Sensex

Monday, November 23, 2009

Re: [Technical-Investor] options data 2311

 

 
Options with increase in OI
 
Ticker Date/Time close ch in Pr volume Open Int ch in vol ch in OI today ch in OI % today
PE5000NIFTY1209 11/23/2009 102.05 (24.85) 2,646,700 2,605,950 1,645,900 1,024,050 64.74
PE5100NIFTY1109 11/23/2009 38.05 (31.95) 10,556,850 2,886,550 6,318,450 449,750 18.46
PE5200NIFTY1109 11/23/2009 98.90 (45.80) 1,115,600 597,700 983,800 380,350 174.99
CE5200NIFTY1109 11/23/2009 12.50 0.55 5,797,100 3,220,900 2,003,250 274,400 9.31
CE5000NIFTY1209 11/23/2009 220.60 19.80 768,000 1,682,150 (210,600) 218,450 14.92
CE5400NIFTY1209 11/23/2009 47.30 3.45 749,600 1,195,450 364,800 182,650 18.03
PE5100NIFTY1209 11/23/2009 141.45 (29.55) 639,850 514,350 496,900 181,250 54.41
PE5200NIFTY1209 11/23/2009 191.90 (33.05) 180,200 265,400 158,500 128,650 94.08
PE4800NIFTY1209 11/23/2009 53.75 (13.55) 828,600 1,850,500 5,250 126,550 7.34
PE4600NIFTY1211 11/23/2009 592.70 63.55 125,000 127,000 121,000 125,000 6,250.00
PE4900NIFTY1209 11/23/2009 73.70 (18.90) 1,291,500 1,593,300 196,350 103,800 6.97
PE5000NIFTY1211 11/23/2009 690.00 (39.90) 100,100 127,900 100,050 100,000 358.42
 
dec 5000 pe has added significant OI
 
Options with decrease in OI
 
Ticker Date/Time close ch in Pr volume Open Int ch in vol ch in OI today ch in OI % today
CE5000NIFTY1109 11/23/2009 120.80 26.15 5,937,050 2,229,450 (11,627,250) (807,150) (26.58)
CE5100NIFTY1109 11/23/2009 46.40 6.75 13,472,800 3,695,550 (30,850) (393,800) (9.63)
CE4900NIFTY1109 11/23/2009 213.00 36.30 1,048,200 1,911,150 (2,998,800) (381,050) (16.62)
CE4700NIFTY1109 11/23/2009 405.90 45.10 359,050 1,627,000 241,300 (289,050) (15.09)
CE4800NIFTY1109 11/23/2009 306.10 38.70 327,500 1,622,150 (124,900) (199,750) (10.96)
PE4700NIFTY1109 11/23/2009 2.45 (0.90) 1,429,200 5,225,850 (1,701,000) (122,500) (2.29)
PE4600NIFTY1109 11/23/2009 1.55 (0.05) 515,850 3,645,100 (637,700) (90,450) (2.42)
PE4800NIFTY1109 11/23/2009 3.85 (2.90) 2,772,550 6,717,400 (3,895,800) (85,800) (1.26)
PE4500NIFTY1109 11/23/2009 1.30 0.05 340,250 3,598,750 (255,400) (57,300) (1.57)
PE3500NIFTY1209 11/23/2009 2.80 (0.75) 67,400 1,656,200 51,600 (55,300) (3.23)
 
Max OI  in nifty options
Nifty Range is now 4900 to 5200  (  changed fr 4800-5100 on  Friday)
 
