Sensex

Monday, November 16, 2009

Re: [Technical-Investor] options data 1611

 

 
 
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
PE5100NIFTY1109 11/16/2009 96.40 (46.60) 3,908,800 1,629,400 2,918,400 554,050 51.52
CE5100NIFTY1109 11/16/2009 59.00 11.60 8,387,250 3,765,550 928,900 443,350 13.35
PE4900NIFTY1109 11/16/2009 29.95 (25.55) 5,927,000 5,948,250 (5,072,000) 334,050 5.95
PE5000NIFTY1109 11/16/2009 54.10 (36.20) 8,458,650 4,904,600 (1,346,350) 282,900 6.12
CE5600NIFTY1209 11/16/2009 27.80 5.20 379,300 424,300 294,200 232,300 120.99
PE4500NIFTY1209 11/16/2009 36.00 (16.75) 496,200 2,561,650 (92,700) 198,150 8.38
CE5200NIFTY1109 11/16/2009 25.80 4.55 3,505,950 2,903,800 505,800 152,500 5.54
PE4700NIFTY1209 11/16/2009 64.30 (26.90) 366,500 1,514,350 (280,800) 82,550 5.77
CE5300NIFTY1209 11/16/2009 84.60 12.05 268,050 966,400 89,850 74,000 8.29
PE5000NIFTY1209 11/16/2009 148.10 (37.25) 244,100 925,150 81,550 64,300 7.47
CE5400NIFTY1209 11/16/2009 58.35 8.85 338,400 909,900 120,950 62,800 7.41
PE5200NIFTY1109 11/16/2009 161.80 (52.70) 166,050 258,350 97,950 59,950 30.22

 

Puts shorting continues while  calls shorting has increased.  Today 5100 PE has added max OI.

 

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
CE5000NIFTY1109 11/16/2009 113.60 21.40 5,768,150 3,575,650 (7,516,400) (296,400) -7.65
CE4900NIFTY1109 11/16/2009 187.75 32.00 881,850 2,800,650 (2,493,200) (245,250) -8.05
CE4800NIFTY1109 11/16/2009 276.45 43.50 413,500 2,425,400 (179,400) (215,150) -8.15
PE4700NIFTY1109 11/16/2009 10.20 (9.80) 2,711,650 5,818,200 (1,469,550) (156,900) -2.63
PE4600NIFTY1109 11/16/2009 6.25 (5.65) 1,382,400 4,661,900 (1,750,200) (151,150) -3.14
PE4300NIFTY1109 11/16/2009 2.30 (1.20) 418,400 1,939,500 (19,300) (132,650) -6.4
PE4400NIFTY1109 11/16/2009 3.15 (1.85) 899,750 2,762,100 (113,250) (96,150) -3.36
PE4300NIFTY1209 11/16/2009 21.80 (10.80) 382,400 1,934,650 (72,000) (86,200) -4.27
CE4700NIFTY1109 11/16/2009 368.80 50.15 161,200 2,193,000 (91,400) (85,650) -3.76
PE4600NIFTY1209 11/16/2009 46.85 (21.95) 673,850 1,398,700 366,350 (78,700) -5.33

 

Max OI  in nifty options

Nifty Range is now 4800 to 5100  ( chnged fr 4800-5000 on  Friday)

 
Ticker Date/Time close ch in Pr volume Open Int ch in volume ch in OI today ch in OI % today
PE4800NIFTY1109 11/16/2009 17.30 (16.55) 4,558,450 6,219,100 (2,641,650) (20,100) -0.32
PE4900NIFTY1109 11/16/2009 29.95 (25.55) 5,927,000 5,948,250 (5,072,000) 334,050 5.95
PE4700NIFTY1109 11/16/2009 10.20 (9.80) 2,711,650 5,818,200 (1,469,550) (156,900) -2.63
PE5000NIFTY1109 11/16/2009 54.10 (36.20) 8,458,650 4,904,600 (1,346,350) 282,900 6.12
PE4500NIFTY1109 11/16/2009 4.10 (3.45) 1,154,300 4,679,400 (745,050) 37,700 0.81
PE4600NIFTY1109 11/16/2009 6.25 (5.65) 1,382,400 4,661,900 (1,750,200) (151,150) -3.14
CE5100NIFTY1109 11/16/2009 59.00 11.60 8,387,250 3,765,550 928,900 443,350 13.35
CE5000NIFTY1109 11/16/2009 113.60 21.40 5,768,150 3,575,650 (7,516,400) (296,400) -7.65
CE5200NIFTY1109 11/16/2009 25.80 4.55 3,505,950 2,903,800 505,800 152,500 5.54
CE4900NIFTY1109 11/16/2009 187.75 32.00 881,850 2,800,650 (2,493,200) (245,250) -8.05
 
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

 

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 last hours.
 
