Fw: [Technical-Investor] options data 1811

 

Both, the 4900 ce and 5100 pe indicate that Nifty might not go below 4930- 50, and if at all it does, there will be a huge unwinding of longs.

 

Low today 4932.8.......5050 as I type this.

 

Cheers,

 

AP

 

 

 

----- Original Message -----

From: Abhijit

To: Technical-Investor@yahoogroups.com

Sent: Wednesday, November 18, 2009 10:04 PM

Subject: Re: [Technical-Investor] options data 1811

 

There is another way of studying Options which is also equally successful in predicting the trend--- intra day charts of options.

 

Charts of Nov 4900 ce and 5100 pe attached.

 

The 4900 ce chart confirms what Vish has said - that upside is limited for now. Moreover, between yesterday and today, there were 6 tops at 113 for 5000 ce (yes, SIX tops).

 

The 4900 ce indicates that it has topped out for the short term and so has the Nifty.

 

However, the 5100 pe also says that downside is limited, and it has a good resistance at 125 - 128.

 

Both, the 4900 ce and 5100 pe indicate that Nifty might not go below 4930- 50, and if at all it does, there will be a huge unwinding of longs.

 

Cheers,

 

AP

----- Original Message -----

From: vish

To: Technical-Investor@yahoogroups.com

Sent: Wednesday, November 18, 2009 7:41 PM

Subject: Re: [Technical-Investor] options data 1811

 

Options with increase in OI

 

Ticker		Date/Time		close	ch in Pr		volume		Open Int		ch in volume		ch in OI today		ch in OI % today
PE4800NIFTY1109		11/18/2009		10.75	(0.05)		5,619,300		7,580,550		1,123,600		1,312,300		20.94
PE5000NIFTY1109		11/18/2009		43.35	(0.90)		9,899,550		5,471,450		(2,092,100)		621,650		12.82
CE5100NIFTY1109		11/18/2009		41.60	(9.60)		9,024,550		4,367,200		(717,350)		369,250		9.24
PE4900NIFTY1109		11/18/2009		21.60	0.10		6,572,800		6,088,150		(479,850)		295,400		5.1
PE4900NIFTY1209		11/18/2009		100.15	(2.40)		611,900		1,093,700		317,300		294,950		36.93
CE5000NIFTY1109		11/18/2009		95.00	(11.30)		7,522,700		4,084,050		(2,239,200)		284,700		7.49
PE5100NIFTY1109		11/18/2009		85.15	0.35		5,007,300		2,082,150		1,312,750		212,700		11.38
PE5000NIFTY1209		11/18/2009		136.20	(1.20)		544,950		1,294,450		88,300		190,900		17.3
PE4000NIFTY0110		11/18/2009		20.15	(2.10)		144,000		159,300		107,400		113,400		247.06
CE5200NIFTY1109		11/18/2009		13.60	(5.35)		3,567,700		3,198,900		(558,200)		112,550		3.65

 

 

Options with decrease in OI

 

Ticker		Date/Time		close	ch in Pr		volume		Open Int		ch in volume		ch in OI today		ch in OI % today
PE4500NIFTY1109		11/18/2009		1.85	(0.60)		1,320,500		3,880,900		376,150		(656,700)		-14.47
PE4400NIFTY1109		11/18/2009		1.40	(0.45)		594,500		2,333,700		13,900		(326,900)		-12.29
PE4600NIFTY1109		11/18/2009		2.55	(0.55)		1,861,100		4,008,050		305,650		(308,000)		-7.14
PE4700NIFTY1109		11/18/2009		5.05	(0.45)		2,002,450		5,440,050		(775,050)		(222,750)		-3.93
PE4200NIFTY1109		11/18/2009		1.05	(0.30)		267,350		1,079,100		26,400		(166,250)		-13.35
PE4100NIFTY1109		11/18/2009		0.95	(0.25)		171,600		666,650		36,350		(125,400)		-15.83
CE4900NIFTY1109		11/18/2009		172.00	(10.60)		756,900		2,458,750		(332,100)		(114,050)		-4.43
CE4800NIFTY1109		11/18/2009		260.85	(10.65)		318,550		2,064,050		(118,800)		(108,000)		-4.97
PE4300NIFTY1109		11/18/2009		1.20	(0.25)		235,700		1,785,700		26,850		(104,600)		-5.53
CE4800NIFTY0310		11/18/2009		492.80	18.20		100,050		54,100		100,000		(100,000)		-64.89