Ticker Date/Time close ch in Pr volume Open Int ch in vol ch in OI today ch in OI % today
PE4800NIFTY1109 11/23/2009 3.85 (2.90) 2,772,550 6,717,400 (3,895,800) (85,800) (1.26)
PE4900NIFTY1109 11/23/2009 6.70 (8.05) 5,389,650 5,769,700 (7,325,700) (25,100) (0.43)
PE5000NIFTY1109 11/23/2009 15.25 (16.15) 10,180,050 5,253,900 (5,531,100) (54,200) (1.02)
PE4700NIFTY1109 11/23/2009 2.45 (0.90) 1,429,200 5,225,850 (1,701,000) (122,500) (2.29)
CE5100NIFTY1109 11/23/2009 46.40 6.75 13,472,800 3,695,550 (30,850) (393,800) (9.63)
PE4600NIFTY1109 11/23/2009 1.55 (0.05) 515,850 3,645,100 (637,700) (90,450) (2.42)
PE4500NIFTY1109 11/23/2009 1.30 0.05 340,250 3,598,750 (255,400) (57,300) (1.57)
CE5200NIFTY1109 11/23/2009 12.50 0.55 5,797,100 3,220,900 2,003,250 274,400 9.31
PE4500NIFTY1209 11/23/2009 21.05 (5.65) 383,500 3,036,300 (257,700) 31,450 1.05
PE5100NIFTY1109 11/23/2009 38..05 (31.95) 10,556,850 2,886,550 6,318,450 449,750 18.46
 
FII & DII Turnover (BSE + NSE)
(Rs. crore)
FII DII
Trade Date Buy Sales Net Buy Sales Net
23/11/09 1,901.53 2,069.94 -168.41 1,191.30 1,058.96 132.34
20/11/09 2,049.92 2,513.81 -463.89 1,314.97 1,296.51 18.46
19/11/09 2,056..64 2,515.82 -459.18 1,235.81 1,119.02 116.79
Nov, 09 37,260.90 34,719.60 2,541.30 20,128.95 19,051.69 1,077.26
Since 1/1/09   * 526,195.07 505,470.61 20,724.46 274,669.16 249,808.29 24,860.87

 
Nifty data since 3/11/2009
 
Ticker Date/Time  high   low   Range 
^NSEI 11/3/2009  4,729.85  4,538.50     191.35
^NSEI 11/4/2009  4,717.80  4,565.00     152.80
^NSEI 11/5/2009  4,776.35  4,610.60     165.75
^NSEI 11/6/2009  4,836.20  4,764.85       71.35
^NSEI 11/9/2009  4,905.25  4,789.90     115.35
^NSEI 11/10/2009  4,947.70  4,860.10       87.60
^NSEI 11/11/2009  5,016.70  4,870.05     146.65
^NSEI 11/12/2009  5,014.40  4,924.75       89.65
^NSEI 11/13/2009  5,017.90  4,942.65       75.25
^NSEI 11/16/2009  5,073.20  4,994.00       79.20
^NSEI 11/17/2009  5,074.00  5,010.15       63.85
^NSEI 11/18/2009  5,079.30  5,041.65       37.65
^NSEI 11/19/2009  5,053.45  4,963.70       89.75
^NSEI 11/20/2009  5,063.30  4,932.80     130.50
^NSEI 11/23/2009  5,113.10  5,052.10       61.00
 
cheers
vish
From: vish <vichooo_1999@yahoo.com>
To: Technical-Investor@yahoogroups.com
Sent: Fri, November 20, 2009 7:18:34 PM
Subject: Re: [Technical-Investor] options data 2011

 

 
Options with increase in OI

 

