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Monday, March 5, 2012

NIFTY OPTIDX Open Interest at 1.45 pm


2 comments:

  1. @Praba
    Hi
    I am not contradicting but clarifying my understanding
    increase in OI in PE would mainly mean writting is it not and seeing intraday graph the vol.is concentrated at higher rates suggestive of writting.

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  2. @Bhavan

    First thanks for your visit and comment.
    As i mentioned in JN, i am not an OI expert. I just produce the data for intraday reference.

    The above OI data does not include/consider volume of the options. The Nifty trend is generated based on the below
    Price- Open Interest- Interpretation
    Rising- Rising- Bullish
    Rising- Falling- Market is Weakening
    Falling- Rising- Bearish
    Falling- Falling- Market is Strengthening

    so if OI in PE increase and the price decrease then the put been written, so that to take advantage of writing the put by bringing down the price, which the Nifty moves up(bullish).

    But if OI in PE increase and the price also increase along with OI, then the interpretation is that put being bought expecting that Nifty may come down(bearish), so that the put premium also increase to profit.

    The above may be wrong. The better persons may be Sanjay Bhai or Mynac.

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