HI...SUNIL KALE HERE......
GOOD ANALYSIS.........
LAGE RAHO....BOLTE RAHO.......
THANX IN ADVANCE, BYE
--- On Fri, 20/11/09, Abhijit <ap19632000@yahoo.com> wrote:
From: Abhijit <ap19632000@yahoo.com>
Subject: Fw: [Technical-Investor] options data 1811
To: Technical-Investor@yahoogroups.com
Date: Friday, 20 November, 2009, 2:37 PM
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 ----- 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 ----- 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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