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Nifty PCR, Option Pain, Option OI Data Sheet |
jdpt
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Joined: 25 Jun 2012
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Post: #1  Posted: Sat Oct 19, 2013 11:22 pm Post subject: Nifty PCR, Option Pain, Option OI Data Sheet |
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Note:
Preferred Version MS Excel 2007.
It will refresh automatically every minute .
Regards
Last edited by jdpt on Fri Oct 25, 2013 9:27 pm; edited 1 time in total |
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taruj
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Joined: 20 Apr 2011
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| Post: #2 Posted: Sun Oct 20, 2013 6:33 pm Post subject: |
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Awesome stuff... JD Anna. 
Is this taking OI of all strikes to get PCR or only some (ITM ATM strikes)? |
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jdpt
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| Post: #3 Posted: Sun Oct 20, 2013 9:53 pm Post subject: |
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| taruj wrote: | Awesome stuff... JD Anna.
Is this taking OI of all strikes to get PCR or only some (ITM ATM strikes)? |
Hi Taruj, it's overall pcr of all strikes. |
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ndpotade
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| Post: #4 Posted: Sun Oct 20, 2013 10:18 pm Post subject: |
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| Thanks... |
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himanshu733
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Joined: 21 Jul 2013
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| Post: #5 Posted: Mon Oct 21, 2013 4:07 am Post subject: |
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Hi JDPT,
In my view, as we are nearing expiry so the options writers wont be too much interested in writing deep OTM calls as it fetches less premium. You can take a range of probable moves (+400, -400) to calculate the data from current NS. BTW awesome stuff |
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jdpt
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| Post: #6 Posted: Mon Oct 21, 2013 6:34 pm Post subject: |
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Welcome ndotade.
Hello himanshu, PCR is used to gauge market sentiment, with few data we can't get the idea about overall market sentiments, thanks anyway.
Regards |
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jdpt
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| Post: #7 Posted: Mon Oct 21, 2013 6:44 pm Post subject: |
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If it will not refresh automatically you can also refresh data manually by clicking on refresh button >--->
Regards |
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pattiboy02
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Joined: 16 Mar 2009
Posts: 220
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| Post: #8 Posted: Mon Oct 21, 2013 7:04 pm Post subject: |
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Dear Jdpt
One more important gague to study OI data is OPTION Pain:-
Between range of 5300 to 6350 OP is @ 6050
Between range of 5800 to 6300 OP is @ 6100
From 5300 level it is imp b'cause still substential CA OI is there from that level.
Option Pain is a point where there is Maximum Pain (loss) for Option buyers if Market settles @ particular strike.
hope u didn't mind for my this addition
regards |
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jdpt
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Posts: 806
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| Post: #9 Posted: Tue Oct 22, 2013 12:37 pm Post subject: |
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| pattiboy02 wrote: | Dear Jdpt
One more important gague to study OI data is OPTION Pain:-
Between range of 5300 to 6350 OP is @ 6050
Between range of 5800 to 6300 OP is @ 6100
From 5300 level it is imp b'cause still substential CA OI is there from that level.
Option Pain is a point where there is Maximum Pain (loss) for Option buyers if Market settles @ particular strike.
hope u didn't mind for my this addition
regards |
Hi pattiboy02, I'm still working on it for adding more feathers to make it better & more useful for us, hence any feedback/suggestion/help will be highly appreciated. Thanks a ton for your valuable addition 
Regards |
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twist
Joined: 12 Feb 2010
Posts: 333
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| Post: #10 Posted: Tue Oct 22, 2013 2:11 pm Post subject: |
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good job anna  |
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paa
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| Post: #11 Posted: Wed Oct 23, 2013 6:56 am Post subject: |
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Pattiboy
Please share the formula for calculating OP
Regards |
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jdpt
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| Post: #12 Posted: Wed Oct 23, 2013 8:55 am Post subject: |
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| twist wrote: | | good job anna |
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pattiboy02
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Joined: 16 Mar 2009
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| Post: #13 Posted: Wed Oct 23, 2013 1:03 pm Post subject: |
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| jdpt wrote: | | pattiboy02 wrote: | Dear Jdpt
One more important gague to study OI data is OPTION Pain:-
Between range of 5300 to 6350 OP is @ 6050
Between range of 5800 to 6300 OP is @ 6100
From 5300 level it is imp b'cause still substential CA OI is there from that level.
Option Pain is a point where there is Maximum Pain (loss) for Option buyers if Market settles @ particular strike.
hope u didn't mind for my this addition
regards |
Hi pattiboy02, I'm still working on it for adding more feathers to make it better & more useful for us, hence any feedback/suggestion/help will be highly appreciated. Thanks a ton for your valuable addition
Regards |
OPTION Pain:-
Between range of 5300 to 6350 OP is @ 6100
Between range of 5900 to 6300 OP is @ 6100
Now short term and long term OP shifted to 6100 strike, 75% possibility of settlement ending between 6050 to 6150
OP is imp help for both option buyer and sellers.
For Buyer it indicate to cover positions if there strike price is substential away from option pain or aggressively buy option on signal when pain is substentiallly away.
For Seller it indicate not to cover sold options if they are about at OP
Thanks jdpt to allow me in your thread
regards |
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jdpt
Yellow Belt
Joined: 25 Jun 2012
Posts: 806
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| Post: #14 Posted: Fri Oct 25, 2013 9:22 pm Post subject: |
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| pattiboy02 wrote: | | jdpt wrote: | | pattiboy02 wrote: | Dear Jdpt
One more important gague to study OI data is OPTION Pain:-
Between range of 5300 to 6350 OP is @ 6050
Between range of 5800 to 6300 OP is @ 6100
From 5300 level it is imp b'cause still substential CA OI is there from that level.
Option Pain is a point where there is Maximum Pain (loss) for Option buyers if Market settles @ particular strike.
hope u didn't mind for my this addition
regards |
Hi pattiboy02, I'm still working on it for adding more feathers to make it better & more useful for us, hence any feedback/suggestion/help will be highly appreciated. Thanks a ton for your valuable addition
Regards |
OPTION Pain:-
Between range of 5300 to 6350 OP is @ 6100
Between range of 5900 to 6300 OP is @ 6100
Now short term and long term OP shifted to 6100 strike, 75% possibility of settlement ending between 6050 to 6150
OP is imp help for both option buyer and sellers.
For Buyer it indicate to cover positions if there strike price is substential away from option pain or aggressively buy option on signal when pain is substentiallly away.
For Seller it indicate not to cover sold options if they are about at OP
Thanks jdpt to allow me in your thread
regards |
Np pattyboy02, you don't need any permission for posting in this thread infact nobody needs any special permission for posting here as it's our thread not mine
Thanks to you for adding more value to this thread
Regards |
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jdpt
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Joined: 25 Jun 2012
Posts: 806
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| Post: #15 Posted: Fri Oct 25, 2013 9:30 pm Post subject: |
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paa, pattyboy hi, here is the updated version of data sheet with Option Pain or Max Pain:
Regards
JDPT |
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