Trade with options data

[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.

Hi TP

You can go for this geneal rules:

If you have a 5200 Nifty Februar call and market is at 5300, the intrinsic value of the option should be 100Rp. All the rest above this price is time value. Vice versa for puts.

If the market ist at 5350, your Nifty 5200 Feb. call should have an intrinsic value of 150 Rp and all the rest is time value.

If market is at 5300 and you have a Nifty Feb. call 5400, all the value is pure time value and no Rp. intrinsic value.

If you have a 5200 Nifty Feb. Call and market is at 5200, the value of the call is pure time value.

Time value includes time and implied volatility of the option.

Intrinsic value includes real value of the option and implied volatility of the option.

DanPickUp

 

[kiranjakka]

let meeeeeee look

 

[kiranjakka]

wat u say in case of ITC........is ther any chances of crossing 3.00 210 call.


http://www.nseindia.com/live_market...-&segmentLink=17&symbolCount=2&segmentLink=17

generally if market is mild negative or flat then some defensive players like itc and hindunilvr might do well but as per OI didnt read anything

 

[kiranjakka]

nifty data neutral

 

[kiranjakka]

 

[trader15]

What can be implied by this data for IDFC: Upmove/Downmove

 

[valuable_earner]

i think downmove bro....

 

[trader15]

i think downmove bro....

My understanding which i want to confirm is Significant "UpMove": Due to Put's open interest declining and additional Call Open interest generated for Out of Money Calls.

Disclaimer: I'm holding 2000 IDFC intraday at 136.65

 

[valuable_earner]

first resistence is at 140 and if its moving upward from 136 then look fr 139 fr booking but if it is moving downwards that is comming from 140 lvls then no tgt till nw as puts are being covered at 130 lvls but one can book after 4-5 pts to be on safe side...

hope i m right.... kiran waiting fr ur inputs

 

[gurmy.]

5400 put OI increasing