Wednesday, February 3, 2010

Open Interest data from 3rd Feb


Tuesday they took it down, wednesday they brought it up by an equal measure.

What's in store for us tomorrow? Data is pointing towards a market tomorrow, which may go down again.

After the inability to take out 4949 today ( which frankly I expected) stocks may open down tomorrow. Data posted on the blog in the afternoon and the one we have now at EOD, show the strike at 4900 increasing the call side OI ( bearish) and reducing the put side ( bullish).

Furthermore, between strikes 4400 and 5400, about 21963 call lots ( bearish) were added today whereas the same strikes witnessed a reduction in Put OI of 31343 lots ( bearish again).

The range remains 4800- 5000 as highlighted. Look for shorts below 4897 and longs above 4945.

9 comments:

sriganeshh said...

hi
how u arrive at this col.iv (iv)...did tried in excel but not able to match with your figures..
cld u explain me pl.

tks
sri

Unknown said...

hi,
ur excel sheet is really nice. can u mail me this excel sheet and tell me how to update it.
my id is ankitsolanki@in.com

thanks,
ankit.

Shai said...

sriganesh,

The IV and other data is courtesy myfno.com.You would have to register with them.

Shai said...

Ankit,

Look up myfno.com.

I d/load data from there, and keep a copy in excel. The entries are manual, but if you want automated then I will send you an excel NSE sheet.

Shai said...

Market is still in the bear grip today. Ce writers have added more than PE writers at 4900.

sriganeshh said...

hi shai
thanks. will register with the site. what is this automated excel nse sheet..if you can share it, kindly send me also copy.
my id is sriganeshh@yahoo.com

Thanks n best
sri

Shai said...

Surely,

Check your mail.

sriganeshh said...

hi
just seen the site.. wonderful online fno site.
thanks for the link

tks n best
sri

Shai said...

The big boys are getting smashed. Relaince, Infosys and SBI are at day lows along with Nifty.