Sensex

Wednesday, November 18, 2009

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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Posted by nsivaa at 6:11 AM

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