Sensex

Wednesday, November 25, 2009

Re: [Technical-Investor] options data 2511

 

 
Options with increase in OI
 
Ticker Date/Time close ch in Pr volume Open Int ch in volume ch in OI ch in OI %
PE5100NIFTY1209 11/25/2009 133.15 (11.60) 1,574,650.00 1,237,150.00 917,200.00 533,600.00 75.84
PE5000NIFTY1209 11/25/2009 94.55 (9.95) 2,273,350.00 3,663,800.00 (16,250.00) 525,200.00 16.73
PE4900NIFTY1209 11/25/2009 67.15 (7.70) 1,183,750.00 2,113,000.00 96,200.00 288,850.00 15.83
PE5200NIFTY1109 11/25/2009 90.50 (19.65) 2,536,400.00 843,850.00 1,654,550.00 275,400.00 48.45
CE5200NIFTY1209 11/25/2009 105.10 8.80 1,610,900.00 1,884,600.00 556,900.00 224,850.00 13.55
CE5700NIFTY0310 11/25/2009 102.30 9.30 250,900.00 245,900.00 243,700.00 208,550.00 558.37
PE5100NIFTY1109 11/25/2009 20.40 (16.75) 14,559,000.00 3,659,700.00 1,959,750.00 184,900.00 5.32
PE4800NIFTY1209 11/25/2009 47.50 (9.20) 1,009,950.00 2,465,200.00 (365,150.00) 157,800.00 6.84
PE4300NIFTY0110 11/25/2009 28.20 1.15 165,350.00 261,750.00 159,400.00 139,100.00 113.41
CE5400NIFTY1209 11/25/2009 40.75 2.25 497,200.00 1,613,400.00 (359,500.00) 138,900.00 9.42
CE5200NIFTY0110 11/25/2009 169.65 10.40 145,200.00 154,600.00 144,150.00 121,300.00 364.26
PE5200NIFTY1209 11/25/2009 184.35 (10.40) 191,350.00 373,600.00 80,650.00 76,850.00 25.90
PE4700NIFTY1209 11/25/2009 33.35 (4.70) 560,000.00 1,891,100.00 8,750.00 72,950.00 4.01

PUTS being shorted.........
 
Options with decrease in OI
 
Ticker Date/Time close ch in Pr volume Open Int ch in volume ch in OI ch in OI %
CE5100NIFTY1109 11/25/2009 30.40 (0.95) 15,096,050.00 2,891,200.00 476,600.00 (1,034,450.00) (26.35)
PE5000NIFTY1109 11/25/2009 2.60 (9.90) 9,333,550.00 4,470,950.00 (1,089,300.00) (551,250.00) (10.98)
PE4900NIFTY1109 11/25/2009 1.00 (3.25) 2,952,700.00 4,938,750.00 (1,330,200.00) (507,850.00) (9.32)
CE5000NIFTY1109 11/25/2009 108.10 8.40 3,598,450.00 1,551,450.00 (2,047,250.00) (494,900.00) (24.18)
PE4600NIFTY1109 11/25/2009 0.65 (0.50) 801,300.00 3,394,450.00 403,000.00 (185,650.00) (5.19)
CE4900NIFTY1109 11/25/2009 206.70 13.50 409,250.00 1,624,100.00 (56,400.00) (138,500.00) (7.86)
PE4700NIFTY1109 11/25/2009 0.70 (0.95) 624,650.00 5,024,450.00 (443,700.00) (118,250.00) (2.30)
PE4800NIFTY1109 11/25/2009 0.80 (1.55) 1,824,100.00 6,437,050.00 (261,900.00) (117,900.00) (1.80)
PE4500NIFTY1109 11/25/2009 0.45 (0.65) 267,450.00 3,436,900.00 (184,450.00) (87,700.00) (2.49)
CE5300NIFTY1109 11/25/2009 0.60 (0.70) 789,400.00 2,071,950.00 (105,450.00) (84,550.00) (3.92)
 
big drop in OI of Nov 5100ce  
 
Max OI  in nifty options
Nifty Range is now 5000 to 5200  (  changed fr 4900-5100 on Tuesday)
 
