BankNifty PUTs & CALLs

[columbus]

Re: DEC.6 dec-series day.6 BANKNIFTY=11720 (55)

Hello Bro ...

I have 2 quires ...

1 is ... What parameters to use to adjust trading zone as you did in last post & others... from 11600~11900 to 11700~12100 ???

2nd is ... I am getting option data from ...


& getting some difference while matching with your data file posted here ... plz check ...

Hi cellclinic,

1.The EXPANSION on UPPER side in the range ,indicates Bullish overtone.
Generally I take positions in Bank Nifty ,before EXPIRY because ,the options
in Bank nifty before that period are costly.If Options in the range are taken they
are highly VOLATILE and your presence before the computer, is always required.
On the other hand, if options out side the range are taken ,the decay (in value)
is rather LOW.

2.The Option chain from different sources may be different.(This point was
raised by many in the past). In fact from the same source ,at different times
is different.Generally I take data from NSE ,at 5pm.(Previous day ,I took data
a bit early as I was going out.)

 

[columbus]

DEC.9 dec-series day.7 BANKNIFTY=12066 (346)

The Expected Zone has moved UP to (11900~12300) from (11700~12100) .

We follow the PUT and CALL windows with the boundaries, as :


DAY		        LOW~HIGH
=======                 =========	
1  to 6           	50Rs to 500Rs
7  to 11	        40Rs to 400Rs
12 to 16                35Rs to 350Rs
17 to END          	30~15Rs to 300~150RS

This is not based on ANY formula , but on just observations of last few days.

Average Open Interest (Today) in the Expected zone as indicated...CALL side:-1K [Prev:6K]
Average Open Interest (Today) in the Expected zone as indicated....PUT side:39K [Prev:22K]

Current position is indicated in the chart.

Even though all important stocks of Banknifty were over ~2%,Bank nifty index
was at Day's LOW due to huge GAP UP.

 

[columbus]

DEC.10 dec-series day.8 BANKNIFTY=11844 (-222)

The Expected Zone has moved DOWN to (11700~12100) from (11900~12300) .

We follow the PUT and CALL windows with the boundaries, as :


DAY		        LOW~HIGH
=======                 =========	
1  to 6           	50Rs to 500Rs
7  to 11	        40Rs to 400Rs
12 to 16                35Rs to 350Rs
17 to END          	30~15Rs to 300~150RS

This is not based on ANY formula , but on just observations of last few days.

Average Open Interest (Today) in the Expected zone as indicated...CALL side:7K [Prev:-1K]
Average Open Interest (Today) in the Expected zone as indicated....PUT side:4K [Prev:39K]

Current position is indicated in the chart.

 

[columbus]

DEC.11 dec-series day.9 BANKNIFTY=11785 (-59)

The Expected Zone has expanded (11700~12200) from (11700~12100) .

We follow the PUT and CALL windows with the boundaries, as :


DAY		        LOW~HIGH
=======                 =========	
1  to 6           	50Rs to 500Rs
7  to 11	        40Rs to 400Rs
12 to 16                35Rs to 350Rs
17 to END          	30~15Rs to 300~150RS

This is not based on ANY formula , but on just observations of last few days.

Average Open Interest (Today) in the Expected zone as indicated...CALL side:23K [Prev:7K]
Average Open Interest (Today) in the Expected zone as indicated....PUT side:8K [Prev:4K]



Current position is indicated in the chart.

Investors will remain cautious ahead of RBI monetary policy and Federal Reserve meeting next week.

 

[trade4joisar]

Re: DEC.11 dec-series day.9 BANKNIFTY=11785 (-59)

Investors will remain cautious ahead of RBI monetary policy and Federal Reserve meeting next week.

Do you know the dates of

CPI
WPI
RBI Policy
Fed Meet
?

 

[cellclinic]

Re: DEC.11 dec-series day.9 BANKNIFTY=11785 (-59)

Check here for all national & international events ... to get IST change CURRENT TINE TO GMT +5.30 CHENNAI , DELHI ( BELOW FILTERS TAB ) ...

http://www.investing.com/economic-calendar/

Do you know the dates of

CPI
WPI
RBI Policy
Fed Meet
?

 

[columbus]

DEC.12 dec-series day.10 BANKNIFTY=11636 (-149)

The Expected Zone has moved down (11400~12000) from (11700~12200) .

We follow the PUT and CALL windows with the boundaries, as :


DAY		        LOW~HIGH
=======                 =========	
1  to 6           	50Rs to 500Rs
7  to 11	        40Rs to 400Rs
12 to 16                35Rs to 350Rs
17 to END          	30~15Rs to 300~150RS

This is not based on ANY formula , but on just observations of last few days.

Average Open Interest (Today) in the Expected zone as indicated...CALL side:27K [Prev:23K]
Average Open Interest (Today) in the Expected zone as indicated....PUT side:-9K [Prev:8K]



Current position is indicated in the chart.

 

[columbus]

DEC.13 dec-series day.11 BANKNIFTY=11369 (-269)

The Expected Zone has moved down to (11100~11700) from (11400~12000) .

We follow the PUT and CALL windows with the boundaries, as :


DAY		        LOW~HIGH
=======                 =========	
1  to 6           	50Rs to 500Rs
7  to 11	        40Rs to 400Rs
12 to 16                35Rs to 350Rs
17 to END          	30~15Rs to 300~150RS

This is not based on ANY formula , but on just observations of last few days.

Average Open Interest (Today) in the Expected zone as indicated...CALL side:20K [Prev:27K]
Average Open Interest (Today) in the Expected zone as indicated....PUT side:-5K [Prev:-9K]



Current position is indicated in the chart.

 

[cellclinic]

Re: DEC.13 dec-series day.11 BANKNIFTY=11369 (-269)

The Expected Zone has moved down to (11100~11700) from (11400~12000) .








Average Open Interest (Today) in the Expected zone as indicated...CALL side:20K [Prev:27K]
Average Open Interest (Today) in the Expected zone as indicated....PUT side:-5K [Prev:-9K]

Hello Bro ...

Can you plz describe the way to calculate Average Open Interest (Today) ???

 

[columbus]

Re: DEC.13 dec-series day.11 BANKNIFTY=11369 (-269)

Hello Bro ...

Can you plz describe the way to calculate Average Open Interest (Today) ???

Hi cellclinic,

Simple.There is table ,inserted in the report ,between HTML Code.
Call Window & Put window ,limits are mentioned there.For each day in the
series ,approximate ,Lower & Upper price limits of Calls & Puts are taken.