BankNifty PUTs & CALLs

Nifty's options are better than BankNifty's option?

  • YES

    Votes: 140 74.9%

  • NO

    Votes: 47 25.1%
  • Total voters
    187
columbus

columbus

Well-Known Member
#491
#491
JAN.30 jan-series day.25 BANKNIFTY=10153 (-285)



BankNifty ended on 10153.

FEB Series EXPIRY : 26FEB'14
==================




Expected Zone : 9800~10600
 
columbus

columbus

Well-Known Member
#492
#492
JAN.31 feb-series day.1 BANKNIFTY=10238 (85)



The Expected Zone stands at (9900~10700).






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


DAY		        LOW~HIGH
=======                 =========	
1  to 6           	50Rs to 500Rs
7  to 11	        45Rs to 450Rs
12 to 16                40Rs to 400Rs
17 to END          	35~15Rs to 350~150RS

This is not based on ANY formula , but on just observations of last few days.
Bold indicate Open Interest over 50k.(Open interest-TODAY)
Italic indicate Open Interest over -50k.(Open Interest-TODAY)

HTML: 
STRIKES in the Zone    Average Open Interest      Implied Volatility
CALL...6                        17K                       23.85
PUT....4                        29K                       28.26
(Strikes as shown in the chart)
Current position is indicated in the chart.

 
columbus

columbus

Well-Known Member
#493
#493
FEB.3 feb-series day.2 BANKNIFTY=10102 (-136)



The Expected Zone moved down at (9800~10500) from (9900~10700).





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


DAY		        LOW~HIGH
=======                 =========	
1  to 6           	50Rs to 500Rs
7  to 11	        45Rs to 450Rs
12 to 16                40Rs to 400Rs
17 to END          	35~15Rs to 350~150RS

This is not based on ANY formula , but on just observations of last few days.
Bold indicate Open Interest over 50k.(Open interest-TODAY)
Italic indicate Open Interest over -50k.(Open Interest-TODAY)


HTML: 
STRIKES in the Zone  Average Open Interest    Implied Volatility
CALL...5              16.00K (Prev17.00K)     28.26 (Prev: 23.85)
PUT....4              9.7K   (Prev:29.00K)    29.88 (Prev: 28.26)
(Strikes as shown in the chart)


Current position is indicated in the chart.


 
Last edited:
columbus

columbus

Well-Known Member
#494
#494
FEB.4 feb-series day.3 BANKNIFTY=10191 (89)



The Expected Zone moved UP at (9900~10600) from (9800~10500).





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


DAY		        LOW~HIGH
=======                 =========	
1  to 6           	50Rs to 500Rs
7  to 11	        45Rs to 450Rs
12 to 16                40Rs to 400Rs
17 to END          	35~15Rs to 350~150RS

This is not based on ANY formula , but on just observations of last few days.
Bold indicate Open Interest over 50k.(Open interest-TODAY)
Italic indicate Open Interest over -50k.(Open Interest-TODAY)


HTML: 
STRIKES in the Zone  Average Open Interest    Implied Volatility
CALL...5              17K (Prev:16K)          29.50 (Prev: 28.26)
PUT....4              23K (Prev:10K)          30.33 (Prev: 29.88)
(Strikes as shown in the chart)
Current position is indicated in the chart.

 
Last edited:
columbus

columbus

Well-Known Member
#495
#495
FEB.5 feb-series day.4 BANKNIFTY=10231 (40)



The Expected Zone is at (9900~10600) for SECOND day.





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


DAY		        LOW~HIGH
=======                 =========	
1  to 6           	50Rs to 500Rs
7  to 11	        45Rs to 450Rs
12 to 16                40Rs to 400Rs
17 to END          	35~15Rs to 350~150RS

This is not based on ANY formula , but on just observations of last few days.
Bold indicate Open Interest over 50k.(Open interest-TODAY)
Italic indicate Open Interest over -50k.(Open Interest-TODAY)


HTML: 
STRIKES in the Zone  Average Open Interest    Implied Volatility
CALL...5              -2K (Prev:17K)          27.77 (Prev: 29.50)
PUT....4               7K (Prev:23K)          31.70 (Prev: 30.33)
(Strikes as shown in the chart)
Current position is indicated in the chart.

