Author: stockviz

Options Daily 14.01.2015

Summary: Jan NIFTY 8700 calls added 254,875 contracts while 8100 calls shed 78,000. On the Put side of the equation, the 8200 strike added 511,050 while the 8100’s shed 130,250.

JAN NIFTY OI

JAN NIFTY OI chart

JAN BANKNIFTY OI

JAN BANKNIFTY OI chart

JAN ASHOKLEY OI

The 55 calls shed 888,000 contracts.

JAN ASHOKLEY OI chart

JAN UNITECH OI

The 15 puts shed 387,000 contracts. The 17.5 calls added 2,988,000 contracts.

JAN UNITECH OI chart

Options Daily 13.01.2015

Summary: Jan NIFTY 8500 calls added 90,075 contracts while 8400 calls shed 202,050. On the Put side of the equation, the 8000 strike added 575,000 while the 7900’s shed 65,675.

JAN NIFTY OI

JAN NIFTY OI chart

JAN BANKNIFTY OI

JAN BANKNIFTY OI chart

JAN ASHOKLEY OI

The 62.5 calls shed 264,000 contracts. The 47.5 puts shed 168,000 contracts. The 57.5 puts added 808,000 contracts.

JAN ASHOKLEY OI chart

JAN JPASSOCIAT OI

The 27.5 calls added 1,704,000 contracts.

JAN JPASSOCIAT OI chart

Options Daily 12.01.2015

Summary: Jan NIFTY 8700 calls added 165,925 contracts while 8400 calls shed 775,675. On the Put side of the equation, the 8100 strike added 742,475 while the 7700’s shed 302,450.

JAN NIFTY OI

JAN NIFTY OI chart

JAN BANKNIFTY OI

JAN BANKNIFTY OI chart

JAN UNITECH OI

The 20 calls shed 963,000 contracts.

JAN UNITECH OI chart

JAN JPASSOCIAT OI

The 30 calls added 1,888,000 contracts.

JAN JPASSOCIAT OI chart

JAN ASHOKLEY OI

The 55 puts shed 1,512,000 contracts.

JAN ASHOKLEY OI chart

Correlation Update 10.01.2015

Nifty one year daily return correlations

Nifty one year daily return correlations

Nifty one month daily return correlations

Nifty one month daily return correlations

Bank Nifty one year daily return correlations

Bank Nifty one year daily return correlations

Bank Nifty one month daily return correlations

Bank Nifty one month daily return correlations

Midcap one year daily return correlations

Midcap one year daily return correlations

Midcap one month daily return correlations

Midcap one month daily return correlations

A lot of thick blue squares mean that positive correlations are high. Red squares mean negative correlations are high. Whites are the doldrums.