PUT and CALL options

[columbus]

May.20 MAY-series Day.16 Nifty=6157 (-30)

The Expiry zone has moved upwards at (6000~6300) from (5900~6200) .

Total strikes in CALL window: 7+2(penny)[Yesterday:8+1 (penny)]
Total strikes in PUT window : 4+6(penny)[Yesterday:4+5 (penny)]


Total-OI in this Zone---(6300~6000)

CALL side: 22 M [Yesterday:22 M]
PUT side : 20 M [Yesterday:19 M]
(Yesterday's figures are from database, it may vary from yesterday's POST ,since number of strikes are different)


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


Current position is indicated.

Calls have lost more than what Puts have gained.

 

[columbus]

May.21 MAY-series Day.17 Nifty=6114 (-43)

The Expiry zone has condensed to (6000~6200) from (6000~6300) .

Total strikes in CALL window: 6+3(penny)[Yesterday:7+2 (penny)]
Total strikes in PUT window : 3+6(penny)[Yesterday:4+6 (penny)]


Total-OI in this Zone---(6200~6000)

CALL side: 16 M [Yesterday: 15 M]
PUT side : 17 M [Yesterday: 19 M]
(Yesterday's figures are from database, it may vary from yesterday's POST ,since number of strikes are different)


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


Current position is indicated.

 

[columbus]

May.22 MAY-series Day.18 Nifty=6094 (-20)

The Expiry zone has condensed to (6000~6200) for SECOND day.

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


Total-OI in this Zone---(6200~6000)

CALL side: 17 M [Yesterday: 16 M]
PUT side : 17 M [Yesterday: 17 M]
(Yesterday's figures are from database, it sometimes may vary from yesterday's POST ,since number of strikes are different)


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


Current position is indicated.

There is more YELLOW colour on CALL, most probably markets see UP tick tomorrow.(personal view)

 

[columbus]

May.23 MAY-series Day.19 Nifty=5967 (-127)

The Expiry zone has moved down to (5800~6100) from (6000~6200).

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


Total-OI in this Zone---(5800~6100)

CALL side: 18 M [Yesterday: 12 M]
PUT side : 24 M [Yesterday: 28 M]
(Yesterday's figures are from database, it sometimes may vary from yesterday's POST,
since number of strikes are different)


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


Current position is indicated.

As EXPIRY draws near ,the interpretation goes wrong (Yesterday indication
was ,UP today and proved to be completely WRONG.). This is because such
interpretation based on OPEN INTEREST ,before expiry ,the some options tend
to be LOW priced and can be manipulated.

The COLOURS are indicated to find STRIKES where Accumulations took place
rather than for any kind of analysis.

 

[DanPickUp]

@Columbus

Any way for you to fine tune your OI analyzes in a way that you see what time those numbers come or came in?

Why?

It is a different when the numbers come in in the morning at high or when they show off in the afternoon at low after a move of more than 100 points.

Did you ever track that or doe's this not make sense or any different in your market?

Take care / DanPickUp

 

[trdstudent]

I think Columbus does take care of intraday OI chng when it comes to fixing the rng .Crrct me if am wrong

 

[columbus]

May.24 MAY-series Day.20 Nifty=5984 (17)

The Expiry zone has condensed to (5900~6100) from (5800~6100).

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


Total-OI in this Zone---(5900~6100)

CALL side: 18 M [Yesterday: 16 M]
PUT side : 17 M [Yesterday: 17 M]
(Yesterday's figures are from database, it sometimes may vary from yesterday's POST,since number of strikes are different)


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


Current position is indicated.

 

[columbus]

I think Columbus does take care of intraday OI chng when it comes to fixing the rng .Crrct me if am wrong

Hi trdstudent,

It is taken care of TODAY-OI ,except for minor variation.
Have a look at 6000CE strike.

Yesterday TOTAL-OI=6161500
Today's change=1005000
Total=7166500
 As reported by NSE=6868150
 Minor variation=298350
 Variation=4.34 %

 

[columbus]

@Columbus

Any way for you to fine tune your OI analyzes in a way that you see what time those numbers come or came in?

Why?

It is a different when the numbers come in in the morning at high or when they show off in the afternoon at low after a move of more than 100 points.

Did you ever track that or doe's this not make sense or any different in your market?

Take care / DanPickUp

@Dan,

Agreed.Generally I take the EOD file proved by NSE .(By me at around 5pm,IST).

 

[praveen taneja]

Actually when a major move comes OI of options so fast that tracking its covering or short build up is quite hard most of time and after spike nothing left for retail traders