG series Day=10 Nifty=5223 (-15)

In this AUG series we have 7 UP & 3 DOWN days as follows:
UUUUDDUUUD




The Expiry Zone is continued to be (5500~5100).

All low priced options are in White font.

On CALL side OI is mixed ,but on PUT side only addition is seen.


The tug of war can be seen with a combined TOTAL-OI of 5500CE and 5400CE at 16.7M & 5200PE and 5100PE at 14.7M.


THETA (time decay):
The option's theta is a measurement of the option's time decay.
The theta measures the rate at which options lose their value,
specifically the time value, as the expiration date draws nearer.
Generally expressed as a negative number, the theta of an option
reflects the amount by which the option's value will decrease every day.
(courtesy:theoptionguide.com)

 

[columbus]

AUG series Day=11 Nifty=5220 (-3)

In this AUG series we have 7 UP & 4 DOWN days as follows:
UUUUDDUUUDD




The Expiry Zone is continued to be (5500~5100) for a third day in row.

All low priced options are in White font.

On CALL side OI is mixed ,but on PUT side only addition is seen,except at
5300PE strike.

The significant OI change is indicated in YELLOW.

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)

 

[columbus]

AUG series Day=12 Nifty=5348 (28)

In this AUG series we have 8 UP & 4 DOWN days as follows:
UUUUDDUUUDDU




The Expiry Zone has condensed to (5500~5200).

All low priced options are in White font.

On CALL side OI is mixed ,but on PUT side only addition is seen,except at
5500PE strike.



The significant OI change is indicated in YELLOW.

THETA (time decay):
The option's theta is a measurement of the option's time decay.
The theta measures the rate at which options lose their value,
specifically the time value, as the expiration date draws nearer.
Generally expressed as a negative number, the theta of an option
reflects the amount by which the option's value will decrease every day.
(courtesy:theoptionguide.com)

 

[columbus]

AUG series Day=13 Nifty=5380 (32)

In this AUG series we have 9 UP & 4 DOWN days as follows:
UUUUDDUUUDDUU




The Expiry Zone has condensed to (5500~5300).

All low priced options are in White font.

On CALL & PUT side OI is mixed.I think UPWARD journey is intact.But keep
it mind that this is a bit long series.



The significant OI change is indicated in YELLOW.


THETA (time decay):
The option's theta is a measurement of the option's time decay.
The theta measures the rate at which options lose their value,
specifically the time value, as the expiration date draws nearer.
Generally expressed as a negative number, the theta of an option
reflects the amount by which the option's value will decrease every day.
(courtesy:theoptionguide.com)

 

[columbus]

AUG series Day=14 Nifty=5363 (-17)

In this AUG series we have 9 UP & 5 DOWN days as follows:
UUUUDDUUUDDUUD

The Expiry Zone has continued to be (5500~5300) for a second day.

All low priced options are in White font.

THETA (time decay):
The option's theta is a measurement of the option's time decay.
The theta measures the rate at which options lose their value,
specifically the time value, as the expiration date draws nearer.
Generally expressed as a negative number, the theta of an option
reflects the amount by which the option's value will decrease every day.
(courtesy:theoptionguide.com)

 

[timepass]

You are going to run out of attachment space soon .. The limit is 100kb.

 

[columbus]

You are going to run out of attachment space soon .. The limit is 100kb.

Yeah,each picture takes around 40KB and the Max is 100KB.So I can put a
maximum 2 pictures ,if Kb means KB.There is a bit confusion between kb and KB.

 

[timepass]

Yeah,each picture takes around 40KB and the Max is 100KB.So I can put a
maximum 2 pictures ,if Kb means KB.There is a bit confusion between kb and KB.

100 KiloBytes, not kilobits