Ticker Date/Time close ch in Pr %ch in Pr volume Open Int ch in vol ch in OI today ch in OI % today
PE5000NIFTY1109 11/20/2009 31.40 (40.45) (56.30) 15,711,150 5,308,100 1,060,800 987,150 22.85
PE5100NIFTY1109 11/20/2009 70.00 (62.95) (47.35) 4,238,400 2,436,800 415,450 718,350 41.80
PE4900NIFTY1209 11/20/2009 92.60 (36.45) (28.24) 1,095,150 1,489,500 589,050 392,500 35.78
PE4900NIFTY1109 11/20/2009 14.75 (21.60) (59.42) 12,715,350 5,794,800 2,654,350 315,500 5.76
CE5500NIFTY0110 11/20/2009 70.85 13.85 24..30 355,550 288,650 354,550 270,750 1,512.57
PE5000NIFTY1209 11/20/2009 126.90 (41.40) (24.60) 1,000,800 1,581,900 513,100 262,400 19.89
PE4500NIFTY0110 11/20/2009 63.00 (12.50) (16.56) 257,850 374,950 256,900 250,100 200.32
CE5100NIFTY1209 11/20/2009 145..30 25.30 21.08 1,285,750 1,259,950 786,950 244,250 24.05
CE5600NIFTY0110 11/20/2009 51.45 9.95 23.98 285,250 242,700 284,350 238,150 5,234.07
CE5700NIFTY0110 11/20/2009 36.35 6.90 23.43 225,300 217,800 222,750 214,850 7,283.05
PE4500NIFTY1209 11/20/2009 26.70 (9.95) (27.15) 641,200 3,004,850 (132,550) 203,750 7..27
PE4600NIFTY0110 11/20/2009 72.20 (17.80) (19.78) 236,100 228,250 215,850 195,950 606.66
PE4800NIFTY1209 11/20/2009 67.30 (27.30) (28.86) 823,350 1,723,950 206,000 181,950 11.80
PE4000NIFTY0110 11/20/2009 19.70 (3.90) (16.53) 212,350 340,350 200,100 174,750 105.53
CE5000NIFTY1209 11/20/2009 200.80 35.10 21.18 978,600 1,463,700 518,000 150,300 11.44
CE5200NIFTY1209 11/20/2009 99.85 16.35 19.58 787,150 1,400,050 163,600 132,950 10.49
CE5300NIFTY1109 11/20/2009 3.20 0.85 36.17 1,061,200 2,156,350 235,850 117,150 5.74
PE4700NIFTY1209 11/20/2009 49.90 (19.30) (27.89) 487,000 1,699,350 43,150 100,050

6.26


Looks like puts have been shorted when Nifty was at days low
 
Options with decrease in OI
 
Ticker Date/Time close ch in Pr %ch in Pr volume Open Int ch in vol ch in OI today ch in OI % today
CE5000NIFTY1109 11/20/2009 94.65 36.75 63.47 17,564,300 3,036,600 5,328,500 (1,541,700) (33.67)
CE5100NIFTY1109 11/20/2009 39.65 18.00 83.14 13,503,650 4,089,350 3,812,800 (728,350) (15.12)
PE4800NIFTY1109 11/20/2009 6.75 (11.65) (63.32) 6,668,350 6,803,200 1,432,850 (427,250) (5.91)
CE4900NIFTY1109 11/20/2009 176.70 59.65 50.96 4,047,000 2,292,200 2,078,600 (414,450) (15.31)
PE4600NIFTY1109 11/20/2009 1.60 (1.35) (45.76) 1,153,550 3,735,550 118,600 (227,950) (5.75)
PE4700NIFTY1109 11/20/2009 3.35 (4.25) (55.92) 3,130,200 5,348,350 910,000 (165,800) (3.01)
CE4800NIFTY1109 11/20/2009 267.40 68.10 34.17 452,400 1,821,900 219,700 (165,300) (8.32)
PE4400NIFTY1109 11/20/2009 1.05 (0.50) (32.26) 375,650 2,192,300 15,700 (100,150) (4.37)
PE4500NIFTY1109 11/20/2009 1.25 (0.80) (39.02) 595,650 3,656,050 (3,300) (95,650) (2.55)
PE4200NIFTY1109 11/20/2009 0.90 (0.10) (10.00) 68,250 987,400 (64,050) (46,200) (4.47)
CE4700NIFTY1109 11/20/2009 360.80 78.40 27.76 117,750 1,916,050 (86,550) (38,950) (1.99)
PE4300NIFTY1109 11/20/2009 0.95 (0.40) (29.63) 127,350 1,710,100 (47,300) (37,050) (2.12)
 
