nitin_oi_data_analysis_2012.xls

8/13/2019 nitin_oi_data_analysis_2012.xls

1/11

NIFTY Underlying Value As on 15-MAY-2012 12:55:21 Hours IST :

NIFTY 4938.85 Calls

CALL PUT Quote Open

Interest

CE3700 PE3700 Quote -



CE4000 PE4000 Quote 345,000

CE4100 PE4100 Quote 2,500

CE4200 PE4200 Quote 17,750

CE4300 PE4300 Quote 48,600

CE4400 PE4400 Quote 5,200

CE4500 PE4500 Quote 246,050

CE4600 PE4600 Quote 98,700

CE4700 PE4700 Quote 201,600

CE4800 PE4800 Quote 1,120,450CE4900 PE4900 Quote 3,119,750

CE5000 PE5000 Quote 5,167,450

CE5100 PE5100 Quote 5,921,800

CE5200 PE5200 Quote 7,888,500

CE5300 PE5300 Quote 6,482,500

CE5400 PE5400 Quote 6,499,650

CE5500 PE5500 Quote 4,041,550

CE5600 PE5600 Quote 4,416,900

CE5700 PE5700 Quote 1,259,800

CE5800 PE5800 Quote 456,500

CE5900 PE5900 Quote 288,850

CE6000 PE6000 Quote 480,800

CE6100 PE6100 Quote 97,600


2/11

CE6200 PE6200 Quote 68,550

CE6300 PE6300 Quote 111,200

CE6400 PE6400 Quote 26,550

CE6500 PE6500 Quote 18,300

CE6600 PE6600 Quote 27,050

#REF! #REF! Quote 51,150

CE PE

CE PE

CE PE

CE PE

CE PE


3/11

4938.85

Puts

Change in LTP Net Volume Bid Bid Offer Offer Strike Price Bid

Open Interest Change Qty Price Price Qty Qty

- - - - 1,000 981.90 1,476.00 500 3700 -

- - - - 1,000 656.15 - - 3800 5,000

- - - - 1,000 780.55 1,277.00 500 3900 20,000

-8,800 936.25 56.25 315 300 926.45 928.45 550 4000 2,000

- - - - 1,000 675.05 844.75 1,000 4100 14,000

- - - - 100 654.00 765.40 100 4200 450

- - - - 50 620.90 640.60 50 4300 3,600

1,800 535.00 0.8 37 1,100 500.00 556.55 1,400 4400 500

-20,800 431.00 42.75 686 100 412.25 437.05 300 4500 2,500

450 345.00 62.8 496 500 339.80 343.95 500 4600 1,700

3,050 255.00 43.15 2,004 200 253.35 255.70 5,700 4700 200

100,300 176.00 34.7 18,890 100 175.70 176.55 100 4800 750-68,550 109.35 22.1 149,584 200 109.35 109.80 350 4900 350

325,700 59.45 13.25 218,395 200 59.45 59.65 50 5000 200

280,250 27.90 6 162,456 700 27.80 28.00 3,500 5100 200

305,900 12.00 2.7 117,739 300 12.00 12.10 600 5200 100

-187,850 5.25 0.85 59,672 600 5.25 5.35 100 5300 700

-46,650 2.60 0.35 28,230 650 2.60 2.65 4,900 5400 50

-14,950 1.55 0.1 17,052 8,050 1.55 1.60 6,850 5500 50

-77,550 1.15 0.05 16,226 198,750 1.05 1.1 3,100 5600 50

-230,650 0.55 -0.1 21,167 2,200 0.55 0.6 194,650 5700 1,000

-31,350 0.4 -0.15 5,400 2,050 0.4 0.45 56,100 5800 50

-1,000 0.3 -0.05 347 68,950 0.3 0.4 50,600 5900 100

-8,150 0.3 0.1 450 42,850 0.25 0.3 4,650 6000 50

-4,150 0.15 -0.05 90 48,000 0.1 0.15 14,000 6100 1,000


4/11

3,000 0.15 0.05 334 27,500 0.1 0.15 5,050 6200 1,000

-2,700 0.15 0.05 281 7,100 0.1 0.15 82,850 6300 100

- 0.1 -0.05 215 46,000 0.05 0.15 44,900 6400 1,000

-800 0.05 -0.05 130 53,600 0.05 0.1 150 6500 200

- 0.15 0.05 2 3,050 0.1 0.15 29,600 6600 100

-150 0.1 - 4 18,000 0.05 0.1 50 6700 150


5/11

Bid Offer Offer Volume Net LTP Open Change in Quote

Price Price Qty Change Interest Open Interest

- 3 1,000 - - - - - Quote

0.05 1 10,000 - - - - - Quote

0.05 1 15,000 - - - - - Quote

0.6 0.65 3,900 597 -0.35 0.6 361,050 250 Quote

0.65 0.7 2,100 1,607 -0.4 0.65 131,600 38,950 Quote

0.85 0.95 2,900 1,963 -0.75 0.9 178,650 35,250 Quote

1.3 1.4 500 3,883 -1 1.4 318,900 -3,800 Quote

2.55 2.7 1,750 13,631 -2.05 2.6 1,004,200 -35,600 Quote

5 5.1 450 53,245 -4 5.1 3,737,000 725,450 Quote

10.75 10.85 1,700 93,653 -7.35 10.8 4,492,050 -464,950 Quote

21.6 21.7 50 136,131 -11.65 21.8 4,757,500 -43,300 Quote

41.25 41.45 100 180,458 -20.4 41.3 7,599,350 805,800 Quote73.1 73.45 150 195,036 -28.85 73.45 7,176,800 396,850 Quote

