Monday, January 3, 2011

Options/futures data for 31st Dec (EOD)




Summary:
1. Market continued where it left off on close of expiry day, jumping right upto 6180 and closed just 3% below its all time closing high reached in first week of Nov.
2. Options data doesn't have any big Call OI @any strike, although 38L OI @6200CE can be considered resistance. What's interesting on Friday's OI table is that 6200CEs added 7L and 6300CEs added almost the double that number (13.5L) -- Someone playing a 'Ratio spread'?
3. 6100 as of now is a 50-50 level with positive bias.
4. 6000 seems to be a decent support as of now with close to 60L OI @6000PE. 5900PEs added 23L on the very first day of the series! Could that be someone hedging?
5. PCR is at 1.41 -- which is fairly bullish for the first day of a month. But nothing to get carried away by this number as expiry is a good 4 weeks from here.


Nifty Futures:
19.4L OI up 1.86% (3.5L shares added) -- OI deficiency continues!


Banknifty Futures:
14.1L OI up 1.8% (0.26L shares added)

5 comments:

abhishek said...

Good morning GIRISH

r m said...

Thanks Girish!

r m said...

Attn. Data lovers

Amibroker format EOD and Intraday database upto 31st December 2010 uploaded at following links:

http://rapidshare.com/files/440352847/EOD.zip

http://rapidshare.com/files/440356649/Intraday.zip

:)

Chandra said...

@viren,

What level is NSEMO?
Chandra

Shai said...

@ Chandra,

Will update the indicator today.