PUT and CALL options

[timepass]

Re: July.11 JULY-Series Day.10 NIFTY=5935 (118)

What does this mean?
Is 6000 difficult to cross?

No. It means that the market has been doing only timepass since last 9 sessions ... tomorrow it should take direction, depending on Infy results. Who knows, it may decide to make the traders suffer more and not break the range

 

[columbus]

July.12 JULY-Series Day.11 NIFTY=6009 (74)

The EXPIRY zone is condensed to (5700~6000) from (5600~6000).

But observe the change in strikes.
Total strikes in CALL window: 7+1(penny)[Yesterday=6+2(penny)]
Total strikes in PUT window : 4+5(penny)[Yesterday=5+4(penny)]

PENNY strikes are more in PUT window now.




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

CALL side: 15 M [Yesterday=17M]
PUT side : 27 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.

All PUT window strike in expiry zone are in YELLOW colour.
That means a lot of BUYING interest of PUTS.However the price of
PUTS are low now.In NORMAL circumstances a DOWNWARD movement
can be expected on MONDAY.

 

[ganeshams]

Yes that is coupled with Bad IIP and CPI
we may see Gap Down on monday

 

[bapu4]

Re: July.12 JULY-Series Day.11 NIFTY=6009 (74)

The EXPIRY zone is condensed to (5700~6000) from (5600~6000).

But observe the change in strikes.
Total strikes in CALL window: 7+1(penny)[Yesterday=6+2(penny)]
Total strikes in PUT window : 4+5(penny)[Yesterday=5+4(penny)]

PENNY strikes are more in PUT window now.




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

CALL side: 15 M [Yesterday=17M]
PUT side : 27 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.

All PUT window strike in expiry zone are in YELLOW colour.
That means a lot of BUYING interest of PUTS.However the price of
PUTS are low now.In NORMAL circumstances a DOWNWARD movement
can be expected on MONDAY.

Dear Columbus,
My gratitude for this consistent commendable job you are doing here,
now I see the value addition that you are also providing the interpretation of this table.God bless you,
vivek

 

[columbus]

July.15 JULY-Series Day.12 NIFTY=6031 (22)

The EXPIRY zone has moved UP to (5800~6100) from (5700~6000).

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

PENNY strikes are more in PUT window now and the number is moving UP.




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

CALL side: 18 M [Yesterday=19M]
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.

@bapu4,

I desist from giving prediction especially before EXPIRY, just for two reasons that MARKETS ARE HIGHLY MANIPULATED
and
PREMIUM PRICES OF OPTIONS TEND TO BE LOW.

Have a look at Today's file and both the statements are a bit contradictory.

PENNY strikes are more in PUT window now and the number is moving UP.

and

CALL side: 18 M [Yesterday=19M]
PUT side : 23 M [Yesterday=20 M]

Generally I will leave interpretation part to boarders and just giving factual details.
Occasionally I will explain the LOGIC behind giving this details.

 

[columbus]

July.16 JULY-Series Day.13 NIFTY=5955 (-76)

The EXPIRY zone has moved UP to (5800~6100) for SECOND day.


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





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

CALL side: 19 M [Yesterday=18M]
PUT side : 22 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.

 

[columbus]

July.17 JULY-Series Day.14 NIFTY=5973 (18)

Today NSE website has not given IV data.

Nifty and BankNIFTY moved in opposite directions.Nifty and B.Nifty moved in
opposite direction somewhere in APRIL expiry.(around March.20).Moving in opposite
direction by small value is not uncommon But moving by 275 in opposite directions is
a significant one.(It has something to do with Bernanke expected statement to-night???????)

The EXPIRY zone has moved UP to (5800~6100) for THIRD day.


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





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

CALL side: 20 M [Yesterday=19M]
PUT side : 22 M [Yesterday=22 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.18 JULY-Series Day.15 NIFTY=6038 (65)

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


Total strikes in CALL window: 5+2(penny)[Yesterday=5+2(penny)]
Total strikes in PUT window : 3+7(penny)[Yesterday=4+6(penny)]





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

CALL side: 16.0 M [Yesterday=17.3 M]
PUT side : 18.5 M [Yesterday=12.7 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.19 JULY-Series Day.16 NIFTY=6029 (-9)

The EXPIRY zone has condensed to (5900~6100) for SECOND day.


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





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

CALL side: 15.0 M [Yesterday=16.0 M]
PUT side : 20.6 M [Yesterday=18.5 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.22 JULY-Series Day.17 NIFTY=6032 (3)

The EXPIRY zone has condensed to (6000~6100) from (5900~6100) as EXPIRY draws near.


Total strikes in CALL window: 5+2(penny)[Yesterday=5+2(penny)]
Total strikes in PUT window : 2+8(penny)[Yesterday=3+7(penny)]





Total-OI in this Zone---(6000~6100)

CALL side: 12.2 M [Yesterday=11.9 M]
PUT side : 11.6 M [Yesterday=10.4 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.