Hi Vish I second Abhijeet on this. If you could spare some time from your busy schedule and explain in laymans terms the complete stuff on OI it would be a big help to us all newbies. Once again thanks for your dedication and sincere efforts in sharing information with us all. God Bless You Regards Floyd
--- On Thu, 11/26/09, Abhijeet Parihar <abhijeet1807@gmail.com> wrote:
From: Abhijeet Parihar <abhijeet1807@gmail.com>
Subject: Re: [Technical-Investor] options data 2611
To: Technical-Investor@yahoogroups.com
Date: Thursday, November 26, 2009, 11:54 AM
Vish, I must say you're doing a fantastic job by putting this together day after day. Your interpretation of OI has also been fairly accurate. It would help the newbie's a lot if you could provide some insight into how you interpret the changes in OI? Thanks, Abhi
On Thu, Nov 26, 2009 at 6:40 PM, vish <vichooo_1999@ yahoo.com> wrote: Options with increase in OI | Ticker | | Date/Time | | close | | ch in Pr | | volume | | Open Int | | ch in vol | | ch in OI | | ch in OI % | | CE5100NIFTY1209 | | 11/26/2009 | | 99.35 | | (54.75) | | 5,302,300 | | 3,651,850 | | 4,152,550 | | 2,152,650 | | 143.59 | | CE5200NIFTY1209 | | 11/26/2009 | | 63.65 | | (41.45) | | 4,049,850 | | 3,032,750 | | 2,438,950 | | 1,148,150 | | 60.92 | | CE5000NIFTY1209 | | 11/26/2009 | | 145.55 | | (68.80) | | 2,155,100 | | 2,558,500 | | 1,818,650 | | 875,200 | | 51.99 | | PE5200NIFTY1209 | | 11/26/2009 | | 269.70 | | 85.35 | | 898,400 | | 979,850 | | 707,050 | | 606,250 | | 162.27 | | PE4800NIFTY1209 | | 11/26/2009 | | 84.60 | | 37.10 | | 2,945,100 | | 3,066,850 | | 1,935,150 | | 601,650 | | 24.41 | | CE5400NIFTY1209 | | 11/26/2009 | | 23.30 | | (17.45) | | 1,619,600 | | 2,130,000 | | 1,122,400 | | 516,600 | | 32.02 | | CE5300NIFTY1209 | | 11/26/2009 | | 38.75 | | (28.85) | | 1,878,600 | | 1,683,150 | | 1,227,200 | | 369,100 | | 28.09 | | PE4900NIFTY1209 | | 11/26/2009 | | 114.65 | | 47.50 | | 3,947,650 | | 2,456,350 | | 2,763,900 | | 343,350 | | 16.25 | | PE4500NIFTY0110 | | 11/26/2009 | | 63.30 | | 20.80 | | 484,750 | | 720,500 | | 452,500 | | 320,300 | | 80.03 | | PE4700NIFTY1209 | | 11/26/2009 | | 59.35 | | 26.00 | | 1,341,650 | | 2,161,350 | | 781,650 | | 270,250 | | 14.29 | | CE4900NIFTY1209 | | 11/26/2009 | | 202.75 | | (81..30) | | 452,250 | | 1,812,850 | | 377,800 | | 264,100 | | 17.05 | | PE5100NIFTY1209 | | 11/26/2009 | | 208..85 | | 75.70 | | 2,349,150 | | 1,497,750 | | 774,500 | | 260,600 | | 21.06 | | PE4400NIFTY1209 | | 11/26/2009 | | 22.05 | | 9.15 | | 554,750 | | 1,242,150 | | 428,300 | | 182,750 | | 17.25 | | PE4600NIFTY1209 | | 11/26/2009 | | 41.95 | | 19.00 | | 966,150 | | 1,892,000 | | 596,650 | | 151,850 | | 8.73 | | CE5500NIFTY1209 | | 11/26/2009 | | 12.80 | | (11.00) | | 685,100 | | 1,779,600 | | 359,700 | | 127,550 | | 7.72 | | PE5000NIFTY0110 | | 11/26/2009 | | 212.55 | | 63.00 | | 132,000 | | 176,350 | | 97,300 | | 107,800 | | 157.26 | Good shorting of calls of Dec series. Will 4900 be broken?
