Tracking Nifty PC OI w.r.t Option Writer

[Pralhad]

 

[TTW]

Pralhad,
Thanks for this wondeful post. This is really great work. Keep it up buddy.
Regards,
TTW

 

[chitale9]

Dear Pralhad,

Great job....very impressive & useful....Keep it up....

Regards
Chitale9

 

[Pralhad]

 

[Pralhad]

 

[TTW]

Dear Pralhad,
Is it possible for you to post link to your latest excel sheet....?....
Good show in any case.
Regards,
TTW

 

[Pralhad]

Link for updated file

http://hotfile.com/dl/39019467/01d78d8/PC_OI_Analysis_Current_Month.xlsx.html

Regards,

-Pralhad

 

[Pralhad]

 

[AW10]

Hi Prahlad, Just saw some extra columns in extra sheet related to timevalue.. and some calculations around it based on OI.

I know the timevalue concepts and can roughly visualise how u are calculating these numbers but Somehow, I fail to understand the USE of these numbers. Moreover the value mentioned in words ..(words like Araab and Kharaab are intimidating to me).

Can you throw some more light on this, or the source where u have read it.

Happy Trading

 

[Pralhad]

I am not sure how to USE time value figure in actual trading or even it may be total waste, but I am trying to understand the effect of Volatility on Option Pricing (especialy Time Value) and how Time Value of Option depriciate each passing day in TOTALITY.

I am Accountant and have habit to write each bill value in words in last

Again its just experiment. Lets track its behaviour for few couple of week and see if we could formulate any meaningful Interpretation / Rule.

Here is link for latest updated Excel file. http://hotfile.com/dl/39076941/93f0f97/PC_OI_Analysis_Current_Month.xlsx.html
You can check that how I am calculating Time Value and if I am making any principle mistake please let me know.

If you have any Idea / Suggestion regarding this you are welcome to share with us.

Regards,

-Pralhad