Tracking PUT CALL Open Interest

[Raju]

Thanks findvikas ...

I never would have thought in such a direction .

Regards,
Raju

 

[Mangafreakz]

@Raju
http://www.traderji.com/options/34089-tracking-put-call-open-interest-8.html#post380059 This post should help you , got my very basic questions cleared

 

[MurAtt]

:-? Moving up ...

See the 5000 increase by a whopping 40% and 5100 by 65% (though its still lower than 5100CE ..)

[B]PE s		PE s			
28-Nov-09		29-Nov-09			
OI	Strike	OI	Strike		% Change[/B]
1409800	5100	1642200	5200		
3503950	5000	2336350	[B][COLOR="Red"]5100		65.72	[/COLOR][/B]
3957300	4900	5004150	[B][COLOR="Red"]5000		42.81	Solid Support[/COLOR][/B]
4278400	4800	4193350	[B][COLOR="Red"]4900		5.96	Follow Up Suport[/COLOR][/B]
2997850	4700	4386100	4800		2.52	Neutral
2553200	4600	3112400	4700		3.82	Neutral
3726100	4500	2531500	4600		-0.85	Neutral*
1402750	4400	3711700	4500		-0.39	Neutral*
2384900	4300	1489700	4400		6.20	Neutral*
2738300	4000	2408650	4300		1.00	Neutral*
[B]28952550		30816100[/B]
					
[B]CE s		CE s
OI	Strike	OI	Strike		% Change[/B]
1130750	5700	1158500	5700		2.45	Neutral*
502650	5600	1982100	5500		5.03	Neutral*
1887250	5500	2681700	[B]5400		14.14	Resistance Forming[/B]
2349400	5400	2037150	[B]5300		16.40	Resistance Forming[/B]
1750200	5300	3637350	[B]5200		11.22	Resistance Forming[/B]
3270450	5200	3136500	[B]5100		10.89	Resistance Forming[/B]
2828500	5100	2893800	5000		-4.52	Bullish
3030900	5000	1793050	4900		-13.48	Bullish
2072350	4900	1155950	4800		-7.50	Bullish confirmation
1249700	4800	456050	5300M10		
[B]20072150		20932150[/B]

[COLOR="RoyalBlue"]Based on figures from NSE Top 10 CE/PE and Excel provided by Alex[/COLOR]
* Far Strike. Not important as of now. May come into play later.

 

[Raju]

Hi , Mangafreakz/stocks.murtaza,

Great !! Thanks for the help .You all made my day . I was holding NIFTY 5100CE.Have sold it today as I am officer goer and am not able to watch market movement continously.
Major finance sites, broking sites are blocked in my office.

Raju

 

[findvikas]

SM bro... still holding 5100PE or booked out?

 

[MurAtt]

Oh that was sold -- SL was 140/-.
Sorry did not update here .. elsewhere it was

 

[findvikas]

chalo acha hai... 3 rs kama ke hum bhi bahar aa gaye 5100pe se.

 

[MurAtt]

Re-entered today @ 114/-. Sl 100-ish.

 

[MurAtt]

Re-entered today @ 114/-. Sl 100-ish.

Exited @ 121/-. Gione long 5100CE .. holding positional with SL on NF 5080 ...

 

[00fnotrade]

Talisman, I will agree with Enygma's view. IMO, Funds houses, FII etc are not too much in stock futures due to low liquidity. They would instead use Nifty to protect/leaverage their portfolio.

While reading OI change, I generally ignore anything with change of 10 to 15%. It is normal mkt behaviour. And if the OI number is small, the % change will give distorted info.. (On OI of 100, even if OI just goes up by 20 contracts, means 20% change.. but in reality it is just 20*2.5 Lac = 50 lacs worth of transaction which is nothing.

So don't read too much into stock OI.

Happy Trading

AW10 are you sure about the above mentioned thing. If the Big players like FII and Fund houses are not active in the stock futures, then how come it has got such big turnover everyday

I do not want to say that what you said is wrong, I am simply sharing my confusion about it.

One more thing, if a fund house has decided to buy 400 crores worth of Realty sector shares, like dlf, unitech etc. then this Net buying of 400 crore is bound to take the Stock prices higher "under normal market conditions", then wont the fund house like to create longs in the futures, and then sell them at higher prices to make good bucks in the futures segment as well. They will continue to hold the Stocks in their portfolio, but will make some money in futures based on the supply demand mismatch created because of their huge buying.

And if this is not the case, then how come whenever the stock rises sharply like 20-25 % in 4-5 days, then the future also follows the stock path as it is. If the fund house is just doing the buying in the stock, then future should not copy its exact movement no ?

Is there some rule and regulation from SEBI, which prohibits FII and Fund houses from doing active trading in the Stock Futures ?

Sorry if my assumptions are wrong. I am just guessing.