PUT and CALL options

[columbus]

FEB.22 FEB-series Day.16 Nifty=5850 (-2)

Feb Series, Nifty (10D-6U) closed like this:
DDDUDDDUUDDUUUDD



The Expiry zone condensed to (5900~5800) from (6000~5800) as entering into Expiry week.

The current position of NIFTY is at the bottom boundary of Expiry zone
5800 Strike.

Total strikes in CALL window:2+5(penny) [Yesterday=3+4]
Total strikes in PUT window :3+4(penny) [Yesterday=4+3]
A noticeable shift here also.

Yellow colour indicates Today-OI greater than 0.5M.
Grey colour indicates Today-OI greater than -0.5M.

The interpretation based TODAY-OI can be deceptive because of LOW price of options before Expiry.

TOTAL-OI in E.zone
CALL side:18M (Yesterday:18M)
PUT side :15M (Yesterday:16M)

 

[columbus]

FEB.25 FEB-series Day.17 Nifty=5855 (5)

In this series ,it so happened that most of the time Market was in
DOWN ,but just before closing or ON AVERAGE ,it showed a POSITIVE
value, giving a WRONG impression.So a new format is tried, to give a
picture without mentioning UP or DOWN.(Though a bit time consuming).

With just 3 days to go for EXPIRY, a clear sign of END ,was indicated with
CALLs and PUTs losing marginally.


The Expiry zone condensed to (5900~5800) for SECOND day in row.

The current position of NIFTY is at the bottom boundary of Expiry zone
5800 Strike.

Total strikes in CALL window:2+5(penny) [Yesterday=2+5]
Total strikes in PUT window :3+4(penny) [Yesterday=3+4]

Yellow colour indicates Today-OI greater than 0.5M.
Grey colour indicates Today-OI greater than -0.5M.

The interpretation based TODAY-OI can be deceptive because of LOW price of options before Expiry.

TOTAL-OI in E.zone
CALL side:8.6M (Yesterday:18M)
PUT side :12.5M (Yesterday:15M)

The Strategy in the EXPIRY week would be HAVE NO OVER-NIGHT POSITIONS.

 

[TraderRavi]

now this new graph clearly showing basically whole month is in red.....except one green day..

 

[SEVEN STAR]

expecting huge shift in oi..either side soon..hopefully for the up side..

 

[columbus]

FEB.26 FEB-series Day.18 Nifty=5761 (-94)

The fall was so FATAL ,the current strike fell out of the Zone.

The Expiry zone further condensed to strike 5800.

The current position of NIFTY is out of the bottom boundary of Expiry zone
at 5700 Strike.

Total strikes in CALL window:1+5(penny) [Yesterday=2+5]
Total strikes in PUT window :3+4(penny) [Yesterday=3+4]

The interpretation based TODAY-OI can be deceptive because of LOW price of options before Expiry.

TOTAL-OI in E.zone
CALL side:4M (Yesterday:8.6M)
PUT side :7M (Yesterday:12.5M)

 

[columbus]

FEB.27 FEB-series Day.19 Nifty=5797 (36)

The Expiry zone stands at the strike 5800.

Total strikes in CALL window:1+6(penny) [Yesterday=1+5]
Total strikes in PUT window :3+4(penny) [Yesterday=3+4]

The interpretation based TODAY-OI can be deceptive because of LOW price of options before Expiry.Better not to judge.Hence no markings.

TOTAL-OI in E.zone
CALL side:4.6M (Yesterday:4M)
PUT side :6.7M (Yesterday:7M)

 

[columbus]

FEB.28 FEB-series Day.20 END Nifty=5693 (-104)

Many people opined that Budget was as BAD as projected by market.
Since expiry coincided with Budget Day ,I think it was manipulated.
We may see Reversal soon.(Personal view)

 

[trdstudent]

Re: FEB.28 FEB-series Day.20 END Nifty=5693 (-104)

Many people opined that Budget was as BAD as projected by market.Since expiry coincided with Budget Day ,I think it was manipulated.We may see Reversal soon.(Personal view)

Same thought columbus and ur new graph is really cool , one can get the whole thing at a glance:thumb:

 

[columbus]

MAR.1 MAR-series Day.1 Nifty=5720 (27)

The Expiry zone stands at the strike (5900~5700) with 6000 strike has already turned PENNY.[Less than Rs.10]

This series throws 2 surprises.
1.Generally the Expected Zone starts with a good number of strikes.
2.On Day.1 itself ,the Expected Zone turns into Expiry Zone ,with 6000 strike
in White Font.

Total strikes in CALL window:3+4(penny)
Total strikes in PUT window :6+2(penny)

At this juncture it is difficult to take a call because we have 3 strikes each
in both CALL & PUT windows.

 

[columbus]

MAR.4 MAR-series Day.2 Nifty=5699 (-21)

The Expiry zone stands at the range (5900~5600) with 6000 strike has already turned PENNY.[Less than Rs.10]


On Day.1 itself ,the Expected Zone turns into Expiry Zone ,with 6000 strike
in White Font.

Total strikes in CALL window:4+4(penny) [3+4(penny).....Yesterday]
Total strikes in PUT window :6+2(penny) [6+2(penny).....Yesterday]

Yellow colour indicate OI-Today more than +0.5M.

Though 4 strikes on PUT side and 2 strikes on CALL side ,are in YELLOW colour indicating STRONG downward movement in normal circumstances, atleast 2 PUT strikes (5300PE & 5400PE) are Penny in nature.

The way market moved in the end session , it indicates some sort of
recovery and it will continue.(Personal view)