Sensex

Sunday, November 29, 2009

Re: [Technical-Investor] options data 2711

 

include me too.


From: FLOYD JOHNY LEWIS <fjl24@yahoo.com>
To: Technical-Investor@yahoogroups.com
Sent: Fri, 27 November, 2009 8:14:41 PM
Subject: Re: [Technical-Investor] options data 2711

 

Hi Vish
 
I know i am burdening you with this request.
 
But would be highly obliged if you could write in details how  one should interpret the info that you so sincerely forward to this group.
 
At the moment we newbies are not able to take full benefit of all your hardwork purely due to lack of knowledge at our end.
 
This request is by me on behalf of all newbies.
 
I personally am not ashamed in admitting that i have no much clues on options and futures as never focused on it till date.
 
But based on intermarket analysis concepts it makes sense for us as future Technical Anaysts and Traders to be aware of what is happening in the immediate surroundings.
 
God Bless you for all your hardwork and efforts for enlightening this group.
 
Thanks in advance
Best Regards
Floyd

--- On Fri, 11/27/09, vish <vichooo_1999@ yahoo.com> wrote:

From: vish <vichooo_1999@ yahoo.com>
Subject: Re: [Technical-Investor ] options data 2711
To: Technical-Investor@ yahoogroups. com
Date: Friday, November 27, 2009, 9:32 AM

 
Options with increase in OI
Ticker
Date/Time
close
ch in Pr
volume
Open Int
ch in vol
ch in OI
ch in OI %
PE4800NIFTY1209
11/27/2009
101.25
16.65
11,282,350
4,095,950
8,337,250
1,029,100
33.56
PE4700NIFTY1209
11/27/2009
73.55
14.20
8,623,600
3,125,650
7,281,950
964,300
44.62
CE5000NIFTY1209
11/27/2009
131.80
(13.75)
12,443,600
3,368,350
10,288,500
809,850
31.65
CE4900NIFTY1209
11/27/2009
183.30
(19.45)
6,641,850
2,429,000
6,189,600
616,150
33.99
PE4500NIFTY1209
11/27/2009
40.05
9.10
7,063,500
3,669,900
6,191,100
553,450
17.76
PE4600NIFTY1209
11/27/2009
53.45
11.50
6,464,700
2,382,650
5,498,550
490,650
25.93
CE4800NIFTY1209
11/27/2009
245.00
(22.30)
1,606,950
1,371,150
1,389,500
459,700
50.44
PE4900NIFTY1209
11/27/2009
138.30
23.65
6,209,900
2,881,900
2,262,250
425,550
17.32
PE4200NIFTY1209
11/27/2009
15.85
3.85
1,430,700
1,151,150
1,299,700
350,050
43.70
PE4000NIFTY1209
11/27/2009
8.70
1.30
1,511,150
2,649,950
1,130,000
299,600
12.75
CE5300NIFTY0310
11/27/2009
159.50
(0.50)
263,150
250,050
263,050
249,950
249,950.00
PE4300NIFTY1209
11/27/2009
22.05
5.60
1,867,900
2,319,350
1,401,300
248,100
11.98
PE4100NIFTY1209
11/27/2009
12.05
2.90
1,081,150
800,150
931,550
185,300
30.14
CE5400NIFTY1209
11/27/2009
21.85
(1.45)
1,429,400
2,314,800
(190,200)
184,800
8.68
PE4000NIFTY0110
11/27/2009
24.90
5.15
245,050
550,250
144,000
171,050
45.11
PE4500NIFTY0110
11/27/2009
80.25
16.95
580,250
852,700
95,500
132,200
18.35
PE4400NIFTY1209
11/27/2009
29.60
7.55
2,197,800
1,350,350
1,643,050
108,200
8.71
PE4000NIFTY0310
11/27/2009
65.00
3.30
108,000
232,600
104,750
101,050
76.81
 
