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OPEN INTEREST IN NIFTY OPTIONS |
yashrahul
Yellow Belt
Joined: 29 Jun 2013
Posts: 512
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Post: #91  Posted: Thu Oct 24, 2013 3:50 pm Post subject: |
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24/10/2013
HIGHEST OPEN INTEREST IN PUT:6000PE =58,35,250.
HIGHEST OPEN INTEREST IN CALL:6300 CE =64,79,750.
Note:Diwali and expiry are round the corner and as mentioned continuously in the previous posts...fireworks have finally started...options data nothing much too mention except that 5700 pe has cut -11,40,000 but the put has hardly any value and hence does not need much mention,6100 pe has cut -1,09,700 in oi today but 6000 pe has added 2,01,750..slight shift of 100 points towards the downside is what it points too...lets see..what happens tomorrow...is the balloon too inflated and going too burst soon.  |
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chandrujimrc
Brown Belt
Joined: 21 Apr 2009
Posts: 1683
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| Post: #92 Posted: Thu Oct 24, 2013 5:48 pm Post subject: |
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Dear yashrahul,
Thanks for the updation. |
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apka
Black Belt
Joined: 13 Dec 2011
Posts: 6137
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| Post: #93 Posted: Thu Oct 24, 2013 6:25 pm Post subject: |
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yashrahul, the figures you are getting eod are incorrect.
The OI of 6300ce is 60,02,500
and
The OI of 6000pe is 57,44,550
There are 2 ways of checking options at nseindia, one is showing what you have stated as of 3.30pm, and the other is updated after 5pm with closing prices which is showing the above figures. The above will reflect in the terminal window after opening tomorrow. |
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yashrahul
Yellow Belt
Joined: 29 Jun 2013
Posts: 512
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| Post: #94 Posted: Thu Oct 24, 2013 8:13 pm Post subject: |
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Apka: Don't worry my friend i will stop writing highest and lowest oi in this thread by expiry of fo which is on the 31 st of october ..so that "yashrahul, the figures you are getting eod are incorrect" doesn't happen again.
i have been following the 3.30 pm oi figures for a long time but never felt much difference between 3.30 and 5 pm but u pointed out very perfectly..This thread was started by me just to let people know what is oi..what is writing in puts and calls...hence everyday i have added a note...from next expiry i will only write notes and no eod figures...or i will totally abstain from writing anything at all..till this expiry i will write 3.30 pm figures as i have been doing all through out this october series.
"thanks for your invaluable time and priceless information" |
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ndpotade
Yellow Belt
Joined: 05 Feb 2010
Posts: 580
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| Post: #95 Posted: Thu Oct 24, 2013 10:04 pm Post subject: |
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| Thanks Yashrahul.... |
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yashrahul
Yellow Belt
Joined: 29 Jun 2013
Posts: 512
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| Post: #96 Posted: Fri Oct 25, 2013 11:10 am Post subject: |
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| 6200 ce has added 10,20,850...6100 ce has added 5,97,950.. 6100 pe has added 6,40,350...6000 pe has added 8,87,700...oi is getting added from both sides in high quantities..lets see |
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vinay28
Black Belt
Joined: 24 Dec 2010
Posts: 11748
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| Post: #97 Posted: Fri Oct 25, 2013 11:18 am Post subject: |
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| yashrahul wrote: | | 6200 ce has added 10,20,850...6100 ce has added 5,97,950.. 6100 pe has added 6,40,350...6000 pe has added 8,87,700...oi is getting added from both sides in high quantities..lets see |
yashrahul, the way option prices have moved till now, it looks like 6100/6200 ce being bought while 6100/6000pe being sold. But vix, though now falling, is still high. I think today will be interesting being a weekly closing. Close above 6200 will be strong. Also, vix has to go below 20.54/20.34/19.87. Let's see how it develops by afternoon. |
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Andre
White Belt
Joined: 06 Jun 2012
Posts: 220
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| Post: #98 Posted: Fri Oct 25, 2013 11:29 am Post subject: |
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Vinay....