 
Last edited:
columbus

columbus

Well-Known Member
#496
#496
FEB.6 feb-series day.5 BANKNIFTY=10205 (-26)




The Expected Zone is at (9900~10600) for THIRD day.





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


DAY		        LOW~HIGH
=======                 =========	
1  to 6           	50Rs to 500Rs
7  to 11	        45Rs to 450Rs
12 to 16                40Rs to 400Rs
17 to END          	35~15Rs to 350~150RS

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

Bold indicate Open Interest over 50k.(Open interest-TODAY)
Italic indicate Open Interest over -50k.(Open Interest-TODAY)



HTML: 
STRIKES in the Zone  Average Open Interest    Implied Volatility
CALL...5              16K (Prev:-2K)           26.80 (Prev: 27.77)
PUT....4               13K (Prev:7K)           32.59 (Prev: 31.70)
(Strikes as shown in the chart)
Current position is indicated in the chart.

 
columbus

columbus

Well-Known Member
#497
#497
FEB.7 feb-series day.6 BANKNIFTY=10263 (58)



The Expected Zone is at (9900~10600) for FOURTH day.





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


DAY		        LOW~HIGH
=======                 =========	
1  to 6           	50Rs to 500Rs
7  to 11	        45Rs to 450Rs
12 to 16                40Rs to 400Rs
17 to END          	35~15Rs to 350~150RS

This is not based on ANY formula , but on just observations of last few days.
Bold indicate Open Interest over 50k.(Open interest-TODAY)
Italic indicate Open Interest over -50k.(Open Interest-TODAY)



HTML: 
STRIKES in the Zone  Average Open Interest    Implied Volatility
CALL...6(prev:5)        6K (Prev:16K)           26.68 (Prev: 26.80)
PUT....4(prev:4)       18K (Prev:13K)           31.91 (Prev: 32.59)
(Strikes as shown in the chart)
Current position is indicated in the chart.
 
Last edited:
timepass

timepass

Moderator
#498
#498
Re: FEB.7 feb-series day.6 BANKNIFTY=10263 (58)

hmmm.. four straight days in a row for a range, it's too much for the volatile Bank Nifty. Something has to happen soon. Maybe a breakdown.
 
Last edited:
columbus

columbus

Well-Known Member
#499
#499
FEB.10 feb-series day.7 BANKNIFTY=10213 (-50)



The Expected Zone has condensed to (9900~10500) from (9900~10600).



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


DAY		        LOW~HIGH
=======                 =========	
1  to 6           	50Rs to 500Rs
7  to 11	        45Rs to 450Rs
12 to 16                40Rs to 400Rs
17 to END          	35~15Rs to 350~150RS
This is not based on ANY formula , but on just observations of last few days.

Bold indicate Open Interest over 50k.(Open interest-TODAY)
Italic indicate Open Interest over -50k.(Open Interest-TODAY)



HTML: 
STRIKES in the Zone  Average Open Interest    Implied Volatility
CALL...5(prev:6)        10K (Prev:6K)           27.61 (Prev: 26.68)
PUT....4(prev:4)        2K (Prev:18K)           32.31 (Prev: 31.91)
(Strikes as shown in the chart)
Current position is indicated in the chart.

 
U

urabpr01

New Member
#500
#500
Dear Columbus,

Good Evening.

I was looking into the OI details. There is a difference in values of 10200 put close price/settled price, Today's OI & Total OI.

Could you let us know how you get those values.

Thanks
 
You must log in or register to reply here.
Thread starter Similar threads Forum Replies Date
V Banknifty expiry date change Options 7
letsgrownow Needed 1 min Intraday Index (Nifty & Banknifty) Option data Intraday 4
D Tick by tick chart for nifty/banknifty intraday Software 8
U 21500 points in banknifty spot in 13 months, will this survive post charges and slippage Algo & Automated Trading 1
K 1 min Banknifty data for last 3/6 months required Data Feeds 0

Similar threads