| View previous topic :: View next topic |
| Author |
OPEN INTEREST IN NIFTY OPTIONS |
vinay28
Black Belt
Joined: 24 Dec 2010
Posts: 11748
|
Post: #211  Posted: Sat Dec 21, 2013 11:51 am Post subject: |
 |
|
| chandrujimrc wrote: | Dear yashrahul,
NF closed above Y"day high,but Call options are not crossed the Y"day high,why? |
options have been written heavily and IVs have dropped. They will shoot up next week as expiry approaches. That's why writing them now will be risky. |
|
| Back to top |
|
 |
|
|
|
yashrahul
Yellow Belt
Joined: 29 Jun 2013
Posts: 512
|
| Post: #212 Posted: Sat Dec 21, 2013 9:19 pm Post subject: |
|
|
| chandrujimrc wrote: | Dear yashrahul,
NF closed above Y"day high,but Call options are not crossed the Y"day high,why? |
Chandrujimrc::
The FII figure on that day was very high and most of the churning took place from cash to future and vice versa..the calls might have been shorted at the peak on that day..with both events out of the way and the volatility index going down those who have written the calls are still waiting to cover their shorts..if the markets are able to sustain the rally on friday then the calls will appreciate further...only if there is a gap up on monday will u see a rally in the calls further...a slight dip or sideways movement will further not help the calls in their cause as the premium will keep on eroding
This is what i feel might be the reason..i might be wrong....ask the experts..especially Swing Trader. |
|
| Back to top |
|
|
chandrujimrc
Brown Belt
Joined: 21 Apr 2009
Posts: 1683
|
| Post: #213 Posted: Sat Dec 21, 2013 9:34 pm Post subject: |
|
|
| Thank you yashrahul. |
|
| Back to top |
|
|
thalapathy
White Belt
Joined: 04 Mar 2013
Posts: 27
|
| Post: #214 Posted: Sun Dec 22, 2013 11:34 am Post subject: |
|
|
| Good work yashraful....well done |
|
| Back to top |
|
|
yashrahul
Yellow Belt
Joined: 29 Jun 2013
Posts: 512
|
| Post: #215 Posted: Mon Dec 23, 2013 10:35 am Post subject: |
|
|
| 6300 put adds 27 lakhs in oi in just 1 hour and 15 minutes of trade...bulls are trying to end this series on a very very bullish note it seems...lets wait and watch for EOD figures |
|
| Back to top |
|
|
yashrahul
Yellow Belt
Joined: 29 Jun 2013
Posts: 512
|
| Post: #216 Posted: Mon Dec 23, 2013 7:07 pm Post subject: |
|
|
Note:6300 put in the morning was very strong and it didn't seem that market was going to come below 6300 anytime soon but by evening 6300 put has added more than 10 lakhs in oi instead of 27 lakhs or so it had added with in 1 hour and 15 minutes of trade.... similarly 6400 call has also added close to 11 lakhs in oi ..highest oi as of now is at 6300 call and 6200 put...lets see how tomorrow plans out  |
|
| Back to top |
|
|
nanjanbala
White Belt
Joined: 03 Jan 2009
Posts: 14
|
| Post: #217 Posted: Tue Dec 24, 2013 1:10 am Post subject: |
|
|
| chandrujimrc wrote: | Dear yashrahul,
NF closed above Y"day high,but Call options are not crossed the Y"day high,why? |
Nearing expiry option premium is lost rapidly due to time decay. |
|
| Back to top |
|
|
yashrahul
Yellow Belt
Joined: 29 Jun 2013
Posts: 512
|
| Post: #218 Posted: Tue Dec 24, 2013 8:04 pm Post subject: |
|
|
Note:It seems market has become very sluggish and lazy this expiry...market seems to be closing between 6200 and 6300...6300 call has added more than 9 lakhs in oi and 6300 put has shed more then 4 lakhs in oi..hence i don't feel the markets are going to close much above 6300...i may be wrong but most of expiry is done with...i don't expect much fireworks on Thursday if nothing untoward happens between now and thursday...nifty expiry between 6200 and 6300 and thursday i feel might be a lazy day like today..  |
|
| Back to top |
|
|
chandrujimrc
Brown Belt
Joined: 21 Apr 2009
Posts: 1683
|
| Post: #219 Posted: Thu Dec 26, 2013 3:10 pm Post subject: |
|
|
| 6300 dec PE 20 to 3.30 with in no minute again 22 now above 32,what a pucca fraud & looting game. |
|
| Back to top |
|
|
yashrahul
Yellow Belt
Joined: 29 Jun 2013
Posts: 512
|
| Post: #220 Posted: Fri Dec 27, 2013 7:36 pm Post subject: |
|
|
Note:Start of a new series market maintains its upward bias...it has to yesterday january series had a premium of some 70 points(i don't remember exactly) so the market opening in the green and maintaining it was given..the IVs of puts and calls are very low of 15% or lower..generally IVs are not that lower....
Nothing much to write about options..both calls and puts are adding open interest ...start of the series... but keep a watch on the volatility it is bound to rise in the coming weeks... as the calls and puts IVs suggests they are too low...so watch out |
|
| Back to top |
|
|
yashrahul
Yellow Belt
Joined: 29 Jun 2013
Posts: 512
|
| Post: #221 Posted: Tue Dec 31, 2013 4:09 pm Post subject: |
|
|
Note:Nothing much to mention some calls adding oi and some puts oi....very lazy.... ..
HAPPY NEW YEAR TO ALL |
|
| Back to top |
|
|
yashrahul
Yellow Belt
Joined: 29 Jun 2013
Posts: 512
|
| Post: #222 Posted: Wed Jan 01, 2014 10:04 pm Post subject: |
|
|
| Note:In a extremely low volume market there is nothing much to mention..things remain the same like yesterday with some additions in calls and some additions in puts .. |
|
| Back to top |
|
|
paa
White Belt
Joined: 28 Sep 2010
Posts: 178
|
| Post: #223 Posted: Thu Jan 02, 2014 7:53 am Post subject: |
|
|
| Nifty was -2 points. both calls & puts added premium. what does this indicate? Please explain |
|
| Back to top |
|
|
rk_a2003
Black Belt
Joined: 21 Jan 2010
Posts: 2734
|
| Post: #224 Posted: Thu Jan 02, 2014 8:01 am Post subject: |
|
|
| paa wrote: | | Nifty was -2 points. both calls & puts added premium. what does this indicate? Please explain |
Market participants are expecting a big move either side. Nifty was in narrow range from quite a long time and it's obvious that it has to move either side. |
|
| Back to top |
|
|
paa
White Belt
Joined: 28 Sep 2010
Posts: 178
|
| Post: #225 Posted: Thu Jan 02, 2014 8:03 am Post subject: |
|
|
| thanks RK |
|
| Back to top |
|
|
|
FAQ
Search
Memberlist
Usergroups
Register
Profile
Log in to check your private messages
Log in
