BankNifty PUTs & CALLs

[columbus]

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

Hi urabpr01,

I take data from NSE website at 5PM.

 

[columbus]

FEB.11 feb-series day.8 BANKNIFTY=10245 (32)

The Expected Zone has moved UP to (10000~10600) from (9900~10500).

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.

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

STRIKES in the Zone  Average Open Interest    Implied Volatility
CALL...5(prev:5)        6K (Prev:10K)           26.63 (Prev: 27.61)
PUT....3(prev:4)        2K (Prev:2K )           32.39 (Prev: 32.31)
(Strikes as shown in the chart)

Current position is indicated in the chart.

 

[urabpr01]

Dear Columbus,

Still there is mismatch, either you take it from option chain or from the Bhavcopy file with settlement prices for F&O.

For example, in the above chart 10200 put shows Today-OI as -20,075 and Total OI as 112,050.

NSEwebsite, BANKNIFTY OPTION CHAIN and Settlement bhavacopy file, shows, change in OI -22000 and OI as 110,125.

my intention is not to find fault, but if you take it from Bhavcopy file, then the calculations will be more accurate(more gains) and helpful to all.

 

[columbus]

FEB.12 feb-series day.9 BANKNIFTY=10348 (103)

The Expected Zone has moved UP to (10100~10700) from (10000~10600).

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.

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

STRIKES in the Zone  Average Open Interest    Implied Volatility
CALL...5(prev:5)        5K (Prev:60K)           25.08 (Prev: 26.63)
PUT....3(prev:3)        22K (Prev:2K )          26.94 (Prev: 32.39)
(Strikes as shown in the chart)

Current position is indicated in the chart.

 

[columbus]

Dear Columbus,

Still there is mismatch, either you take it from option chain or from the Bhavcopy file with settlement prices for F&O.

For example, in the above chart 10200 put shows Today-OI as -20,075 and Total OI as 112,050.

NSEwebsite, BANKNIFTY OPTION CHAIN and Settlement bhavacopy file, shows, change in OI -22000 and OI as 110,125.

my intention is not to find fault, but if you take it from Bhavcopy file, then the calculations will be more accurate(more gains) and helpful to all.

Dear urabpr01,

From the Timestamp it is understood that the data pertain to Unsettled prices and
Open Interest.

You find that difference in NIFTY option chain also.Say,you drive down the data
of 6050 strike.The open interest shown in this file is different from individual strike
data.The was raised by some boarders earlier.

Moreover Option Chains from different sources is DIFFERENT.

But for this purpose ,I took data from NSE, which is considered standard.

http://www.nseindia.com/live_market...-&segmentLink=17&symbolCount=2&segmentLink=17

The open interest in option chain is Current+Near+Far (3 months). Hence some difference ?????

 

[columbus]

FEB.13 feb-series day.10 BANKNIFTY=10135 (-213)

The Expected Zone has moved DOWN to (9800~10500) from (10100~10700).

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.

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

STRIKES in the Zone  Average Open Interest    Implied Volatility
CALL...5(prev:5)        43K (Prev:5K)           24.23 (Prev: 25.08)
PUT....4(prev:3)        19K (Prev:22K )          28.11 (Prev: 26.94)
(Strikes as shown in the chart)

Current position is indicated in the chart.

 

[columbus]

FEB.14 feb-series day.11 BANKNIFTY=10203 (68)

The Expected Zone has moved UP to (9900~10700) from (9800~10500).

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.

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

STRIKES in the Zone  Average Open Interest    Implied Volatility
CALL...6(prev:5)        8K (Prev:43K)           23.60 (Prev: 24.23)
PUT....4(prev:4)        21K (Prev:19K )         24.37 (Prev: 28.11)
(Strikes as shown in the chart)

Current position is indicated in the chart.

 

[columbus]

FEB.17 feb-series day.12 BANKNIFTY=10326 (123)

The Expected Zone has CONDENSED to (10000~10700) from (9900~10700).

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.

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

STRIKES in the Zone  Average Open Interest    Implied Volatility
CALL...6(prev:6)        24K (Prev:8K)           21.35 (Prev: 23.60)
PUT....4(prev:4)        52K (Prev:21K )         24.77 (Prev: 24.37)
(Strikes as shown in the chart)

Current position is indicated in the chart.

 

[columbus]

FEB.18 feb-series day.13 BANKNIFTY=10575 (249)

The Expected Zone has MOVED UP to (10300~10900) from (10000~10700).

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.

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

STRIKES in the Zone  Average Open Interest    Implied Volatility
CALL...6(prev:6)        52K (Prev:24K)           20.28 (Prev: 21.35)
PUT....4(prev:4)        72K (Prev:52K )         24.01 (Prev: 24.77)
(Strikes as shown in the chart)

Current position is indicated in the chart.

 

[columbus]

FEB.19 feb-series day.14 BANKNIFTY=10609 (34)

The Expected Zone is at (10300~10900) for SECOND day.

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.

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

STRIKES in the Zone  Average Open Interest    Implied Volatility
CALL...4(prev:6)        68K (Prev:52K)           20.78 (Prev: 20.28)
PUT....4(prev:4)        42K (Prev:72K )         23.21 (Prev: 24.01)
(Strikes as shown in the chart)

Current position is indicated in the chart.