Max OI  in nifty options

Nifty Range is now 4800 to 5100  ( No change fr 4800-5100 on  Tuesday)

 

Ticker		Date/Time		close	ch in Pr		volume		Open Int		ch in volume		ch in OI today		ch in OI % today
PE4800NIFTY1109		11/18/2009		10.75	(0.05)		5,619,300		7,580,550		1,123,600		1,312,300		20.94
PE4900NIFTY1109		11/18/2009		21.60	0.10		6,572,800		6,088,150		(479,850)		295,400		5.1
PE5000NIFTY1109		11/18/2009		43.35	(0.90)		9,899,550		5,471,450		(2,092,100)		621,650		12.82
PE4700NIFTY1109		11/18/2009		5.05	(0.45)		2,002,450		5,440,050		(775,050)		(222,750)		-3.93
CE5100NIFTY1109		11/18/2009		41.60	(9.60)		9,024,550		4,367,200		(717,350)		369,250		9.24
CE5000NIFTY1109		11/18/2009		95.00	(11.30)		7,522,700		4,084,050		(2,239,200)		284,700		7.49
PE4600NIFTY1109		11/18/2009		2.55	(0.55)		1,861,100		4,008,050		305,650		(308,000)		-7.14
PE4500NIFTY1109		11/18/2009		1.85	(0.60)		1,320,500		3,880,900		376,150		(656,700)		-14.47
CE5200NIFTY1109		11/18/2009		13.60	(5.35)		3,567,700		3,198,900		(558,200)		112,550		3.65
PE4500NIFTY1209		11/18/2009		28.10	(3.95)		540,250		2,654,300		312,400		87,350		3.4

 

FII & DII Turnover (BSE + NSE)

(Rs. crore)
	FII			DII
Trade Date	Buy	Sales	Net	Buy	Sales	Net
18/11/09	2,597.45	2,185.32	412.13	1,091.23	1,347.96	-256.73
17/11/09	2,376.47	1,913.05	463.42	931.18	1,166.72	-235.54
16/11/09	2,446.31	1,901.67	544.64	843.31	1,137.95	-294.64
Nov, 09	31,252.81	27,620.03	3,632.78	16,386.87	15,577.19	809.68
Since 1/1/09   *	520,186.99	498,371.04	21,815.95	270,927.07	246,333.80	24,593.27

FIIs buy DIIs sell!

 

Nifty data since 3/11/2009

 

Ticker		Date/Time		high		low		Range
^NSEI		11/3/2009		4,729.85		4,538.50		191.35
^NSEI		11/4/2009		4,717.80		4,565.00		152.80
^NSEI		11/5/2009		4,776.35		4,610.60		165.75
^NSEI		11/6/2009		4,836.20		4,764.85		71.35
^NSEI		11/9/2009		4,905.25		4,789.90		115.35
^NSEI		11/10/2009		4,947.70		4,860.10		87.60
^NSEI		11/11/2009		5,016.70		4,870.05		146.65
^NSEI		11/12/2009		5,014.40		4,924.75		89.65
^NSEI		11/13/2009		5,017.90		4,942.65		75.25
^NSEI		11/16/2009		5,073.20		4,994.00		79.20
^NSEI		11/17/2009		5,074.00		5,010.15		63.85
^NSEI		11/18/2009		5,079.30		5,041.65		37.65

 

If you observe the lows not a single day since 3rd Nov 2009, previous day low has been breached in spite of some selling pressure on some days during late hours. Higher high and higher low continues but the daily range is getting smaller.