FII & DII Turnover (BSE + NSE)
(Rs. crore)
FII DII
Trade Date Buy Sales Net Buy Sales Net
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
12/11/09 2,517.64 2,448.88 68.76 1,544.05 1,652.86 -108.81
Nov, 09 26,278.89 23,521.66 2,757.23 14,364.46 13,062.51 1,301.95

Based on Highs and lows and the continued FII buying, outlook continues to be bullish.
 
 
cheers
vish
From: vish <vichooo_1999@yahoo.com>
To: Technical-Investor@yahoogroups.com
Sent: Fri, November 13, 2009 8:08:16 PM
Subject: Re: [Technical-Investor] options data 1311

 

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
PE4900NIFTY1109 11/13/2009 55.50 (24.90) 10,999,000 5,614,200 (3,004,700) 798,600 16.58
PE5000NIFTY1109 11/13/2009 90.30 (31.50) 9,805,000 4,621,700 858,050 789,150 20.59
PE4800NIFTY1109 11/13/2009 33.85 (18.85) 7,200,100 6,239,200 (2,121,550) 540,150 9.48
PE4700NIFTY1209 11/13/2009 91.20 (15.45) 647,300 1,431,800 382,050 334,250 30.45
PE5100NIFTY1109 11/13/2009 143.00 (48.00) 990,400 1,075,350 477,400 313,200 41.09
CE5300NIFTY1109 11/13/2009 8.40 (0.60) 1,335,300 1,869,600 (23,000) 207,950 12.51
CE5200NIFTY1209 11/13/2009 105.60 14.00 292,900 997,450 175,500 148,000 17.42
PE4500NIFTY1209 11/13/2009 52.75 (10.75) 588,900 2,363,500 346,000 131,150 5.87
CE5200NIFTY1109 11/13/2009 21.25 2.10 3,000,150 2,751,300 (589,150) 109,800 4.16
CE5100NIFTY1109 11/13/2009 47.40 6.70 7,458,350 3,322,200 (928,650) 103,450 3.21
PE4300NIFTY1209 11/13/2009 32.60 (5.45) 454,400 2,020,850 326,250 101,050 5.26
PE5000NIFTY1209 11/13/2009 185.35 (33.55) 162,550 860,850 (350) 94,850 12.38

 

Again Puts shorting today. Looks like Nifty is consolidating for a break out above 5030 .

 

Options with decrease in OI

 

Significantly 5000ce has lost max OI today.

 

Ticker Date/Time close ch in Pr volume Open Int ch in volume ch in OI today ch in OI % today
PE4600NIFTY1109 11/13/2009 11.90 (10.20) 3,132,600 4,813,050 (30,550) (601,100) (11.10)
CE5000NIFTY1109 11/13/2009 92.20 15.00 13,284,550 3,872,050 60,250 (464,950) (10.72)
CE4900NIFTY1109 11/13/2009 155.75 23.30 3,375,050 3,045,900 (1,817,150) (388,450) (11.31)
CE4700NIFTY1109 11/13/2009 318.65 33.65 252,600 2,278,650 (76,100) (120,300) (5.01)
PE4700NIFTY1109 11/13/2009 20.00 (13.55) 4,181,200 5,975,100 99,800 (116,350) (1.91)
PE4300NIFTY1109 11/13/2009 3.50 (2.50) 437,700 2,072,150 (125,850) (77,150) (3.59)
CE4600NIFTY1109 11/13/2009 409.25 48.20 112,650 871,950 (121,650) (43,250) (4.73)
CE4800NIFTY1109 11/13/2009 232.95 33.35 592,900 2,640,550 (333,550) (38,550) (1.44)
CE4500NIFTY1109 11/13/2009 506.65 39.60 50,350 267,200 21,200 (19,250) (6.72)
CE5600NIFTY1109 11/13/2009 1.30 (0.25) 182,450 403,850 91,200 (13,400) (3.21)

 

 

Max OI  in nifty options

Nifty Range is now 4800 to 5000  ( chnged fr 4700-5000 on  Thursday)

 

Ticker Date/Time close ch in Pr volume Open Int ch in volume ch in OI today ch in OI % today
PE4800NIFTY1109 11/13/2009 33.85 (18.85) 7,200,100 6,239,200 (2,121,550) 540,150 9.48
PE4700NIFTY1109 11/13/2009 20.00 (13.55) 4,181,200 5,975,100 99,800 (116,350) (1.91)
PE4900NIFTY1109 11/13/2009 55.50 (24.90) 10,999,000 5,614,200 (3,004,700) 798,600 16.58
PE4600NIFTY1109 11/13/2009 11.90 (10.20) 3,132,600 4,813,050 (30,550) (601,100) (11.10)
PE4500NIFTY1109 11/13/2009 7.55 (6.85) 1,899,350 4,641,700 401,000 60,400 1.32
PE5000NIFTY1109 11/13/2009 90.30 (31.50) 9,805,000 4,621,700 858,050 789,150 20.59
CE5000NIFTY1109 11/13/2009 92.20 15.00 13,284,550 3,872,050 60,250 (464,950) (10.72)
CE5100NIFTY1109 11/13/2009 47.40 6.70 7,458,350 3,322,200 (928,650) 103,450 3.21
CE4900NIFTY1109 11/13/2009 155.75 23.30 3,375,050 3,045,900 (1,817,150) (388,450) (11.31)
PE4400NIFTY1109 11/13/2009 5.00 (4.25) 1,013,000 2,858,250 (3,100) 31,100 1.10

