PUT and CALL options

[columbus]

Re: JAN.8 JAN-series Day.8 Nifty=6001 (13)

Hi,
Same expected expiry zone for five days in a row!
Such occurence seems to have very low probability. As far as I can remember, we have not seen such occurence in recent past.

Columbus , please provide your observation if you had noticed such occurence in the past. If so,then please share your insights on Index movement post break-up of such expiry zone. Thanks.

This is quite strange to find the range in 6100~5800 for quite long period ,that too ,in the initial period of expiry.Perhaps the reason could low volatility of market.Just 100 points in 9 days.Generally Expected Zones spreads over
6~7 strikes initially and condenses as expiry draws closer.

 

[columbus]

JAN.10 JAN-series Day.10 Nifty=5968 (-3)

In JAN series ,NIFTY (6U4D) closed like this:
UDUUUUDUDD


The Expected Zone condensed to (6100~5900) from 6100~5800.
Earlier 6200CE was active and it moved into inactive zone.(White font)
On PUT side ,now there is more interest.


Of the 9 strikes in PUT window 5 strikes have already become INACTIVE.
(Font in WHITE colour). Whereas only THREE strikes in CALL window (out of 6
strikes) have become inactive.

Boxes indicates ACTIVE strikes.

OI greater than 0.5M is marked in YELLOW.

The present strike is marked.

 

[timepass]

Re: JAN.10 JAN-series Day.10 Nifty=5968 (-3)

The Expected Zone condensed to (6100~5900) from 6100~5800.

Quite a narrow range for the 2nd week. Expecting big bang fireworks soon.

 

[columbus]

Re: JAN.10 JAN-series Day.10 Nifty=5968 (-3)

Quite a narrow range for the 2nd week. Expecting big bang fireworks soon.

YES.In fact ,expecting in this week.But only one day is left, it happens to be
FRYDAY.May be next week.Expecting 6100 will be passed with EASE ,but nifty
is rock-study at 6000.

 

[timepass]

Re: JAN.10 JAN-series Day.10 Nifty=5968 (-3)

YES.In fact ,expecting in this week.But only one day is left, it happens to be
FRYDAY.May be next week.Expecting 6100 will be passed with EASE ,but nifty
is rock-study at 6000.

Infy... Infy... Infy..

 

[columbus]

JAN.11 JAN-series Day.11 Nifty=5951 (-17)

In JAN series ,NIFTY (6U5D) closed like this:
UDUUUUDUDDD


The Expected Zone again moved to (6100~5800).
On PUT side ,now there is more interest especially 5700PE has day OI more than
1M.


Of the 9 strikes in PUT window 5 strikes have already become INACTIVE.
(Font in WHITE colour). Whereas only THREE strikes in CALL window (out of 7
strikes) have become inactive.

Boxes indicates ACTIVE strikes.

OI greater than 0.5M is marked in YELLOW.

The present strike is marked.

 

[columbus]

Nifty ,so far,is as boring as it was in last series.

 

[columbus]

JAN.14 JAN-series Day.12 Nifty=6024 (73)

In JAN series ,NIFTY (7U5D) closed like this:
UDUUUUDUDDDU


The Expected Zone moved to (6100~5900) from (6100~5800).


Of the 9 strikes in PUT window 6 strikes have already become INACTIVE.
(Font in WHITE colour). Whereas FOUR strikes in CALL window (out of 6
strikes) have become inactive.

Boxes indicates ACTIVE strikes.

OI greater than +0.5M is marked in YELLOW.
OI greater than -0.5M is marked in PALE colour.

The present strike is marked.

 

[columbus]

JAN.15 JAN-series Day.13 Nifty=6057 (33)

In JAN series ,NIFTY (8U5D) closed like this:
UDUUUUDUDDDUU


The Expected Zone stands at (6100~5900) for second day.

Of the 9 strikes in PUT window 6 strikes have already become INACTIVE.
(Font in WHITE colour). Whereas TWO strikes in CALL window (out of 6
strikes) have become inactive.

Boxes indicates ACTIVE strikes.

OI greater than +0.5M is marked in YELLOW.
OI greater than -0.5M is marked in GREY colour.

The present strike is marked.

OI is throwing interesting pattern.
OI of 6000PE is twice of OI of 6300CE.
Last two days have put more than 2.5 times of entire series prior to that.

 

[jassinko]

Re: JAN.15 JAN-series Day.13 Nifty=6057 (33)

OI is throwing interesting pattern.
OI of 6000PE is twice of OI of 6300CE.
Last two days have put more than 2.5 times of entire series prior to that.

what does this signifies Columbus ji...... That market people expecting a fall till 5900 or rise till 6300???