PUT and CALL options

[columbus]

May.31 JUNE-series Day.1 (START) Nifty=5986 (-138)

Bad start to a new series.

The Expected Zone is at (5800~6200).

 

[Mr.G]

How do you find range of index for buying an iron condor?

 

[jamit_05]

At Spot 5930

Theta for

5900 CE = -2.685
5900 PE = -1.738

Theta on CEs is 50% more !! That is brow-raising. How does one interpret it?

 

[Mr.G]

People tend to focus more on CE than PE. I'm a novice don't take my comment seriously. Theta might also be affected arbitrage opportunity it seems?

 

[columbus]

JUNE.3 JUNE-series Day.2 Nifty=5939 (-47)

Expected zone at (5800~6200).

 

[pakatil]

Dear Frnds,

All views, assertions, presumptions on Trading are most welcome. But please don't spoil this pristine Thread. Start new thread, we will surely follow you there.

 

[columbus]

JUNE.4 June-series Day.3 Nifty=5919 (-20)

The Expiry zone is at (5800~6200) for SECOND day..

Total strikes in CALL window: 5+3(penny)[Yesterday:5+3 (penny)]
Total strikes in PUT window : 7+2(penny)[Yesterday:7+2 (penny)]





Total-OI in this Zone---(5800~6200)

CALL side: 19 M [Yesterday: 17 M]
PUT side : 18.5 M [Yesterday: 18 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.

Error at 6000PE.It should not be denoted in GREY.

 

[columbus]

JUNE.5 June-series Day.4 Nifty=5924 (5)

The Expiry zone is at (5800~6200) for THIRD day..

Total strikes in CALL window: 5+3(penny)[Yesterday:5+3 (penny)]
Total strikes in PUT window : 7+2(penny)[Yesterday:7+2 (penny)]





Total-OI in this Zone---(5800~6200)

CALL side: 21 M [Yesterday: 19 M]
PUT side : 19 M [Yesterday: 18.5 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.

The PUT values are over-bought.Looks like another UP day tomorrow.(Personal view)

 

[columbus]

JUNE.6 June-series Day.5 Nifty=5921 (-3)

The Expiry zone has condensed to (5800~6100) from (5800~6200) .

Total strikes in CALL window: 5+3(penny)[Yesterday:5+3 (penny)]
Total strikes in PUT window : 6+2(penny)[Yesterday:7+2 (penny)]





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

CALL side: 16 M [Yesterday: 15 M]
PUT side : 19 M [Yesterday: 18 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]

JUNE.7 June-series Day.6 Nifty=5881 (-40)

The Expiry zone has condensed to (5800~6100) for SECOND day .

Total strikes in CALL window: 5+3(penny)[Yesterday:5+3 (penny)]
Total strikes in PUT window : 6+2(penny)[Yesterday:6+2 (penny)]





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

CALL side: 18 M [Yesterday: 16 M]
PUT side : 19 M [Yesterday: 19 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.