Hi Vish
Thaks for all the good work of collecting the data.
By any chance can u get this data for the last month? for the days of 24th of oct to 29th of oct.
I was doing a analysis in thwe last month and till oct 25th the 4900 seemd to be a very strong support. after that all hell broke and even the 4600 level dint stand although there was very high OI in the 4900 and 4700 levels
Seems very confusing!!. Another data u shd also look at is the buildup in the dec series.. some cut in this month may be addign in the nextr series.
Any way, it wud be gr8 if u analyse the last months data. As i feel you have the tools
Thanks in advance
Kumar
To: Technical-Investor@
From: vichooo_1999@
Date: Tue, 17 Nov 2009 05:58:57 -0800
Subject: Re: [Technical-Investor
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 |
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) |
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) |
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 |
(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 |
From: vish <vichooo_1999@
To: Technical-Investor@
Sent: Mon, November 16, 2009 7:25:05 PM
Subject: Re: [Technical-Investor
Ticker | Date/Time | close | ch in Pr | volume | Open Int | ch in volume | ch in OI today | ch in OI % today | ||||||||
PE5100NIFTY1109 | 11/16/2009 | 96.40 | (46.60) | 3,908,800 | 1,629,400 | 2,918,400 | 554,050 | 51.52 | ||||||||
CE5100NIFTY1109 | 11/16/2009 | 59.00 | 11.60 | 8,387,250 | 3,765,550 | 928,900 | 443,350 | 13.35 | ||||||||
PE4900NIFTY1109 | 11/16/2009 | 29.95 | (25.55) | 5,927,000 | 5,948,250 | (5,072,000) | 334,050 | 5.95 | ||||||||
PE5000NIFTY1109 | 11/16/2009 | 54.10 | (36.20) | 8,458,650 | 4,904,600 | (1,346,350) | 282,900 | 6.12 | ||||||||
CE5600NIFTY1209 | 11/16/2009 | 27.80 | 5.20 | 379,300 | 424,300 | 294,200 | 232,300 | 120.99 | ||||||||
PE4500NIFTY1209 | 11/16/2009 | 36.00 | (16.75) | 496,200 | 2,561,650 | (92,700) | 198,150 | 8.38 | ||||||||
CE5200NIFTY1109 | 11/16/2009 | 25.80 | 4.55 | 3,505,950 | 2,903,800 | 505,800 | 152,500 | 5.54 | ||||||||
PE4700NIFTY1209 | 11/16/2009 | 64.30 | (26.90) | 366,500 | 1,514,350 | (280,800) | 82,550 | 5.77 | ||||||||
CE5300NIFTY1209 | 11/16/2009 | 84.60 | 12.05 | 268,050 | 966,400 | 89,850 | 74,000 | 8.29 | ||||||||
PE5000NIFTY1209 | 11/16/2009 | 148.10 | (37.25) | 244,100 | 925,150 | 81,550 | 64,300 | 7.47 | ||||||||
CE5400NIFTY1209 | 11/16/2009 | 58.35 | 8.85 | 338,400 | 909,900 | 120,950 | 62,800 | 7.41 | ||||||||
PE5200NIFTY1109 | 11/16/2009 | 161.80 | (52.70) | 166,050 | 258,350 | 97,950 | 59,950 | 30.22 |
Puts shorting continues while calls shorting has increased. Today 5100 PE has added max OI.
