PUT and CALL options

[columbus]

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

Praveen,

Thanks.
In what way Historical IM will help?Perhaps They have something to do with present emotions, I believe.
Anyway,some kind hearted people are here ,ready to guide you .

 

[columbus]

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

Subratdas,

For the time being, let us leave the strike 5600.
5700CE have a daily OI at 2.3M and 5500PE has 1.2M.
In Normal circumstances ,we can have a market in UP direction.
But the problem is before Expiry ,the option tend to be LOW priced and
these can be manipulated.

 

[columbus]

JUNE.27 June-series Day.20(END) Nifty=5682 (93)

For JULY data ,the Expected Zone is tentatively fixed at (5500~6000).It will be modified as time progresses.


Nifty JULY data

Data of NIFTY last few months

 

[columbus]

JUNE.28 July-series Day.1(START) Nifty=5842 (160)

Good opening to a series.

The Expected zone is now (5500 ~ 6000).

Total strikes in CALL window: 7+1(penny)
Total strikes in PUT window : 7+4(penny)





Total-OI in this Zone---(5500~6000)

CALL side: 18 M
PUT side : 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]

July.1 JULY-Series Day.2 NIFTY=5899 (57)

The Expected zone has expanded to (5600 ~ 6000) from (5500~6000).

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





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

CALL side: 17 M [Yesterday=17 M]
PUT side : 20 M [Yesterday=18 M]
(Yesterday's figures are from database,sometimes it may vary from yesterday's POST,due to variation in 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]

July.2 JULY-Series Day.3 NIFTY=5858 (-41)

The Expected zone has expanded to (5600 ~ 6000) for SECOND day.

Total strikes in CALL window: 6+2(penny)[Yesterday=7+1(penny)]
Total strikes in PUT window : 6+3(penny)[Yesterday=6+5(penny)]






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

CALL side: 18 M [Yesterday=17 M]
PUT side : 21 M [Yesterday=20 M]
(Yesterday's figures are from database,sometimes it may vary from yesterday's POST,due to variation in 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]

July.3 JULY-Series Day.4 NIFTY=5771 (-87)

The Expected zone has expanded to (5600 ~ 6000) for THIRD day.

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






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

CALL side: 20 M [Yesterday=18 M]
PUT side : 20 M [Yesterday=21 M]
(Yesterday's figures are from database,sometimes it may vary from yesterday's POST,due to variation in 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.

In anticipation of UPWARD movement ,lot of CALLS are added.Let us see.

 

[columbus]

July.4 JULY-Series Day.5 NIFTY=5837 (66)

The Expected zone has expanded to (5600 ~ 6000) for FOURTH day.

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






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

CALL side: 20 M [Yesterday=20 M]
PUT side : 23 M [Yesterday=20 M]
(Yesterday's figures are from database,sometimes it may vary from yesterday's POST,due to variation in 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.

Lot of PUTS are added.

 

[columbus]

July.5 JULY-Series Day.6 NIFTY=5868 (31)

The Expected zone has expanded to (5600 ~ 6000) for FIFTH day.

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






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

CALL side: 19 M [Yesterday=20 M]
PUT side : 25 M [Yesterday=23 M]
(Yesterday's figures are from database,sometimes it may vary from yesterday's POST,due to variation in 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.

Lot of PUTS are added.

 

[columbus]

July.8 JULY-Series Day.7 NIFTY=5812 (-56)

The Expected zone has expanded to (5600 ~ 6000) for SIXTH day.

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






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

CALL side: 20 M [Yesterday=19M]
PUT side : 25 M [Yesterday=25 M]
(Yesterday's figures are from database,sometimes it may vary from yesterday's POST,due to variation in 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.