Tag: NIFTY

Options Daily 08.01.2015

Summary: Jan NIFTY 8400 calls added 1,137,250 contracts while 8000 calls shed 159,275. On the Put side of the equation, the 8000 strike added 690,050 while the 8300’s shed 264,725.

JAN NIFTY OI

JAN NIFTY OI chart

JAN BANKNIFTY OI

JAN BANKNIFTY OI chart

JAN ASHOKLEY OI

The 60 calls shed 2,072,000 contracts. The 55 puts added 2,016,000 contracts.

JAN ASHOKLEY OI chart

JAN JPASSOCIAT OI

The 27.5 calls added 1,384,000 contracts.

JAN JPASSOCIAT OI chart

JAN TATAMTRDVR OI

The 330 puts shed 463,000 contracts.

JAN TATAMTRDVR OI chart

Nifty Correlations

It is useful to visualize the correlations of returns between individual stocks in an index. If correlations are high, betting on the index as a whole could be more profitable compared to picking single stocks. Low correlations, on the other hand, is a stock-picker’s dream. Here’s how the NIFTY correlations stack up.

One year daily returns

cnx nifty correlations.2014-1-1

One month daily returns

cnx nifty correlations.2014-12-1

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

We plan to update these on a weekly basis.

Options Daily 05.01.2015

Summary: Jan NIFTY 8800 calls added 608,775 contracts while 8300 calls shed 615,600. On the Put side of the equation, the 8400 strike added 956,100 while the 7900’s shed 549,625.

JAN NIFTY OI

JAN NIFTY OI chart

JAN BANKNIFTY OI

JAN BANKNIFTY OI chart

JAN ASHOKLEY OI

The 52.5 calls shed 632,000 contracts.

JAN ASHOKLEY OI chart

JAN JPASSOCIAT OI

The 30 calls added 864,000 contracts.

JAN JPASSOCIAT OI chart

JAN UNITECH OI

The 17.5 puts added 1,170,000 contracts.

JAN UNITECH OI chart

Options Daily 02.01.2015

Summary: Jan NIFTY 8500 calls added 348,300 contracts while 8300 calls shed 68,900. On the Put side of the equation, the 8000 strike added 325,750 while the 7500’s shed 161,500.

JAN NIFTY OI

JAN NIFTY OI chart

JAN BANKNIFTY OI

JAN BANKNIFTY OI chart

JAN GMRINFRA OI

The 17.5 calls shed 432,000 contracts.

JAN GMRINFRA OI chart

JAN JPASSOCIAT OI

The 30 calls added 1,320,000 contracts.

JAN JPASSOCIAT OI chart

JAN ANDHRABANK OI

The 95 puts added 444,000 contracts.

JAN ANDHRABANK OI chart