 

cheers

vish

 

---

From: vish <vichooo_1999@yahoo.com>
To: Technical-Investor@yahoogroups.com
Sent: Tue, November 17, 2009 7:28:57 PM
Subject: Re: [Technical-Investor] options data 1711

 

 

Options with increase in OI

 

Ticker		Date/Time		close		ch in Pr		volume		Open Int		ch in volume		ch in OI today		ch in OI % today
CE4900NIFTY1209		11/17/2009		273.05		(11.95)		1,185,600		1,466,700		1,073,550		908,050		162.54
PE5100NIFTY1109		11/17/2009		84.80		(11.60)		3,694,550		1,869,450		(214,250)		240,050		14.73
PE4800NIFTY1209		11/17/2009		76.35		(9.00)		772,400		1,470,750		494,000		238,050		19.31
CE5100NIFTY1109		11/17/2009		51.20		(7.80)		9,741,900		3,997,950		1,354,650		232,400		6.17
CE5000NIFTY1109		11/17/2009		106.30		(7.30)		9,761,900		3,799,350		3,993,750		223,700		6.26
CE5000NIFTY0310		11/17/2009		358.10		(18.90)		200,050		291,300		199,000		200,000		219.06
CE5200NIFTY1109		11/17/2009		18.95		(6.85)		4,125,900		3,086,350		619,950		182,550		6.29
PE5000NIFTY1209		11/17/2009		137.40		(10.70)		456,650		1,103,550		212,550		178,400		19.28
CE5200NIFTY1209		11/17/2009		112.05		(9.05)		391,100		1,141,200		155,950		134,300		13.34
CE5100NIFTY1209		11/17/2009		155.60		(11.25)		341,600		910,500		87,150		127,800		16.33
PE4500NIFTY0110		11/17/2009		63.00		(3.25)		113,950		121,350		112,950		112,750		1,311.05
CE5300NIFTY1109		11/17/2009		6.05		(3.50)		1,259,800		1,973,100		(43,450)		112,400		6.04
PE4600NIFTY1209		11/17/2009		41.95		(4.90)		284,600		1,509,800		(389,250)		111,100		7.94
PE4300NIFTY1209		11/17/2009		19.05		(2.75)		305,400		2,034,700		(77,000)		100,050		5.17

 

 

Options with decrease in OI

 

 

Ticker		Date/Time		close		ch in Pr		volume		Open Int		ch in volume		ch in OI today		ch in OI % today
PE4600NIFTY1109		11/17/2009		3.10		(3.15)		1,555,450		4,316,050		173,050		(345,850)		(7.42)
CE4800NIFTY1109		11/17/2009		271.50		(4.95)		437,350		2,172,050		23,850		(253,350)		(10.45)
CE4900NIFTY1109		11/17/2009		182.60		(5.15)		1,089,000		2,572,800		207,150		(227,850)		(8.14)
PE4900NIFTY1109		11/17/2009		21.50		(8.45)		7,052,650		5,792,750		1,125,650		(155,500)		(2.61)
PE4700NIFTY1109		11/17/2009		5.50		(4.70)		2,777,500		5,662,800		65,850		(155,400)		(2.67)
PE4500NIFTY1109		11/17/2009		2.45		(1.65)		944,350		4,537,600		(209,950)		(141,800)		(3.03)
PE4400NIFTY1109		11/17/2009		1.85		(1.30)		580,600		2,660,600		(319,150)		(101,500)		(3.67)
PE4200NIFTY1109		11/17/2009		1.35		(0.65)		240,950		1,245,350		3,500		(101,200)		(7.52)
CE4700NIFTY1109		11/17/2009		364.35		(4.45)		175,300		2,113,300		14,100		(79,700)		(3.63)
CE5400NIFTY1109		11/17/2009		2.35		(1.85)		386,000		1,119,600		(150,350)		(55,500)		(4.72)

 

Puts shorts are being covered. Prelude to a fall?

