Sensex

Tuesday, November 17, 2009

Re: [Technical-Investor] options data 1711

 

 
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
CE4900NIFTY1209 11/17/2009 273.05 (11.95) 1,185,600 1,466,700 1,073,550 908,050 162.54
PE5100NIFTY1109 11/17/2009 84.80 (11.60) 3,694,550 1,869,450 (214,250) 240,050 14.73
PE4800NIFTY1209 11/17/2009 76.35 (9.00) 772,400 1,470,750 494,000 238,050 19.31
CE5100NIFTY1109 11/17/2009 51.20 (7.80) 9,741,900 3,997,950 1,354,650 232,400 6.17
CE5000NIFTY1109 11/17/2009 106.30 (7.30) 9,761,900 3,799,350 3,993,750 223,700 6.26
CE5000NIFTY0310 11/17/2009 358.10 (18.90) 200,050 291,300 199,000 200,000 219.06
CE5200NIFTY1109 11/17/2009 18.95 (6.85) 4,125,900 3,086,350 619,950 182,550 6.29
PE5000NIFTY1209 11/17/2009 137.40 (10.70) 456,650 1,103,550 212,550 178,400 19.28
CE5200NIFTY1209 11/17/2009 112.05 (9.05) 391,100 1,141,200 155,950 134,300 13.34
CE5100NIFTY1209 11/17/2009 155.60 (11.25) 341,600 910,500 87,150 127,800 16.33
PE4500NIFTY0110 11/17/2009 63.00 (3.25) 113,950 121,350 112,950 112,750 1,311.05
CE5300NIFTY1109 11/17/2009 6.05 (3.50) 1,259,800 1,973,100 (43,450) 112,400 6.04
PE4600NIFTY1209 11/17/2009 41.95 (4.90) 284,600 1,509,800 (389,250) 111,100 7.94
PE4300NIFTY1209 11/17/2009 19.05 (2.75) 305,400 2,034,700 (77,000) 100,050 5.17
 
 
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
PE4600NIFTY1109 11/17/2009 3.10 (3.15) 1,555,450 4,316,050 173,050 (345,850) (7.42)
CE4800NIFTY1109 11/17/2009 271.50 (4.95) 437,350 2,172,050 23,850 (253,350) (10.45)
CE4900NIFTY1109 11/17/2009 182.60 (5.15) 1,089,000 2,572,800 207,150 (227,850) (8.14)
PE4900NIFTY1109 11/17/2009 21.50 (8.45) 7,052,650 5,792,750 1,125,650 (155,500) (2.61)
PE4700NIFTY1109 11/17/2009 5.50 (4.70) 2,777,500 5,662,800 65,850 (155,400) (2.67)
PE4500NIFTY1109 11/17/2009 2.45 (1.65) 944,350 4,537,600 (209,950) (141,800) (3.03)
PE4400NIFTY1109 11/17/2009 1.85 (1.30) 580,600 2,660,600 (319,150) (101,500) (3.67)
PE4200NIFTY1109 11/17/2009 1.35 (0.65) 240,950 1,245,350 3,500 (101,200) (7.52)
CE4700NIFTY1109 11/17/2009 364.35 (4.45) 175,300 2,113,300 14,100 (79,700) (3.63)
CE5400NIFTY1109 11/17/2009 2.35 (1.85) 386,000 1,119,600 (150,350) (55,500) (4.72)
 
Puts shorts are being covered. Prelude to a fall?
 

Max OI  in nifty options

Nifty Range is now 4800 to 5100  ( No change fr 4800-5100 on  Monday)

 

Ticker Date/Time close ch in Pr volume Open Int ch in volume ch in OI today ch in OI % today
PE4800NIFTY1109 11/17/2009 10.80 (6.50) 4,495,700 6,268,250 (62,750) 49,150 0.79
PE4900NIFTY1109 11/17/2009 21.50 (8.45) 7,052,650 5,792,750 1,125,650 (155,500) (2.61)
PE4700NIFTY1109 11/17/2009 5.50 (4.70) 2,777,500 5,662,800 65,850 (155,400) (2.67)
PE5000NIFTY1109 11/17/2009 44.25 (9.85) 11,991,650 4,849,800 3,533,000 (54,800) (1.12)
PE4500NIFTY1109 11/17/2009 2.45 (1.65) 944,350 4,537,600 (209,950) (141,800) (3.03)
PE4600NIFTY1109 11/17/2009 3.10 (3.15) 1,555,450 4,316,050 173,050 (345,850) (7.42)
CE5100NIFTY1109 11/17/2009 51.20 (7.80) 9,741,900 3,997,950 1,354,650 232,400 6.17
CE5000NIFTY1109 11/17/2009 106.30 (7.30) 9,761,900 3,799,350 3,993,750 223,700 6.26
CE5200NIFTY1109 11/17/2009 18.95 (6.85) 4,125,900 3,086,350 619,950 182,550 6.29
PE4400NIFTY1109 11/17/2009 1.85 (1.30) 580,600 2,660,600 (319,150) (101,500) (3.67)

 
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
^NSEI 11/17/2009 5,058.95 5,074.00 5,010.15 5,062.25
 
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 late hours. Higher high and higher low continues.
 
 
 
FII & DII Turnover (BSE + NSE)
(Rs. crore)
FII DII
Trade Date Buy Sales Net Buy Sales Net
17/11/09 2,376.47 1,913.05 463.42 931.18 1,166.72 -235.54
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
Nov, 09 28,655.36 25,434.71 3,220.65 15,295.63 14,229.23 1,066.40
Since 1/1/09   * 517,589.53 496,185.73 21,403.80 269,835.84 244,985.84 24,850.00
Based on Highs and lows and the continued FII buying, outlook continues to be bullish but options data suggests caution as some profit booking in puts have taken place.
cheers
vish
 
From: vish <vichooo_1999@yahoo.com>
To: Technical-Investor@yahoogroups.com
Sent: Mon, November 16, 2009 7:25:05 PM
Subject: 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

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Posted by nsivaa at 5:58 AM

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