Ticker Date/Time close ch in Pr volume Open Int ch in volume ch in OI ch in OI %
PE4800NIFTY1109 11/25/2009 0.80 (1.55) 1,824,100.00 6,437,050.00 (261,900.00) (117,900.00) (1.80)
PE4700NIFTY1109 11/25/2009 0.70 (0.95) 624,650.00 5,024,450.00 (443,700.00) (118,250.00) (2.30)
PE4900NIFTY1109 11/25/2009 1.00 (3.25) 2,952,700.00 4,938,750.00 (1,330,200.00) (507,850.00) (9.32)
PE5000NIFTY1109 11/25/2009 2.60 (9.90) 9,333,550.00 4,470,950.00 (1,089,300.00) (551,250.00) (10.98)
PE5000NIFTY1209 11/25/2009 94.55 (9.95) 2,273,350.00 3,663,800.00 (16,250.00) 525,200.00 16.73
PE5100NIFTY1109 11/25/2009 20.40 (16.75) 14,559,000.00 3,659,700.00 1,959,750.00 184,900.00 5.32
PE4500NIFTY1109 11/25/2009 0.45 (0.65) 267,450.00 3,436,900.00 (184,450.00) (87,700.00) (2.49)
PE4600NIFTY1109 11/25/2009 0.65 (0.50) 801,300.00 3,394,450.00 403,000.00 (185,650.00) (5.19)
CE5200NIFTY1109 11/25/2009 3.20 (2.30) 5,613,450.00 3,175,850.00 1,296,700.00 (76,600.00) (2.36)
PE4500NIFTY1209 11/25/2009 16.90 (2.90) 335,900.00 3,070,600.00 (106,200.00) 33,900.00 1.12
 
FII & DII Turnover (BSE + NSE)
(Rs. crore)
FII DII
Trade Date Buy Sales Net Buy Sales Net
25/11/09 2,041.10 2,372.75 -331.65 1,296.35 1,154.66 141.69
24/11/09 2,351.23 2,181.54 169.69 1,210.84 1,357.67 -146.83
23/11/09 1,901.53 2,069.94 -168.41 1,191.30 1,058.96 132.34
Nov, 09 41,653.23 39,273.89 2,379.34 22,636.14 21,564.02 1,072.12
Since 1/1/09   * 530,587.40 510,024.91 20,562.49 277,176.35 252,320.62 24,855.73

* Data for DII turnover is since 16/4/07
 
FIIs continue to sell
 
Nifty data since 3/11/2009
Ticker Date/Time  high   low   Range   close 
^NSEI 11/3/2009  4,729.85  4,538.50     191.35  4,563.90
^NSEI 11/4/2009  4,717.80  4,565.00     152.80  4,710.80
^NSEI 11/5/2009  4,776.35  4,610.60     165.75  4,765.55
^NSEI 11/6/2009  4,836.20  4,764.85       71.35  4,796.15
^NSEI 11/9/2009  4,905.25  4,789.90     115.35  4,898.40
^NSEI 11/10/2009  4,947.70  4,860.10       87.60  4,881.70
^NSEI 11/11/2009  5,016.70  4,870.05     146.65  5,003.95
^NSEI 11/12/2009  5,014.40  4,924.75       89.65  4,952.65
^NSEI 11/13/2009  5,017.90  4,942.65       75.25  4,998.95
^NSEI 11/16/2009  5,073.20  4,994.00       79.20  5,058.05
^NSEI 11/17/2009  5,074.00  5,010.15       63.85  5,062.25
^NSEI 11/18/2009  5,079.30  5,041.65       37.65  5,054.70
^NSEI 11/19/2009  5,053.45  4,963.70       89.75  4,989.00
^NSEI 11/20/2009  5,063.30  4,932.80     130.50  5,052.45
^NSEI 11/23/2009  5,113.10  5,052.10       61.00  5,103.55
^NSEI 11/24/2009  5,112.85  5,053.50       59.35  5,090.55
^NSEI 11/25/2009  5,138.00  5,078.35       59.65  5,108.15

From: vish <vichooo_1999@yahoo.com>
To: Technical-Investor@yahoogroups.com
Sent: Tue, November 24, 2009 7:00:38 PM
Subject: Re: [Technical-Investor] options data 2411

 


Options with increase in OI
Ticker Date/Time close ch in Pr volume Open Int ch in volume ch in OI ch in OI % 
PE5100NIFTY1109 11/24/2009 37.15 (0.90) 12,599,250 3,474,800 2,042,400 588,250 20.38
PE5000NIFTY1209 11/24/2009 104.50 2.45 2,289,600 3,138,600 (357,100) 532,650 20.44
PE4800NIFTY1209 11/24/2009 56.70 2.95 1,375,100 2,307,400 546,500 456,900 24.69
CE5400NIFTY1209 11/24/2009 38.50 (8.80) 856,700 1,474,500 107,100 279,050 23.34
PE4900NIFTY1209 11/24/2009 74.85 1.15 1,087,550 1,824,150 (203,950) 230,850 14.49
CE5100NIFTY1109 11/24/2009 31.35 (15.05) 14,619,450 3,925,650 1,146,650 230,100 6.23
CE5200NIFTY1209 11/24/2009 96.30 (15..30) 1,054,000 1,659,750 224,000 204,650 14.06
PE5100NIFTY1209 11/24/2009 144.75 3.30 657,450 703,550 17,600 189,200 36.78
PE4600NIFTY1209 11/24/2009 26.40 (1.45) 586,050 1,684,250 123,200 115,800 7.38
CE5100NIFTY1209 11/24/2009 144.50 (15.60) 1,195,050 1,459,500 246,600 112,900 8.38
CE5100NIFTY1210 11/24/2009 654.00 158.60 100,000 100,000 99,500 100,000
PE4300NIFTY1210 11/24/2009 302.50 157.50 100,050 506,900 100,000 100,000 24.58
PE5100NIFTY1210 11/24/2009 578.40 124.15 100,000 100,000 98,000 100,000
 