 

FIIs  bot 471 crs in cash. FNO figs not yet uploaded by nse

 

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
 
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 last hours.
Only last three days Nifty has not made higher highs, which has been made today

Based on Highs and lows and the continued FII buying, we should expect a breakout abv 5030 in early next week .
 
cheers
vish
From: vish <vichooo_1999@ yahoo.com>
To: Technical-Investor@ yahoogroups. com
Sent: Thu, November 12, 2009 7:54:45 PM
Subject: Re: [Technical-Investor ] options data 1211

 

 
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
CE5000NIFTY1109 11/12/2009 77.20 (27.15) 13,224,300 4,337,000 713,750 738,250 20.51
CE5100NIFTY1109 11/12/2009 40.70 (17.95) 8,387,000 3,218,750 1,595,350 462,550 16.78
CE5200NIFTY1109 11/12/2009 19.15 (9.30) 3,589,300 2,641,500 470,350 318,200 13.70
CE4900NIFTY1109 11/12/2009 132.45 (34.30) 5,192,200 3,434,350 (4,563,200) 252,350 7.93
CE5400NIFTY1209 11/12/2009 43.45 (10.40) 328,150 810,700 (9,100) 178,800 28.30
PE4800NIFTY1109 11/12/2009 52.70 12.20 9,321,650 5,699,050 (1,784,800) 177,600 3.22
CE5100NIFTY1209 11/12/2009 127.70 (23.10) 169,000 708,400 26,950 96,650 15.80
CE5300NIFTY1109 11/12/2009 9.00 (4.50) 1,358,300 1,661,650 53,650 80,450 5.09
PE4700NIFTY1209 11/12/2009 106.65 17.90 265,250 1,097,550 (26,700) 75,400 7.38
CE5400NIFTY1109 11/12/2009 4.55 (1.65) 683,500 1,137,600 43,300 65,050 6.06

 
Now shorting of calls today. Yday it was Puts  and day before yday it was calls.
 
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
PE4700NIFTY1109 11/12/2009 33.55 7.15 4,081,400 6,091,450 (3,965,800) (296,550) (4.64)
PE4900NIFTY1109 11/12/2009 80.40 18.85 14,003,700 4,815,600 2,054,650 (209,200) (4.16)
PE4600NIFTY1109 11/12/2009 22.10 4.90 3,163,150 5,414,150 (1,685,200) (201,350) (3.59)
CE4800NIFTY1109 11/12/2009 199.60 (44.50) 926,450 2,679,100 (887,800) (179,350) (6.27)
CE4700NIFTY1109 11/12/2009 285.00 (45.20) 328,700 2,398,950 (90,800) (144,300) (5.67)
CE4600NIFTY1109 11/12/2009 361.05 (58.10) 234,300 915,200 (200,400) (121,950) (11.76)
PE5100NIFTY1109 11/12/2009 191.00 45.25 513,000 762,150 (409,150) (120,150) (13.62)
PE4500NIFTY1109 11/12/2009 14.40 2.85 1,498,350 4,581,300 (1,448,000) (93,000) (1.99)
PE4300NIFTY1109 11/12/2009 6.00 0.70 563,550 2,149,300 (398,750) (47,700) (2.17)
CE5500NIFTY1109 11/12/2009 2.70 (1.10) 310,750 906,850 (259,600) (46,600) (4.89)

 

Max OI  in nifty options

Nifty Range is now 4700 to 5000  ( chnged fr 4700-4900 on  Tuesday)

 
Ticker Date/Time close ch in Pr volume Open Int ch in volume ch in OI today ch in OI % today
PE4700NIFTY1109 11/12/2009 33.55 7.15 4,081,400 6,091,450 (3,965,800) (296,550) (4.64)
PE4800NIFTY1109 11/12/2009 52.70 12.20 9,321,650 5,699,050 (1,784,800) 177,600 3.22
PE4600NIFTY1109 11/12/2009 22.10 4.90 3,163,150 5,414,150 (1,685,200) (201,350) (3.59)
PE4900NIFTY1109 11/12/2009 80.40 18.85 14,003,700 4,815,600 2,054,650 (209,200) (4.16)
PE4500NIFTY1109 11/12/2009 14.40 2.85 1,498,350 4,581,300 (1,448,000) (93,000) (1.99)
CE5000NIFTY1109 11/12/2009 77.20 (27.15) 13,224,300 4,337,000 713,750 738,250 20.51
PE5000NIFTY1109 11/12/2009 121.80 25.70 8,946,950 3,832,550 3,601,600 (32,450) (0.84)
CE4900NIFTY1109 11/12/2009 132.45 (34.30) 5,192,200 3,434,350 (4,563,200) 252,350 7.93
CE5100NIFTY1109 11/12/2009 40.70 (17.95) 8,387,000 3,218,750 1,595,350 462,550 16.78
PE4400NIFTY1109 11/12/2009 9.25 1.50 1,016,100 2,827,150 (923,700) 6,750 0.24
 
 
FIIs  bot 69 crs in cash. FNO figs not yet uploaded by nse


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Posted by nsivaa at 5:55 AM

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