Trade with options data

[kiranjakka]

 

[timepass]

Kiran, puts and calls both are losing premium.. How much of it is because of time decay ??

 

[kiranjakka]

Kiran, puts and calls both are losing premium.. How much of it is because of time decay ??

THIS HAPPENS mANY TIMES TO ME IF WE ARE LOOSING A TRADE ON OPTIONS EVENTHOUGH WE ARE WITH THE TREND MEANS TIME DECAY KILLING OUR TRADE. ONLY OPTION WRITERS WOULD HAVE MADE MONEY TODAY.

 

[Donmuthu]

...CREATING A N EXCEL SHEET FOR INTRADAY IS DIFFICULT

Kiran,

I think below file created by Aditya may be helpful here. The data is pulled directly from NSE website. You need to redraw the graphs each time but this is not very cumbersome and gives one an immediate graphic picture.

Thanks,

Hi Columbus Sir....... Had created this Spreadsheet for tracking Nifty Options with graphs for Total OI, Change in OI and Option Pain.... Hope this helps......

And you had earlier mentioned that you are unable to put dates on X-axis in your Graphs.... If you could share that Sheet with us, I might try my hand to resolve this issue....


[PS: The link to the file shared is temporary and might change in future..... In case it changes, this is the Link to the Folder..... From here, you may download the file called "Nifty Options Analysis.xlsx"...]

 

[rkgoyal_98]

Some Option Charts

By rkgoyal_98 at 2012-02-07

By rkgoyal_98 at 2012-02-07

By rkgoyal_98 at 2012-02-07

By rkgoyal_98 at 2012-02-07

By rkgoyal_98 at 2012-02-07

By rkgoyal_98 at 2012-02-07

By rkgoyal_98 at 2012-02-07

 

[DanPickUp]

Kiran, puts and calls both are losing premium.. How much of it is because of time decay ??

TP

Which strike levels from puts and calls you have in mind?

You may post a screen shot from the option prices you talk about and then we may will get a valuable answer to what you ask.

You ask about how much time decay is priced and how much intrinsic value is priced in the put and calls you have in mind and this answer we do not have and can not get as your question is not precisely and the answer we got for your question is not precisely.

DanPickUp

 

[kiranjakka]

reliance and itc still standing strong with falling market

as i said before positions were built up in reliance and itc yesterday now they are rocketing, -------- the way options written reliance will touch 900 this series

 

[timepass]

TP

Which strike levels from puts and calls you have in mind?

You may post a screen shot from the option prices you talk about and then we may will get a valuable answer to what you ask.

You ask about how much time decay is priced and how much intrinsic value is priced in the put and calls you have in mind and this answer we do not have and can not get as your question is not precisely and the answer we got for your question is not precisely.

DanPickUp

Dan, here's the snapshot from Columbus's thread where he is trying to analyse nifty options. Kiran, in this thread, is casting a wider net.

Your answers are always valuable, looking forward.

 

[kiranjakka]

Dan, here's the snapshot from Columbus's thread where he is trying to analyse nifty options. Kiran, in this thread, is casting a wider net.

Your answers are always valuable, looking forward.

you can clearly see that even though market was falling or fallen yesterday even puts have lost their premium due to timedecay

 

[kiranjakka]

image posted at 10.30 am


carefull put writing at 5400 has begin