PUT and CALL options

[bapu4]

Dear Senior members (Ashu,T4J,and others),
I request to through some light on buying 5700 nifty PUT !! What are the prospects if i buy at 22 to 24 rs. ? I dont have better knowledge of Greeks like u !! Plz guide !!

-Vivek

 

[columbus]

JUNE.18 June-series Day.13 Nifty=5814 (-36)

he Expiry zone has remained at (5700~6000) for second day.

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





Total-OI in this Zone---(5700~6000)

CALL side: 24 [Yesterday: 22 M]
PUT side : 20 M [Yesterday: 21 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.19 June-series Day.14 Nifty=5822 (8)

The Expiry zone has moved down to (5600~6000) from (5700~6000).

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





Total-OI in this Zone---(5600~6000)

CALL side: 25 [Yesterday: 25 M]
PUT side : 28 M [Yesterday: 26 M]
(Yesterday's figures are from database,sometimes it may vary from yesterday's POST,due to variation of number of strikes.)


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


Current position is indicated.

 

[columbus]

JUNE.20 June-series Day.15 Nifty=5656 (-166)

The Expiry zone has moved down to (5600~5800) from (5600~6000).

Total strikes in CALL window: 3+7(penny)[Yesterday:5+5 (penny)]
Total strikes in PUT window : 7+3(penny)[Yesterday:6+4 (penny)]





Total-OI in this Zone---(5600~5800)

CALL side: 18 [Yesterday: 9 M]
PUT side : 20 M [Yesterday: 23 M]
(Yesterday's figures are from database,sometimes it may vary from yesterday's POST,due to variation of number of strikes.)


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


Current position is indicated.

 

[columbus]

The Expiry zone has condensed down to (5600~5700) from (5600~5800).

Total strikes in CALL window: 2+8(penny)[Yesterday:3+7 (penny)]
Total strikes in PUT window : 6+4(penny)[Yesterday:7+3 (penny)]





Total-OI in this Zone---(5600~5700)

CALL side: 11 M [Yesterday: 9 M]
PUT side : 17 M [Yesterday: 15 M]
(Yesterday's figures are from database,sometimes it may vary from yesterday's POST,due to variation of number of strikes.)


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


Current position is indicated.

 

[columbus]

JUNE.24 June-series Day.17 Nifty=5590 (-77)

The Expiry zone has expanded downwards to (5500~5700) from (5600~5700).

Total strikes in CALL window: 3+7(penny)[Yesterday:2+8 (penny)]
Total strikes in PUT window : 7+3(penny)[Yesterday:6+4 (penny)]





Total-OI in this Zone---(5500~5700)

CALL side: 16 M [Yesterday: 12 M]
PUT side : 20 M [Yesterday: 23 M]
(Yesterday's figures are from database,sometimes it may vary from yesterday's POST,due to variation of number of strikes.)


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


Current position is indicated.

 

[columbus]

JUNE.25 June-series Day.18 Nifty=5609 (19)

The Expiry zone has just confined to 5600.

Total strikes in CALL window: 2+8(penny)[Yesterday:3+7 (penny)]
Total strikes in PUT window : 6+4(penny)[Yesterday:7+3 (penny)]





Total-OI in this Zone---(5600)

CALL side: 5.8 M [Yesterday: 5.4 M]
PUT side : 7.7 M [Yesterday: 7.3 M]
(Yesterday's figures are from database,sometimes it may vary from yesterday's POST,due to variation of number of strikes.)


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


Current position is indicated.

 

[columbus]

JUNE.26 June-series Day.19 Nifty=5589 (-20)

The Expiry zone has just confined to 5600 for SECOND day.

Total strikes in CALL window: 2+9(penny)[Yesterday:2+8 (penny)]
Total strikes in PUT window : 6+4(penny)[Yesterday:6+4 (penny)]





Total-OI in this Zone---(5600)

CALL side: 7.1 M [Yesterday: 5.8 M]
PUT side : 8.5 M [Yesterday: 7.7 M]
(Yesterday's figures are from database,sometimes it may vary from yesterday's POST,due to variation of number of strikes.)


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


Current position is indicated.

 

[praveen98]

Columbus sir,
Nice effort from you which is very helpful to small time option traders like me....Can you suggest me a source where i can get the Historical data of daily volatility and implied volatility for nifty and bank nifty....
Thank you
Regards,
praveen

 

[subratdas]

Dear Columbus sir,
Pls let me know what is the implication of nifty confining to 5600 as expiry zone. Does this mean nifty will be in 5500-5600 range on the expiry day?
Thanx/subrat