PUT and CALL options

[columbus]

August.7 AUGUST-Series Day.9 NIFTY=5519 (-23)

The EXPIRY zone is moved down to (5400~5900) from (5500~5900).


Total strikes in CALL window: 6+5(penny)[Previous=5+5(penny)]
Total strikes in PUT window : 10+1(penny)[previous=10+0(penny)]


Penny PUT option made an appearance after a long time in PUT window.



OI-TODAY in CALL window (6400~5400): 2.2 M
OI-TODAY in PUT window (6000~5000) : 3.7 M

(By restricting to ZONE ,missing lot of action on PUT side now,hence
total window length is taken)


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


Current position is indicated.

 

[columbus]

August.8 AUGUST-Series Day.10 NIFTY=5566 (47)

The EXPIRY zone is moved UP to (5500~5900) from (5400~5900).


Total strikes in CALL window: 5+5(penny)[Previous=6+5(penny)]
Total strikes in PUT window : 9+2(penny)[previous=10+1(penny)]


Penny PUT option made an appearance after a long time in PUT window.



OI-TODAY in CALL window : 1.7 M
OI-TODAY in PUT window : 0.9 M


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


Current position is indicated.

 

[columbus]

August.12 AUGUST-Series Day.11 NIFTY=5612 (46)

The EXPIRY zone is condensed to (5500~5800) from (5500~5900).


Total strikes in CALL window: 6+4(penny)[Previous=5+5(penny)]
Total strikes in PUT window : 8+3(penny)[previous=9+2(penny)]


Penny PUT option made an appearance after a long time in PUT window.



OI-TODAY in CALL window :-218K [Yesterday=1700K]
OI-TODAY in PUT window : 2375K [Yesterday=900 K]


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


Current position is indicated.

 

[columbus]

August.13 AUGUST-Series Day.12 NIFTY=5699 (87)

The EXPIRY zone has expanded to (5500~5900) from (5500~5800).


Total strikes in CALL window: 5+5(penny)[Previous=6+4(penny)]
Total strikes in PUT window : 7+4(penny)[previous=8+3(penny)]






OI-TOTAL in the ZONE
CALL window : 22.0 M [Yesterday=23.0 M]
PUT window : 20.7 M [Yesterday=18.8 M]

These figures are adjusted as per the latest ZONE, which are taken from
the Database ,and may vary from previous post as number of strikes differ
from previous Zone.



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


Current position is indicated.

 

[columbus]

The earlier format of TOTAL-OI is taken in place of TODAY-OI.
Yesterday's post reported a huge OI (2375 K) in PUT window vs
(-218 K) in Call Window.But market zoomed.

 

[anup0212]

The earlier format of TOTAL-OI is taken in place of TODAY-OI.
Yesterday's post reported a huge OI (2375 K) in PUT window vs
(-218 K) in Call Window.However market zoomed.

hey columbus, i guess that is called as trend reversal ..just joking ...but most of time opposite side the market goes...

 

[healthraj]

Re: August.13 AUGUST-Series Day.12 NIFTY=5699 (87)

The EXPIRY zone has expanded to (5500~5900) from (5500~5800).


Total strikes in CALL window: 5+5(penny)[Previous=6+4(penny)]
Total strikes in PUT window : 7+4(penny)[previous=8+3(penny)]






OI-TOTAL in the ZONE
CALL window : 22.0 M [Yesterday=23.0 M]
PUT window : 20.7 M [Yesterday=18.8 M]

These figures are adjusted as per the latest ZONE, which are taken from
the Database ,and may vary from previous post as number of strikes differ
from previous Zone.



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


Current position is indicated.

Columbus,

The COI (Today OI) seems to be wrong for 5400PE. I use the following link for the OptionsChain

http://www.nseindia.com/live_market...in/optionKeys.jsp?symbol=NIFTY&date=29AUG2013

 

[columbus]

Hi healthraj,

You are doing a good work.Keep it up.
I am taking data from the same link of NSE.
Earlier also I got posts regarding mismatch of OI,then I started taking data
at a particular time (5PM) not immediately soon after closing of markets.
The problem was sorted after that.
(By the by , the link provided by you ,is taking me to the latest date.)

 

[columbus]

August.14 AUGUST-Series Day.13 NIFTY=5742 (43)

The EXPIRY zone is at (5500~5900) for SECOND day.


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






OI-TOTAL in the ZONE
CALL window : 20.9 M [Yesterday= 22.0 M]
PUT window : 23.8 M [Yesterday= 20.7 M]

These figures are adjusted as per the latest ZONE, which are taken from
the Database ,and may vary from previous post as number of strikes differ
from previous day's Zone.



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


Current position is indicated.

 

[columbus]

The EXPIRY zone has moved down to (5400~5800) from (5500~5900).


Total strikes in CALL window: 5+5(penny)[Previous=5+5(penny)]
Total strikes in PUT window : 10+1(penny)[previous=6+5(penny)]

Sudden increase in PUT active strikes and decrease in Penny strikes.




OI-TOTAL in the ZONE

CALL window : 23.5 M [Previous= 16.6 M]
PUT window : 26.4 M [Previous= 26.5 M]

These figures are adjusted as per the latest ZONE, which are taken from
the Database ,and may vary from previous post as number of strikes differ
from previous day's Zone.



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

Current position is indicated.

There is lot of action on both sides of current strike.
CALL buyers are expecting a REVERSAL and PUT buyers are expecting
the same trend to continue.