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 | ||||||||
CE5000NIFTY1109 | 11/16/2009 | 113.60 | 21.40 | 5,768,150 | 3,575,650 | (7,516,400) | (296,400) | -7.65 | ||||||||
CE4900NIFTY1109 | 11/16/2009 | 187.75 | 32.00 | 881,850 | 2,800,650 | (2,493,200) | (245,250) | -8.05 | ||||||||
CE4800NIFTY1109 | 11/16/2009 | 276.45 | 43.50 | 413,500 | 2,425,400 | (179,400) | (215,150) | -8.15 | ||||||||
PE4700NIFTY1109 | 11/16/2009 | 10.20 | (9.80) | 2,711,650 | 5,818,200 | (1,469,550) | (156,900) | -2.63 | ||||||||
PE4600NIFTY1109 | 11/16/2009 | 6.25 | (5.65) | 1,382,400 | 4,661,900 | (1,750,200) | (151,150) | -3.14 | ||||||||
PE4300NIFTY1109 | 11/16/2009 | 2.30 | (1.20) | 418,400 | 1,939,500 | (19,300) | (132,650) | -6.4 | ||||||||
PE4400NIFTY1109 | 11/16/2009 | 3.15 | (1.85) | 899,750 | 2,762,100 | (113,250) | (96,150) | -3.36 | ||||||||
PE4300NIFTY1209 | 11/16/2009 | 21.80 | (10.80) | 382,400 | 1,934,650 | (72,000) | (86,200) | -4.27 | ||||||||
CE4700NIFTY1109 | 11/16/2009 | 368.80 | 50.15 | 161,200 | 2,193,000 | (91,400) | (85,650) | -3.76 | ||||||||
PE4600NIFTY1209 | 11/16/2009 | 46.85 | (21.95) | 673,850 | 1,398,700 | 366,350 | (78,700) | -5.33 |
Max OI in nifty options
Nifty Range is now 4800 to 5100 ( chnged fr 4800-5000 on Friday)
Ticker | Date/Time | close | ch in Pr | volume | Open Int | ch in volume | ch in OI today | ch in OI % today | ||||||||
PE4800NIFTY1109 | 11/16/2009 | 17.30 | (16.55) | 4,558,450 | 6,219,100 | (2,641,650) | (20,100) | -0.32 | ||||||||
PE4900NIFTY1109 | 11/16/2009 | 29.95 | (25.55) | 5,927,000 | 5,948,250 | (5,072,000) | 334,050 | 5.95 | ||||||||
PE4700NIFTY1109 | 11/16/2009 | 10.20 | (9.80) | 2,711,650 | 5,818,200 | (1,469,550) | (156,900) | -2.63 | ||||||||
PE5000NIFTY1109 | 11/16/2009 | 54.10 | (36.20) | 8,458,650 | 4,904,600 | (1,346,350) | 282,900 | 6.12 | ||||||||
PE4500NIFTY1109 | 11/16/2009 | 4.10 | (3.45) | 1,154,300 | 4,679,400 | (745,050) | 37,700 | 0.81 | ||||||||
PE4600NIFTY1109 | 11/16/2009 | 6.25 | (5.65) | 1,382,400 | 4,661,900 | (1,750,200) | (151,150) | -3.14 | ||||||||
CE5100NIFTY1109 | 11/16/2009 | 59.00 | 11.60 | 8,387,250 | 3,765,550 | 928,900 | 443,350 | 13.35 | ||||||||
CE5000NIFTY1109 | 11/16/2009 | 113.60 | 21.40 | 5,768,150 | 3,575,650 | (7,516,400) | (296,400) | -7.65 | ||||||||
CE5200NIFTY1109 | 11/16/2009 | 25.80 | 4.55 | 3,505,950 | 2,903,800 | 505,800 | 152,500 | 5.54 | ||||||||
CE4900NIFTY1109 | 11/16/2009 | 187.75 | 32.00 | 881,850 | 2,800,650 | (2,493,200) | (245,250) | -8.05 |
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 |
(Rs. crore) | ||||||
FII | DII | |||||
Trade Date | Buy | Sales | Net | Buy | Sales | Net |
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 |
12/11/09 | 2,517.64 | 2,448.88 | 68.76 | 1,544.05 | 1,652.86 | -108.81 |
Nov, 09 | 26,278.89 | 23,521.66 | 2,757.23 | 14,364.46 | 13,062.51 | 1,301.95 |
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