wow!  good shorting of puts have taken place at the lows. Its good news for the bulls.
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 
CE5100NIFTY1209
11/27/2009
90.65
(8.70)
11,271,550
2,941,500
5,969,250
(710,350)
(19.45) (64,393,228)
PE5000NIFTY1209
11/27/2009
185.65
28.15
2,877,850
2,883,950
(3,363,750)
(522,800)
(15.35) (97,057,816)
PE5100NIFTY1209
11/27/2009
243.90
35.05
953,900
1,361,250
(1,395,250)
(136,500)
(9.11) (33,292,350)
PE5200NIFTY1209
11/27/2009
311.85
42.15
227,850
932,900
(670,550)
(46,950)
(4.79) (14,641,358)
CE3500NIFTY0611
11/27/2009
1,674.00
(34.30)
25,050
145,200
0
(25,050)
(14.71) (41,933,700)
CE4000NIFTY0611
11/27/2009
1,354.10
0.00
25,050
469,950
0
(25,000)
(5.05) (33,852,500)
CE5300NIFTY1209
11/27/2009
36.00
(2.75)
2,702,450
1,658,250
823,850
(24,900)
(1.48) (896,400)
CE5200NIFTY1209
11/27/2009
59.05
(4.60)
6,304,400
3,015,150
2,254,550
(17,600)
(0.58) (1,039,280)
CE5500NIFTY1209
11/27/2009
12.85
0.05
805,650
1,766,400
120,550
(13,200)
(0.74) (169,620)
PE4500NIFTY0310
11/27/2009
160.00
15.00
50,650
271,450
45,300
(9,400)
(3.35) (1,504,000)
 
Significantly Dec 5100 ce has lost good amount of OI. This indicates profit booking in shorts.
 
Max OI  in nifty options
Nifty Range is now 4800 to 5000  (  changed fr 4900-5100 on Thursday)
 
Ticker
Date/Time
close
ch in Pr
volume
Open Int
ch in vol
ch in OI
ch in OI %
PE4800NIFTY1209
11/27/2009
101.25
16.65
11,282,350
4,095,950
8,337,250
1,029,100
33.56
PE4500NIFTY1209
11/27/2009
40.05
9.10
7,063,500
3,669,900
6,191,100
553,450
17.76
CE5000NIFTY1209
11/27/2009
131.80
(13.75)
12,443,600
3,368,350
10,288,500
809,850
31.65
PE4700NIFTY1209
11/27/2009
73.55
14.20
8,623,600
3,125,650
7,281,950
964,300
44.62
CE5200NIFTY1209
11/27/2009
59.05
(4.60)
6,304,400
3,015,150
2,254,550
(17,600)
(0.58)
CE5100NIFTY1209
11/27/2009
90.65
(8.70)
11,271,550
2,941,500
5,969,250
(710,350)
(19.45)
PE5000NIFTY1209
11/27/2009
185.65
28.15
2,877,850
2,883,950
(3,363,750)
(522,800)
(15.35)
PE4900NIFTY1209
11/27/2009
138.30
23.65
6,209,900
2,881,900
2,262,250
425,550
17.32
PE4000NIFTY1209
11/27/2009
8.70
1.30
1,511,150
2,649,950
1,130,000
299,600
12.75
CE4900NIFTY1209
11/27/2009
183.30
(19.45)
6,641,850
2,429,000
6,189,600
616,150
33.99
 
FII trading activity on NSE and BSE on Capital Market Segment
The following is combined FII trading data across NSE and BSE collated on the basis of trades executed by FIIs on 27-Nov-2009.
 
FII trading activity on NSE and BSE in Capital Market Segment(In Rs.. Crores)
Category Date Buy Value Sell Value Net Value
FII 27-Nov-2009 1449.17 2506.35 -1057.18

 
  Domestic Institutional Investors trading activity on NSE and BSE on Capital Market Segment

The following is combined Domestic Institutional Investors trading data across NSE and BSE collated on the basis of trades executed by Banks, DFIs, Insurance and MFs on 27-Nov-2009.
 
DII trading activity on NSE and BSE in Capital Market Segment(In Rs. Crores)
Category Date Buy Value Sell Value Net Value
DII 27-Nov-2009 2394.92 1696.25 698.67 
 
DIIs swung into action @lows!

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
^NSEI
11/27/2009
 5,005.05
 4,806.70
    198.35
 4,941.75
 
 
 
Bulls repeated their act of 20/11 but from 4800 levels. If this level is not broken we are on course to a new 52 week high.
 
cheers
vish

From: vish <vichooo_1999@ yahoo.com>
To: Technical-Investor@ yahoogroups. com
Sent: Thu, November 26, 2009 6:40:26 PM
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




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