Sensex

Monday, November 23, 2009

Re: [Technical-Investor] options data 2311

 

Ohhhhhhhhhhh nooooooooooooo if put open Interest is bulit up heavily then though market may open in red....... but in first 1.5 hours there will be sudden upside will which will kill the premium for the time.... by 12..... then only the trend will decide after that...... lets see what happens............


Ganesh



--- On Mon, 23/11/09, vish <vichooo_1999@yahoo.com> wrote:

From: vish <vichooo_1999@yahoo.com>
Subject: Re: [Technical-Investor] options data 2311
To: Technical-Investor@yahoogroups.com
Date: Monday, 23 November, 2009, 1:56 PM

 

 
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 6:45 AM

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