PUT and CALL options

[columbus]

MAR.19 MAR-series Day.13 Nifty=5746 (-89)

The Expiry zone stands at (5900~5700) with 6000 going away from zone.
(It turned Penny)



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


Yellow colour indicates OI-Today more than +0.5M.
Grey colour indicates OI-Today more than -0.5M.


Total-OI in this Zone:
CALL side: 17M
PUT side : 21M

A sea of YELLOW is seen on CALL side.Similarly lot of GRAY is seen on PUT side.
We can expect a relief rally tomorrow.(personal view).

Keeping out CYPRUS issue,Karananidhi did more harm than SubbaRao.

 

[jatin_the_great2003]

Hi Columbus,

As me learning option trading and its various strategies, cud u kindly explain me the way u plot the graph and accordingly make an estimation about the move.?

 

[columbus]

Hi Columbus,

As me learning option trading and its various strategies, cud u kindly explain me the way u plot the graph and accordingly make an estimation about the move.?

Hi Jatin,

I take data from NSE from here:


http://www.nseindia.com/live_market...t=OPTIDX&date=-&segmentLink=17&segmentLink=17


I remove Bid-Ask Rates & Quantities from the file.

I paste data. (Paste special >>>> Uni-code)

I use Excel to the rest of the work ,marking each call/put boundary,
when there is marked change in TOTAL-OI (from lakhs to millions).
Further marking is done when there is build-up or unwinding.

 

[columbus]

MAR.20 MAR-series Day.14 Nifty=5694 (-52)

The Expiry zone stands at (5800~5700) with 5900 going away from zone.
(It turned Penny)



Total strikes in CALL window:2+6(penny) [3+6(penny).....Yesterday]
Total strikes in PUT window :3+4(penny) [5+4(penny).....Yesterday]
Time decay is seen clearly here ,as expiry is condensed to TWO strikes.

Yellow colour indicates OI-Today more than +0.5M.
Grey colour indicates OI-Today more than -0.5M.


Total-OI in this Zone:
CALL side: 12 M
PUT side : 13.5M

 

[columbus]

MAR.21 MAR-series Day.15 Nifty=5658 (-36)

The Expiry zone moved down further at (5700~5600) with 5800 going away from zone.(It turned Penny)


Total strikes in CALL window:2+7(penny) [2+6(penny).....Yesterday]
Total strikes in PUT window :5+4(penny) [3+4(penny).....Yesterday]
Time decay is seen clearly here ,as expiry is condensed to TWO strikes.


Yellow colour indicates OI-Today more than +0.5M.
Grey colour indicates OI-Today more than -0.5M.


Total-OI in this Zone:
CALL side: 6.6 M ( 5.1M...Yesterday)
PUT side : 16.2 M ( 16.1M...Yesterday)

5600PE has lost Yellow Colour by a small margin.(OI=4.58M)

 

[columbus]

MAR.22 MAR-series Day.16 Nifty=5651 (-7)

The Expiry zone stands at second day at (5700~5600)
with 5800 going away from zone.(It turned Penny)


Total strikes in CALL window:2+7(penny) [2+7(penny).....Yesterday]
Total strikes in PUT window :5+4(penny) [5+4(penny).....Yesterday]
Time decay is seen clearly here ,as expiry is condensed to TWO strikes.


Yellow colour indicates OI-Today more than +0.5M.
Grey colour indicates OI-Today more than -0.5M.


Total-OI in this Zone:
CALL side: 8.0 M ( 6.6M...Yesterday)
PUT side : 16.2 M ( 16.7M...Yesterday)
More CALLS have added than PUTS.

Next week we have 2 holidays, one before expiry (Holi--Wed) and one after
expiry (Good Friday).

 

[columbus]

MAR.25 MAR-series Day.17 Nifty=5634 (-17)

The Expiry zone stands at THIRD day at (5700~5600)
with 5800 going away from zone.(It turned Penny)


Total strikes in CALL window:2+7(penny) [2+7(penny).....Yesterday]
Total strikes in PUT window :5+4(penny) [5+4(penny).....Yesterday]


Yellow colour indicates OI-Today more than +0.5M.
Grey colour indicates OI-Today more than -0.5M.


Total-OI in this Zone:
CALL side: 9.9 M ( 8.0M...Yesterday)
PUT side : 15.7M ( 16.2M...Yesterday)
More CALLS have added than PUTS.

The above figure are only for information sake.Because MARKETS will be
manipulated very easily before EXPIRY since option price will reduce to LOW cost.

 

[columbus]

MAR.26 MAR-series Day.18 Nifty=5642 (8)

The Expiry zone stands at 5600


Total strikes in CALL window:1+8(penny) [2+7(penny).....Yesterday]
Total strikes in PUT window :4+4(penny) [5+4(penny).....Yesterday]



Total-OI in this Zone:
CALL side: 3.3 M
PUT side : 8.8 M

The above figure are only for information sake.Because MARKETS will be
manipulated very easily before EXPIRY since option price will reduce to LOW cost.

 

[columbus]

MAR.28 MAR-series Day.19 (END) Nifty=5683 (41)

This MARCH series ended on 5683.

The way some POSITIVE move took place in end of the series,
we can expect it to continue , so some positive movement next
series.Anyway Political news can spoil the party.(Personal views)

 

[trdstudent]

Re: MAR.28 MAR-series Day.19 (END) Nifty=5683 (41)

....The way some POSITIVE move took place in end of the series,we can expect it to continue , [B][U]so some positive movement nextseries.[/U][/B]Anyway Political news can spoil the party.(Personal views)[/QUOTE]

Columbus u r doing a gr8 job :thumb:
I blv we r hding for 5735 around spot level and after that we can c whether the dwn move for dwn trgts r still on or not . But personally i blv after 5735 (+/-) level it will again b a dwn story either up to 5590 around level or to plug 5450/25 gap of sept.2012.