Options with decrease in OI
Ticker Date/Time close ch in Pr volume Open Int ch in volume ch in OI ch in OI % 
PE4900NIFTY1109 11/24/2009 4.25 (2.45) 4,282,900 5,446,600 (1,106,750) (323,100) (5.60)
PE5000NIFTY1109 11/24/2009 12.50 (2.75) 10,422,850 5,022,200 242,800 (231,700) (4.41)
CE5000NIFTY1109 11/24/2009 99.70 (21.10) 5,645,700 2,046,350 (291,350) (183,100) (8.21)
PE4800NIFTY1109 11/24/2009 2.35 (1.50) 2,086,000 6,554,950 (686,550) (162,450) (2.42)
CE4900NIFTY1109 11/24/2009 193.20 (19.80) 465,650 1,762,600 (582,550) (148,550) (7.77)
PE4700NIFTY1109 11/24/2009 1.65 (0.80) 1,068,350 5,142,700 (360,850) (83,150) (1.59)
CE5000NIFTY0310 11/24/2009 380.70 (18.20) 77,250 266,600 77,200 (74,800) (21.91)
PE4500NIFTY1109 11/24/2009 1.10 (0.20) 451,900 3,524,600 111,650 (74,150) (2.06)
PE4600NIFTY1109 11/24/2009 1.15 (0.40) 398,300 3,580,100 (117,550) (65,000) (1.78)
CE4800NIFTY1109 11/24/2009 282.45 (23.65) 125,650 1,560,200 (201,850) (61,950) (3.82)
 
 
Max OI  in nifty options
Nifty Range is now 4900 to 5100  (  changed fr 4900-5200 on Monday)
Ticker Date/Time close ch in Pr volume Open Int ch in volume ch in OI ch in OI % 
PE4800NIFTY1109 11/24/2009 2.35 (1.50) 2,086,000 6,554,950 (686,550) (162,450) (2.42)
PE4900NIFTY1109 11/24/2009 4.25 (2.45) 4,282,900 5,446,600 (1,106,750) (323,100) (5.60)
PE4700NIFTY1109 11/24/2009 1.65 (0.80) 1,068,350 5,142,700 (360,850) (83,150) (1..59)
PE5000NIFTY1109 11/24/2009 12.50 (2.75) 10,422,850 5,022,200 242,800 (231,700) (4.41)
CE5100NIFTY1109 11/24/2009 31.35 (15.05) 14,619,450 3,925,650 1,146,650 230,100 6.23
PE4600NIFTY1109 11/24/2009 1.15 (0.40) 398,300 3,580,100 (117,550) (65,000) (1.78)
PE4500NIFTY1109 11/24/2009 1.10 (0.20) 451,900 3,524,600 111,650 (74,150) (2.06)
PE5100NIFTY1109 11/24/2009 37.15 (0.90) 12,599,250 3,474,800 2,042,400 588,250 20.38
CE5200NIFTY1109 11/24/2009 5.50 (7.00) 4,316,750 3,252,450 (1,480,350) 31,550 0.98
PE5000NIFTY1209 11/24/2009 104.50 2.45 2,289,600 3,138,600 (357,100) 532,650 20.44
 
 
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
^NSEI 11/19/2009  5,053.45  4,963.70      89.75
^NSEI 11/20/2009  5,063.30  4,932.80     130.50
^NSEI 11/23/2009  5,113.10  5,052.10      61.00
^NSEI 11/24/2009  5,112.85  5,053.50      59.35
 
Inside day today in Nifty.
 
 
FII & DII Turnover (BSE + NSE)
(Rs. crore)
FII DII
Trade Date Buy Sales Net Buy Sales Net
24/11/09 2,351.23 2,181.54 169.69 1,210.84 1,357.67 -146.83
23/11/09 1,901.53 2,069.94 -168..41 1,191.30 1,058.96 132.34
20/11/09 2,049.92 2,513.81 -463.89 1,314.97 1,296.51 18.46
Nov, 09 39,612.12 36,901.14 2,710.98 21,339.79 20,409.36 930.43
Since 1/1/09   * 528,546.30 507,652.15 20,894.15 275,880.00 251,165.96 24,714.04


* Data for DII turnover is since 16/4/07

 

 

 

 

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Posted by nsivaa at 6:08 AM

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