Sensex

Thursday, November 26, 2009

RE: [Technical-Investor] options data 2611

 

Dear Vish or any other members
 
Can you do me a favor, Can you get a chart of the Nifty PCR along with the nifty chart to find if there exist a definitive corelation
 
Kumar
 


To: Technical-Investor@yahoogroups.com
From: vichooo_1999@yahoo.com
Date: Thu, 26 Nov 2009 05:10:26 -0800
Subject: Re: [Technical-Investor] options data 2611

 
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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