Please clarify my doubt...how can you conclude that Call is being bought and Put is being written....as we dont have incremental today's PCR data and also VIX is rising.....
Regards,
| vinay28 wrote: | | yashrahul wrote: | | 6200 ce has added 10,20,850...6100 ce has added 5,97,950.. 6100 pe has added 6,40,350...6000 pe has added 8,87,700...oi is getting added from both sides in high quantities..lets see |
yashrahul, the way option prices have moved till now, it looks like 6100/6200 ce being bought while 6100/6000pe being sold. But vix, though now falling, is still high. I think today will be interesting being a weekly closing. Close above 6200 will be strong. Also, vix has to go below 20.54/20.34/19.87. Let's see how it develops by afternoon. |
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yashrahul
Yellow Belt
Joined: 29 Jun 2013
Posts: 512
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| Post: #99 Posted: Fri Oct 25, 2013 11:31 am Post subject: |
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| Vinay28: sorry i differ on your view i feel both 6100/6200 calls and 6100/6000 puts are being sold..plus i can see a marginal drift of 6100 pe writers covering their puts and moving towards writing 6000 pe as i have noticed a marginal shift towards 6000 pe in oi as compared to some time back ...u might be perfectly right but i have own individual view which might be wrong but i stand by it. |
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apka
Black Belt
Joined: 13 Dec 2011
Posts: 6137
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| Post: #100 Posted: Fri Oct 25, 2013 11:38 am Post subject: |
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| vinay28 wrote: | | yashrahul wrote: | | 6200 ce has added 10,20,850...6100 ce has added 5,97,950.. 6100 pe has added 6,40,350...6000 pe has added 8,87,700...oi is getting added from both sides in high quantities..lets see |
yashrahul, the way option prices have moved till now, it looks like 6100/6200 ce being bought while 6100/6000pe being sold. But vix, though now falling, is still high. I think today will be interesting being a weekly closing. Close above 6200 will be strong. Also, vix has to go below 20.54/20.34/19.87. Let's see how it develops by afternoon. |
agreed with above expect that 6000pe is being sold. it looks like both 6200ce and 6000pe are being bought in bulk (high OI, but very few contracts in comparative) for unexpected movements on either side (before RBI policy as it happens). |
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Andre
White Belt
Joined: 06 Jun 2012
Posts: 220
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| Post: #101 Posted: Fri Oct 25, 2013 11:56 am Post subject: |
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Apka..
Please share the Call/Put OI aggregation in Nifty on daily basis for say last cotract...or would you mind sharing the link from where i can get this data...
Regards, |
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apka
Black Belt
Joined: 13 Dec 2011
Posts: 6137
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Andre
White Belt
Joined: 06 Jun 2012
Posts: 220
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| Post: #103 Posted: Fri Oct 25, 2013 12:45 pm Post subject: |
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Apka....
It is today's data.....Actually i need historical data...in this way or whatever way they provide....e.g i need what was 6000 call accumulation/cut yesterday or day before...
Regards,
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ndpotade
Yellow Belt
Joined: 05 Feb 2010
Posts: 580
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| Post: #104 Posted: Fri Oct 25, 2013 4:20 pm Post subject: |
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| Thanks Yashrahul.... |
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pkholla
Black Belt
Joined: 04 Nov 2010
Posts: 2890
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| Post: #105 Posted: Fri Oct 25, 2013 4:34 pm Post subject: |
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| Andre wrote: | | ...Actually i need historical data...in this way or whatever way they provide....e.g i need what was 6000 call accumulation/cut yesterday or day before...Regards, |
Andre: Become Sherlock Holmes. In home page, enter NIFTY in box in the centre near the top (choose equity derivatives). When page changes to NF page, see the boxes in the middle: choose instru type, option type, strike, data for past 2 weeks/ month/ 3 months etc and you will get gold at the end of the rainbow
Prakash Holla |
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