Options with decrease in OI
| Ticker | | Date/Time | | close | | ch in Pr | | volume | | Open Int | | ch in vol | | ch in OI | | ch in OI % | | MF | | PE5000NIFTY1209 | | 11/26/2009 | | 157.50 | | 62.95 | | 6,241,600 | | 3,406,750 | | 3,968,250 | | (257,050) | | (7.02) | | (40,485,376) | | PE3900NIFTY1209 | | 11/26/2009 | | 5.70 | | 0.80 | | 44,350 | | 533,700 | | 30,000 | | (7,650) | | (1.41) | | (43,605) | | PE3500NIFTY1209 | | 11/26/2009 | | 3.25 | | 0.55 | | 50,700 | | 1,637,350 | | (4,200) | | (3,300) | | (0.20) | | (10,725) | | PE3800NIFTY1209 | | 11/26/2009 | | 4.60 | | 0.65 | | 18,050 | | 234,000 | | (500) | | (3,000) | | (1.27) | | (13,800) | | CE3000NIFTY1209 | | 11/26/2009 | | 1,984.20 | | (90..80) | | 3,450 | | 250,450 | | 2,850 | | (1,650) | | (0.65) | | (3,273,930) | | PE3700NIFTY1209 | | 11/26/2009 | | 4.30 | | 0.50 | | 9,650 | | 679,250 | | 2,600 | | (1,300) | | (0.19) | | (5,590) | | PE4500NIFTY0611 | | 11/26/2009 | | 415.00 | | 10.00 | | 850 | | 610,150 | | 800 | | (350) | | (0.06) | | (145,250) | | PE2100NIFTY0611 | | 11/26/2009 | | 48.50 | | (5.90) | | 150 | | 175,750 | | (100) | | (100) | | (0.06) | | (4,850) | | CE2500NIFTY0611 | | 11/26/2009 | | 2,522.60 | | (113.80) | | 50 | | 242,700 | | 0 | | (50) | | (0.02) | | (126,130) | | CE2800NIFTY1210 | | 11/26/2009 | | 2,229.10 | | (115.50) | | 50 | | 350,050 | | 0 | | (50) | | (0.01) | | (111,455) | Max OI in nifty options Nifty Range is now 4900 to 5100 ( changed fr 5000-5200 on Wednesday) | Ticker | | Date/Time | | close | | ch in Pr | | volume | | Open Int | | ch in vol | | ch in OI | | ch in OI % | | CE5100NIFTY1209 | | 11/26/2009 | | 99.35 | | (54.75) | | 5,302,300 | | 3,651,850 | | 4,152,550 | | 2,152,650 | | 143.59 | | PE5000NIFTY1209 | | 11/26/2009 | | 157.50 | | 62.95 | | 6,241,600 | | 3,406,750 | | 3,968,250 | | (257,050) | | (7.02) | | PE4500NIFTY1209 | | 11/26/2009 | | 30.95 | | 14.05 | | 872,400 | | 3,116,450 | | 536,500 | | 45,850 | | 1.49 | | PE4800NIFTY1209 | | 11/26/2009 | | 84.60 | | 37.10 | | 2,945,100 | | 3,066,850 | | 1,935,150 | | 601,650 | | 24.41 | | CE5200NIFTY1209 | | 11/26/2009 | | 63.65 | | (41.45) | | 4,049,850 | | 3,032,750 | | 2,438,950 | | 1,148,150 | | 60.92 | | CE5000NIFTY1209 | | 11/26/2009 | | 145.55 | | (68.80) | | 2,155,100 | | 2,558,500 | | 1,818,650 | | 875,200 | | 51.99 | | PE4900NIFTY1209 | | 11/26/2009 | | 114.65 | | 47.50 | | 3,947,650 | | 2,456,350 | | 2,763,900 | | 343,350 | | 16.25 | | PE4000NIFTY1209 | | 11/26/2009 | | 7.40 | | 2.05 | | 381,150 | | 2,350,350 | | 200,400 | | 50,800 | | 2.21 | | PE4700NIFTY1209 | | 11/26/2009 | | 59.35 | | 26.00 | | 1,341,650 | | 2,161,350 | | 781,650 | | 270,250 | | 14.29 | | CE5400NIFTY1209 | | 11/26/2009 | | 23.30 | | (17.45) | | 1,619,600 | | 2,130,000 | | 1,122,400 | | 516,600 | | 32.02 | 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 | | ^NSEI | | 11/26/2009 | | 5,116.45 | | 4,986.05 | | 130.40 | | 5,005.55 | Previous day low has been breached by a big margin! It remains to be seen whether there will be a bounce from 4920-4930 support region. Can the bulls repeat what they did on 20/11/2009? As of now it looks really tough. cheers vish
From: vish <vichooo_1999@ yahoo.com>
To: Technical-Investor@ yahoogroups. com
Sent: Wed, November 25, 2009 7:38:55 PM
Subject: 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 |
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