PUT and CALL options

[columbus]

AUG series Day=15 Nifty=5366 (3)

In this AUG series we have 10 UP & 5 DOWN days as follows:
UUUUDDUUUDDUUDU


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

In this zone ,both PUTs and CALLs showed addition, indicating NEUTRAL
position taken by market players.Significant additions are shown in
YELLOW colour.

All low priced options (less than Rs.10/-) are in White font.

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=16 Nifty=5421 (55)

In this AUG series we have 11 UP & 5 DOWN days as follows:
UUUUDDUUUDDUUDUU


The Expiry Zone has reduced to (5500~5400).
The chances of closing above 5500 appears to be slim.

In this zone ,both PUTs and CALLs showed addition.Significant additions are shown in YELLOW colour.
On PUT side we have addition of 3M at 5400PE.

All low priced options (less than Rs.10/-) are in White font.

 

[columbus]

AUG series Day=17 Nifty=5413 (-8)

In this AUG series we have 11 UP & 6 DOWN days as follows:
UUUUDDUUUDDUUDUUD


The Expiry Zone has continued to be (5500~5400).
The chances of closing above 5500 appears to be very very slim in this series.

WHITE font indicates options less than 10 Rs.

 

[columbus]

AUG series Day=18 Nifty=5415 (2)

In this AUG series we have 12 UP & 6 DOWN days as follows:
UUUUDDUUUDDUUDUUDU


The Expiry Zone has continued to be (5500~5400) for a third day.
The chances of closing above 5500 appears to be very very slim in this series.

All low priced options (less than Rs.10/-) 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)

 

[columbus]

AUG series day=19 nifty=5387 (-28)

In this AUG series we have 12 UP & 7 DOWN days as follows:
UUUUDDUUUDDUUDUUDUD


The Expiry Zone appeared to be 5400, looking at today's data.

Eventhough nifty lost around 30 points,strangely enough PUTs below 5400
have not added any price, and they have lost small amount of price.

 

[run_run]

It's easily there on mediafire.. try the direct link
http://www.mediafire.com/?tqp5foci0beolf0

Or from google docs.

https://docs.google.com/open?id=0ByF-21VBnZ9bYTIzMTg4OGMtMTJiMC00NjdhLTk5YzgtNWU0OTU5ZWJlOGI3

Please provide Banknifty optation excel file

 

[columbus]

AUG series Day=20 Nifty= 5350 (-37)

In this AUG series we have 12 UP & 8 DOWN days as follows:
UUUUDDUUUDDUUDUUDUDD

 

[columbus]

AUG series Day=21 Nifty= 5335 (-15)

In this AUG series we have 12 UP & 9 DOWN days as follows:
UUUUDDUUUDDUUDUUDUDDD


For the first time in this series, all the strikes, in expiry zone are in WHITE
font, though the expected zone is (5200~5400).[Expected zone is
crudely defined as cross-section of CALL and PUT windows].Just 2 more days are
left in this series.

Though OI has no good barometer in fag end of the series just for one reason
the price at the different strike values tend to be sub-penny.(less than ONE
rupee),the OI at the extremes stands at 5200PE (1.00M) and 5400CE (1.88M).

 

[columbus]

AUG series Day=22 Nifty= 5289 (-46)

In this AUG series we have 12 UP & 10 DOWN days as follows:
UUUUDDUUUDDUUDUUDUDDDD


Just a day is left in this series,the 5300 series turned active as shown below.

 

[timepass]

Re: AUG series Day=22 Nifty= 5289 (-46)

Just a day is left in this series,the 5300 series turned active as shown below.

That's right. Only 5300PE and CE have some premium on them. I guess both these are set to lose 15-16 points tomorrow.