 

Max OI  in nifty options

Nifty Range is now 4800 to 5100  ( No change fr 4800-5100 on  Monday)

 

Ticker		Date/Time		close		ch in Pr		volume		Open Int		ch in volume		ch in OI today		ch in OI % today
PE4800NIFTY1109		11/17/2009		10.80		(6.50)		4,495,700		6,268,250		(62,750)		49,150		0.79
PE4900NIFTY1109		11/17/2009		21.50		(8.45)		7,052,650		5,792,750		1,125,650		(155,500)		(2.61)
PE4700NIFTY1109		11/17/2009		5.50		(4.70)		2,777,500		5,662,800		65,850		(155,400)		(2.67)
PE5000NIFTY1109		11/17/2009		44.25		(9.85)		11,991,650		4,849,800		3,533,000		(54,800)		(1.12)
PE4500NIFTY1109		11/17/2009		2.45		(1.65)		944,350		4,537,600		(209,950)		(141,800)		(3.03)
PE4600NIFTY1109		11/17/2009		3.10		(3.15)		1,555,450		4,316,050		173,050		(345,850)		(7.42)
CE5100NIFTY1109		11/17/2009		51.20		(7.80)		9,741,900		3,997,950		1,354,650		232,400		6.17
CE5000NIFTY1109		11/17/2009		106.30		(7.30)		9,761,900		3,799,350		3,993,750		223,700		6.26
CE5200NIFTY1109		11/17/2009		18.95		(6.85)		4,125,900		3,086,350		619,950		182,550		6.29
PE4400NIFTY1109		11/17/2009		1.85		(1.30)		580,600		2,660,600		(319,150)		(101,500)		(3.67)

 

Nifty data since 3/11/2009

 

Ticker		Date/Time		open		high		low		close
^NSEI		11/3/2009		4,712.25		4,729.85		4,538.50		4,563.90
^NSEI		11/4/2009		4,567.30		4,717.80		4,565.00		4,710.80
^NSEI		11/5/2009		4,711.65		4,776.35		4,610.60		4,765.55
^NSEI		11/6/2009		4,767.50		4,836.20		4,764.85		4,796.15
^NSEI		11/9/2009		4,796.15		4,905.25		4,789.90		4,898.40
^NSEI		11/10/2009		4,898.90		4,947.70		4,860.10		4,881.70
^NSEI		11/11/2009		4,882.30		5,016.70		4,870.05		5,003.95
^NSEI		11/12/2009		5,004.40		5,014.40		4,924.75		4,952.65
^NSEI		11/13/2009		4,952.35		5,017.90		4,942.65		4,998.95
^NSEI		11/16/2009		4,996.50		5,073.20		4,994.00		5,058.05
^NSEI		11/17/2009		5,058.95		5,074.00		5,010.15		5,062.25

 

If you observe the lows not a single day since 3rd Nov 2009, previous day low has been breached in spite of some selling pressure on some days during late hours. Higher high and higher low continues.

 

 

 

FII & DII Turnover (BSE + NSE)

(Rs. crore)
	FII			DII
Trade Date	Buy	Sales	Net	Buy	Sales	Net
17/11/09	2,376.47	1,913.05	463.42	931.18	1,166.72	-235.54
16/11/09	2,446.31	1,901.67	544.64	843.31	1,137.95	-294.64
13/11/09	2,156.51	1,685.39	471.12	1,076.34	1,101.74	-25.40
Nov, 09	28,655.36	25,434.71	3,220.65	15,295.63	14,229.23	1,066.40
Since 1/1/09   *	517,589.53	496,185.73	21,403.80	269,835.84	244,985.84	24,850.00

Based on Highs and lows and the continued FII buying, outlook continues to be bullish but options data suggests caution as some profit booking in puts have taken place.

cheers

vish

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