Options Daily Report – 17 July 2014

 

FinGraph Snapshot – Nifty Future

Weekly High – 7674 || Weekly Low – 7445

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FinGraph Snapshot- ATM 7500 Put Volatility

Weekly High – 16.66 % || Weekly Low –   13.35  %  

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FinGraph Snapshot – ATM 7700 Call Volatility

Weekly High – 16 % || Weekly Low – 11.65 %

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FinExcel – Nifty Open Interest Last 15 minutes

Highest Change in OI in Call: 8000 Strike || Highest Change in OI in Put: 7500 Strike
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FinGraph – Nifty ATM 7600 Straddle

Day High – 175 || Day Low –  158
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Observation

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Options Daily Report – 16 July 2014

 

FinGraph Snapshot – Nifty Future

Weekly High – 7662 || Weekly Low – 7445
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FinGraph Snapshot- ATM 7500 Put Volatility

Weekly High – 16.66 % || Weekly Low –   13.35 %  

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FinGraph Snapshot – ATM 7700 Call Volatility

Weekly High – 16 % || Weekly Low – 11.65 %

 

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FinExcel – Nifty Open Interest Last 15 minutes

Highest Change in OI in Call: 8000 Strike || Highest Change in OI in Put: 7500 Strike

 

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FinGraph – Nifty ATM 7600 Straddle

Day High – 176 || Day Low –  161

 

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Observation

 

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Options Daily Report – 15 July 2014

 

FinGraph Snapshot – Nifty Future

Weekly High – 7548 || Weekly Low – 7445

 

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FinGraph Snapshot- ATM 7600 Put Volatility

Weekly High – 17 % || Weekly Low –   13.98 %

 

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FinGraph Snapshot – ATM 7800 Call Volatility

Weekly High – 16.2 % || Weekly Low – 12.87 %

 

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FinExcel – Nifty Open Interest Last 15 minutes

Highest Change in OI in Call: 8000 Strike || Highest Change in OI in Put: 7500 Strike

 

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FinGraph – Nifty ATM 7800 Straddle

Day High – 182 || Day Low –  167.9

 

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Observation

 

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Options Daily Report – 14 July 2014

 

FinGraph Snapshot – Nifty Future

Weekly High – 7505 || Weekly Low – 7445

 

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FinGraph Snapshot- ATM 7600 Put Volatility

Weekly High – 17 % || Weekly Low –   14.29  %

 

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FinGraph Snapshot – ATM 7800 Call Volatility

Weekly High – 16.2 % || Weekly Low – 13.81 %

 

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FinExcel – Nifty Open Interest Last 15 minutes

Highest Change in OI in Call: 8000 Strike || Highest Change in OI in Put: 7500 Strike

 

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FinGraph – Nifty ATM 7800 Straddle

Day High – 200 || Day Low –  179

 

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Observation

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Options Daily Report – 11 July 2014

 

FinGraph Snapshot – Nifty Future

Weekly High – 7817.9 || Weekly Low – 7466.35
 

 

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FinGraph Snapshot- ATM 7600 Put Volatility

Weekly High – 21.45% || Weekly Low –   12.9 %
 

 

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FinGraph Snapshot – ATM 7800 Call Volatility

Weekly High – 20.4 % || Weekly Low – 13.8 %
 

 

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FinExcel – Nifty Open Interest Last 15 minutes

Highest Change in OI in Call: 8000 Strike || Highest Change in OI in Put: 7500 Strike
 

 

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FinGraph – Nifty ATM 7800 Straddle

Day High – 230 || Day Low –  200
 

 

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Observation

  1. Nifty closed by 92 point Down at end of the day and Down about 4.7 % from Weekly high.
  2. Nifty ATM 7600  Put Vol Trade near Weekly Low and it is Down around 8 % from Weekly High
  3. Nifty ATM 7700 Call Vol Trade near Weekly Low and it is down around 6 % from Weekly high
  4. Highest Open Interest in Call is seen at 8000 Call while in Puts Highest Open Interest is at 7500 Put
  5. Nifty 7600 Straddle was trading at 217-218
 
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Options Daily Report – 10 July 2014

 

FinGraph Snapshot – Nifty Future

Weekly High – 7817.9 || Weekly Low – 7486.05
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FinGraph Snapshot- ATM 7600 Put Volatility

Weekly High – 21.45% || Weekly Low –  14 %

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FinGraph Snapshot – ATM 7800 Call Volatility

Weekly High – 20.4 % || Weekly Low – 14.3 %

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FinExcel – Nifty Open Interest Last 15 minutes

Highest Change in OI in Call: 8000 Strike || Highest Change in OI in Put: 7500 Strike

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FinGraph – Nifty ATM 7800 Straddle

Day High – 274 || Day Low –  213
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Observation

  1. Nifty closed by 55 point Down at end of the day and Down about 4 % from Weekly high.
  2. Nifty ATM 7600  Put Vol Trade near Weekly Low and it is Down around 6 % from Weekly High
  3. Nifty ATM 7700 Call Vol Trade near Weekly Low and it is down around 5 % from Weekly high
  4. Highest Open Interest in Call is seen at 8000 Call while in Puts Highest Open Interest is at 7500 Put
  5. Nifty 7600 Straddle was trading at 222-223
 
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