 
Max OI  in nifty options
Nifty Range is now 4800 to 5100  ( No change fr 4800-5100 on  Thursday)
 
Ticker Date/Time close ch in Pr %ch in Pr volume Open Int ch in vol ch in OI today ch in OI % today
PE4800NIFTY1109 11/20/2009 6.75 (11.65) (63.32) 6,668,350 6,803,200 1,432,850 (427,250) (5.91)
PE4900NIFTY1109 11/20/2009 14.75 (21.60) (59.42) 12,715,350 5,794,800 2,654,350 315,500 5.76
PE4700NIFTY1109 11/20/2009 3.35 (4.25) (55.92) 3,130,200 5,348,350 910,000 (165,800) (3.01)
PE5000NIFTY1109 11/20/2009 31.40 (40.45) (56.30) 15,711,150 5,308,100 1,060,800 987,150 22.85
CE5100NIFTY1109 11/20/2009 39.65 18..00 83.14 13,503,650 4,089,350 3,812,800 (728,350) (15.12)
PE4600NIFTY1109 11/20/2009 1.60 (1.35) (45.76) 1,153,550 3,735,550 118,600 (227,950) (5.75)
PE4500NIFTY1109 11/20/2009 1.25 (0.80) (39.02) 595,650 3,656,050 (3,300) (95,650) (2.55)
CE5000NIFTY1109 11/20/2009 94.65 36.75 63.47 17,564,300 3,036,600 5,328,500 (1,541,700) (33.67)
PE4500NIFTY1209 11/20/2009 26.70 (9.95) (27.15) 641,200 3,004,850 (132,550) 203,750 7..27
CE5200NIFTY1109 11/20/2009 11.95 5.55 86.72 3,793,850 2,946,500 486,050 (16,400) (0.55)
 
FII & DII Turnover (BSE + NSE)
(Rs. crore)
FII DII
Trade Date Buy Sales Net Buy Sales Net
20/11/09 2,049.92 2,513.81 -463.89 1,314.97 1,296.51 18.46
19/11/09 2,056.64 2,515.82 -459.18 1,235.81 1,119.02 116.79
18/11/09 2,597.45 2,185.32 412.13 1,091.23 1,347.96 -256.73
Nov, 09 35,359.37 32,649.66 2,709.71 18,937.65 17,992.72 944.93
Since 1/1/09   * 524,293.54 503,400.67 20,892.87 273,477.85 248,749.33 24,728.52
Again FIIs sell 464 crs but DIIs buy small  18 crs  who bot the rest?
 
Nifty data since 3/11/2009
Ticker Date/Time high low Range
^NSEI 11/3/2009  4,729.85  4,538.50     191.35
^NSEI 11/4/2009  4,717.80  4,565.00     152.80
^NSEI 11/5/2009  4,776.35  4,610.60     165.75
^NSEI 11/6/2009  4,836.20  4,764.85       71.35
^NSEI 11/9/2009  4,905.25  4,789.90     115.35
^NSEI 11/10/2009  4,947.70  4,860.10       87.60
^NSEI 11/11/2009  5,016.70  4,870.05     146.65
^NSEI 11/12/2009  5,014.40  4,924.75       89.65
^NSEI 11/13/2009  5,017.90  4,942.65       75.25
^NSEI 11/16/2009  5,073.20  4,994.00       79.20
^NSEI 11/17/2009  5,074.00  5,010.15       63.85
^NSEI 11/18/2009  5,079.30  5,041.65       37.65
^NSEI 11/19/2009  5,053.45  4,963.70       89.75
^NSEI 11/20/2009  5,063.30  4,932.80     130.50
2nd time Nifty has breached previous day low but closed significantly higher.
 
with 4 days remaining for fno expiry , volatility has increased sharply.
 
 
 
cheers
vish

 

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Posted by nsivaa at 5:56 AM

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