PUT and CALL options

[columbus]

July.23 JULY-Series Day.18 NIFTY=6078 (46)

The EXPIRY zone has moved one strike 6100 from (6000~6100) as EXPIRY draws near.


Total strikes in CALL window: 5+2(penny)[Yesterday=5+2(penny)]
Total strikes in PUT window : 1+9(penny)[Yesterday=2+8(penny)]





Total-OI in this Zone---6100

CALL side: 6.0 M [Yesterday=6.4 M]
PUT side : 4.2 M [Yesterday=3.7 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.

Present position falls outside the EXPIRY zone ,may be just because the
present value 6078 is almost closer to the zone and not significance is
attached to it.
It appears CALLS turned over-bought.
Reduction in CALL open interest ,Increase in PUT open interest ,may see
fall in INDEX,but we have to keep in mind that just 2 are left for
EXPIRY.

 

[columbus]

July.23 JULY-Series Day.18 NIFTY=6078 (46)

The EXPIRY zone has moved one strike 6100 from (6000~6100) as EXPIRY draws near.


Total strikes in CALL window: 5+2(penny)[Yesterday=5+2(penny)]
Total strikes in PUT window : 1+9(penny)[Yesterday=2+8(penny)]





Total-OI in this Zone---6100

CALL side: 6.0 M [Yesterday=6.4 M]
PUT side : 4.2 M [Yesterday=3.7 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.

Present position falls outside the EXPIRY zone ,may be just because the
present value 6078 is almost closer to the zone and no significance is
attached to it.
It appears CALLS turned over-bought.
Reduction in CALL open interest ,Increase in PUT open interest ,may see
fall in INDEX,but we have to keep in mind that just 2 are left for
EXPIRY.

 

[columbus]

July.24 JULY-Series Day.19 NIFTY=5991 (-87)

The EXPIRY zone has moved one strike 6000 from 6100 as EXPIRY draws near.


Total strikes in CALL window: 3+3(penny)[Yesterday=5+2(penny)]
Total strikes in PUT window : 2+8(penny)[Yesterday=1+9(penny)]



Total-OI in this Zone---6000

CALL side: 6.6 M [Yesterday=4.4 M]
PUT side : 6.4 M [Yesterday=9.1 M]
(Yesterday's figures are from database,sometimes it may vary from
yesterday's POST,due to variation in number of strikes.)


No interpretation ,as EXPIRY is quite near.


Current position is indicated.

 

[columbus]

July.25 JULY-Series Day.20 (END) NIFTY=5908 (-83)

Nifty ended at 5908.Bank nifty ended at 10614.
In JULY series Nifty and BankNifty moved in opposite directions.
NIFTY gained 226 points from 5682 to 5908.
BankNifty lost 662 points from 11236 to 10614.

AUGUST DATA
===========

The zone is confined to 3 strikes only.(Strange !!!!!)

A LOOK at JULY data ,at the beginning of the July series.

 

[timepass]

Re: July.25 JULY-Series Day.20 (END) NIFTY=5908 (-83)

The zone is confined to 3 strikes only.(Strange !!!!!)

Maybe both the bulls and the bears are digging in their heels, waiting for the other side to start the fireworks

 

[columbus]

July.26 AUGUST-Series Day.1 (Start) NIFTY=5886 (-21)

The EXPECTED zone is at (5800~6000).Just 3 Strikes !!!!


Total strikes in CALL window: 5+2(penny)
Total strikes in PUT window : 6+1(penny)





Total-OI in this Zone---5800~6000

CALL side: 9.2 M
PUT side : 10.8 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.

 

[healthraj]

Re: July.26 AUGUST-Series Day.1 (Start) NIFTY=5886 (-21)

The EXPECTED zone is at (5800~6000).Just 3 Strikes !!!!


Total strikes in CALL window: 5+2(penny)
Total strikes in PUT window : 6+1(penny)





Total-OI in this Zone---5800~6000

CALL side: 9.2 M
PUT side : 10.8 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,

What Is the significance of the First chart, where you are tracking the daily movement of NIFTY wrt the previous expiry

 

[columbus]

Re: July.26 AUGUST-Series Day.1 (Start) NIFTY=5886 (-21)

Columbus,

What Is the significance of the First chart, where you are tracking the daily movement of NIFTY wrt the previous expiry

heathraj,

It does not carry any significance except it will serve the purpose of comparison
of data given at Beginning of the series with the End of the series.
The figures have no meaning except the STRIKES.

 

[columbus]

July.29 AUGUST-Series Day.2 NIFTY=5832 (-54)

Markets fell for 4 consecutive day.

The EXPECTED zone is at (5800~6000) for 2nd day.Just 3 Strikes !!!!


Total strikes in CALL window: 5+2(penny)[Previous=5+2(penny)]
Total strikes in PUT window : 7+0(penny)[previous=6+19penny)]


No option less than Rs.10 in PUT window.Sentiment is strong in PUT direction.



Total-OI in this Zone---5800~6000

CALL side: 10.2M [Previous=9.2 M]
PUT side : 10.8M [Previous=10.8 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.30 AUGUST-Series Day.3 NIFTY=5755 (-77)

Markets fell for 5th consecutive day.

The EXPECTED zone is at (5800~6000) for 3rd day.Just 3 Strikes !!!!
In fact CURRENT POSITION falls below the zone.


Total strikes in CALL window: 4+3(penny)[Previous=5+2(penny)]
Total strikes in PUT window : 7+0(penny)[previous=7+0(penny)]


No option less than Rs.10 in PUT window.Sentiment is continued to be strong in PUT direction as per above condition.



Total-OI in this Zone---5800~6000

CALL side: 13 M [Previous=10 M]
PUT side : 10 M [Previous=11 M]
(Yesterday's figures are from database,sometimes it may vary from
yesterday's POST,due to variation in number of strikes.)
In anticipation of a bull rally ,an addition of CALLs was seen here.



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


Current position is indicated.

Funny situation indeed.Accumulation of both CALL side and PUT side was seen strongly.