Nifty Open Interest Analysis

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jamit_05

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Amit....one this is strange in all this....5600PE still at 10L.... can u throw some light ?

Yupe, I have been observing that. It is likely that some speculative "genius" (read moron) is holding in hope... in denial.

There could be several possibilities... but yes, you pointed it right... it is unusual.
 

jamit_05

Well-Known Member
what is with 5200PE ? more than 50% change in open interest around 20lac oi added to it
This is more bad news. Last time 5400 PE added 20 Lac OI in a day... NF is about to reach that zone some days later.

Does that mean, short position holders should revise their targets to 5200? Probably so, because none of the PEs have OI>70L. Lets wait and watch how NF treats 5435... if it rams through and through then probably yes, 5200 may reach in this expiry.
 
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jamit_05

Well-Known Member
Adding of 28 Lac in OI in 5200 PE is the work of buyers and not writers. This is because writers are generally more keen to sell options that fetch them fat premiums. It does not make business sense for them to be interested in smaller values when big one are available.
 
Hey Dude,
Really a nice job I must say. But can u let me know that how did u calculate vol% at the extreme end of the sheets. Also change in OI in the FII derivatives segments. Awaiting for you reply.

Thanks in advance
 
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