{"id":1993741,"date":"2014-06-14T11:39:38","date_gmt":"2014-06-14T06:09:38","guid":{"rendered":"http:\/\/stockviz.biz\/index.php\/?p=1993741"},"modified":"2014-09-09T12:02:34","modified_gmt":"2014-09-09T06:32:34","slug":"interpreting-nifty-open-interest","status":"publish","type":"post","link":"https:\/\/stockviz.biz\/index.php\/2014\/06\/14\/interpreting-nifty-open-interest\/","title":{"rendered":"Interpreting Nifty Open Interest"},"content":{"rendered":"<p>I am trying to develop a framework for interpreting open-interest with a goal of attaching a probability distribution to expiry values of the Nifty. The first step is to chart the open interest of the nearest-to-expiry contract to see the market in action.<\/p>\n<h3>Friday Nifty OI Charts<\/h3>\n<p><a target=\"_blank\" href=\"http:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-2.png\"><img loading=\"lazy\" decoding=\"async\" src=\"http:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-2.png\" alt=\"puts.calls.2014-05-2\" width=\"2200\" height=\"1000\" class=\"alignnone size-full wp-image-1993801\" srcset=\"https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-2.png 2200w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-2-300x136.png 300w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-2-1024x465.png 1024w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-2-500x227.png 500w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-2-900x409.png 900w\" sizes=\"auto, (max-width: 2200px) 100vw, 2200px\" \/><\/a><\/p>\n<p><a target=\"_blank\" href=\"http:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-9.png\"><img loading=\"lazy\" decoding=\"async\" src=\"http:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-9.png\" alt=\"puts.calls.2014-05-9\" width=\"2200\" height=\"1000\" class=\"alignnone size-full wp-image-1993811\" srcset=\"https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-9.png 2200w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-9-300x136.png 300w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-9-1024x465.png 1024w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-9-500x227.png 500w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-9-900x409.png 900w\" sizes=\"auto, (max-width: 2200px) 100vw, 2200px\" \/><\/a><\/p>\n<p><a target=\"_blank\" href=\"http:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-16.png\"><img loading=\"lazy\" decoding=\"async\" src=\"http:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-16.png\" alt=\"puts.calls.2014-05-16\" width=\"2200\" height=\"1000\" class=\"alignnone size-full wp-image-1993751\" srcset=\"https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-16.png 2200w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-16-300x136.png 300w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-16-1024x465.png 1024w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-16-500x227.png 500w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-16-900x409.png 900w\" sizes=\"auto, (max-width: 2200px) 100vw, 2200px\" \/><\/a><\/p>\n<p><a target=\"_blank\" href=\"http:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-23.png\"><img loading=\"lazy\" decoding=\"async\" src=\"http:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-23.png\" alt=\"puts.calls.2014-05-23\" width=\"2200\" height=\"1000\" class=\"alignnone size-full wp-image-1993761\" srcset=\"https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-23.png 2200w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-23-300x136.png 300w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-23-1024x465.png 1024w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-23-500x227.png 500w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-23-900x409.png 900w\" sizes=\"auto, (max-width: 2200px) 100vw, 2200px\" \/><\/a><\/p>\n<p><a target=\"_blank\" href=\"http:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-30.png\"><img loading=\"lazy\" decoding=\"async\" src=\"http:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-30.png\" alt=\"puts.calls.2014-05-30\" width=\"2200\" height=\"1000\" class=\"alignnone size-full wp-image-1993771\" srcset=\"https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-30.png 2200w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-30-300x136.png 300w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-30-1024x465.png 1024w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-30-500x227.png 500w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-05-30-900x409.png 900w\" sizes=\"auto, (max-width: 2200px) 100vw, 2200px\" \/><\/a><\/p>\n<p><a target=\"_blank\" href=\"http:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-06-06.png\"><img loading=\"lazy\" decoding=\"async\" src=\"http:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-06-06.png\" alt=\"puts.calls.2014-06-06\" width=\"2200\" height=\"1000\" class=\"alignnone size-full wp-image-1993781\" srcset=\"https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-06-06.png 2200w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-06-06-300x136.png 300w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-06-06-1024x465.png 1024w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-06-06-500x227.png 500w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-06-06-900x409.png 900w\" sizes=\"auto, (max-width: 2200px) 100vw, 2200px\" \/><\/a><\/p>\n<p><a target=\"_blank\" href=\"http:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-06-13.png\"><img loading=\"lazy\" decoding=\"async\" src=\"http:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-06-13.png\" alt=\"puts.calls.2014-06-13\" width=\"2200\" height=\"1000\" class=\"alignnone size-full wp-image-1993791\" srcset=\"https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-06-13.png 2200w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-06-13-300x136.png 300w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-06-13-1024x465.png 1024w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-06-13-500x227.png 500w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2014\/06\/puts.calls_.2014-06-13-900x409.png 900w\" sizes=\"auto, (max-width: 2200px) 100vw, 2200px\" \/><\/a><\/p>\n<p><em>Stay tuned&#8230;<\/em><\/p>\n","protected":false},"excerpt":{"rendered":"<p>I am trying to develop a framework for interpreting open-interest with a goal of attaching a probability distribution to expiry values of the Nifty. The first step is to chart the open interest of the nearest-to-expiry contract to see the market in action. Friday Nifty OI Charts Stay tuned&#8230;<\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3471,9],"tags":[1200,2761],"class_list":["post-1993741","post","type-post","status-publish","format-standard","hentry","category-investing-insight","category-your-money","tag-options","tag-quant","entry"],"_links":{"self":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/1993741","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/comments?post=1993741"}],"version-history":[{"count":0,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/1993741\/revisions"}],"wp:attachment":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media?parent=1993741"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/categories?post=1993741"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/tags?post=1993741"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}