121 121.05 400 53,973 -35.55 121.05 4,827,300 31,850 Quote

187.05 188.35 250 12,746 -41.95 189.35 3,374,750 18,750 Quote

273.2 274.75 100 6,674 -37 273 1,681,650 -129,650 Quote

364.65 365.9 150 2,071 -41.5 364.5 1,161,350 -34,450 Quote

460.2 464.4 4,450 585 -47.75 460 560,950 -3,700 Quote

557.6 560.4 50 173 -40.8 557.9 503,000 -4,100 Quote

656.6 659.75 950 459 -50.8 650.4 401,550 -13,050 Quote

751.8 756.95 3,050 250 -62.15 744.9 337,800 -2,200 Quote

813.05 857.4 3,000 - - - 202,050- Quote

825.25 966.8 3,500 - - - 6,850- Quote

1,050.00 1,055.40 100 296 -45 1,055.00 396,600 -3,650 Quote

923.20 - - - - - 1,950- Quote


6/11

1,048.75 - - - - - 8,600- Quote

1,325.00 - - 6 -40 1,350.10 155,650 -100 Quote

1,225.20 - - - - - 200- Quote

1,543.15 - - 4 -4.65 1,540.35 26,050 -100 Quote

1,609.10 1,661.95 100 2 -51.4 1,647.60 46,000- Quote

1,679.40 1,791.90 150 4 -55.6 1,747.95 136,500 -150 Quote


7/11

4900

15-MAY-2012 4938.85

CALL CALL CALL CALL TREND STK

PRICE OI PR_CHG OI_CHG PRICE

0.00 0 0.00 0BULLISH 3700

0.00 0 0.00 0BULLISH 3800

0.00 0 0.00 0BULLISH 3900

936.25 345000 56.25 -8800 SHORT COVERING 4000

0.00 2500 0.00 0BULLISH 4100

0.00 17750 0.00 0BULLISH 4200

0.00 48600 0.00 0BULLISH 4300

535.00 5200 0.80 1800BULLISH 4400

431.00 246050 42.75 -20800 SHORT COVERING 4500

345.00 98700 62.80 450BULLISH 4600

255.00 201600 43.15 3050BULLISH 4700

176.00 1120450 34.70 100300BULLISH 4800

109.35 3119750 22.10 -68550 SHORT COVERING 4900

59.45 5167450 13.25 325700BULLISH 5000

27.90 5921800 6.00 280250BULLISH 5100

12.00 7888500 2.70 305900 BULLISH 5200

5.25 6482500 0.85 -187850 SHORT COVERING 5300

2.60 6499650 0.35 -46650 SHORT COVERING 5400

1.55 4041550 0.10 -14950 SHORT COVERING 5500

1.15 4416900 0.05 -77550 SHORT COVERING 5600

0.55 1259800 -0.10 -230650 LONG UNWINDING 5700

0.40 456500 -0.15 -31350 LONG UNWINDING 5800

0.30 288850 -0.05 -1000 LONG UNWINDING 5900

0.30 480800 0.10 -8150 SHORT COVERING 6000

0.15 97600 -0.05 -4150 LONG UNWINDING 6100


8/11

0.15 68550 0.05 3000 BULLISH 6200

0.15 111200 0.05 -2700 SHORT COVERING 6300

0.10 26550 -0.05 0 BEARISH 6400

0.05 18300 -0.05 -800 LONG UNWINDING 6500

0.15 27050 0.05 0 BULLISH 6600

#REF! #REF! #REF! #REF! #REF! #REF!

0

0

0

0

0


9/11

12:55:21

TREND PUT PUT PUT PUT

PRICE OI PR_CHG OI_CHG

BEARISH 0.00 0 0.00 0

BEARISH 0.00 0 0.00 0

BEARISH 0.00 0 0.00 0

BULLISH 0.60 361050 -0.35 250

BULLISH 0.65 131600 -0.40 38950

BULLISH 0.90 178650 -0.75 35250

SHORT COVERING 1.40 318900 -1.00 -3800

SHORT COVERING 2.60 1004200 -2.05 -35600

BULLISH 5.10 3737000 -4.00 725450

SHORT COVERING 10.80 4492050 -7.35 -464950

SHORT COVERING 21.80 4757500 -11.65 -43300

BULLISH 41.30 7599350 -20.40 805800

BULLISH 73.45 7176800 -28.85 396850

BULLISH 121.05 4827300 -35.55 31850

BULLISH 189.35 3374750 -41.95 18750

SHORT COVERING 273.00 1681650 -37.00 -129650

SHORT COVERING 364.50 1161350 -41.50 -34450

SHORT COVERING 460.00 560950 -47.75 -3700

SHORT COVERING 557.90 503000 -40.80 -4100

SHORT COVERING 650.40 401550 -50.80 -13050

SHORT COVERING 744.90 337800 -62.15 -2200

BEARISH 0.00 202050 0.00 0

BEARISH 0.00 6850 0.00 0

SHORT COVERING 1055.00 396600 -45.00 -3650

BEARISH 0.00 1950 0.00 0


10/11

BEARISH 0.00 8600 0.00 0

SHORT COVERING 1350.10 155650 -40.00 -100

BEARISH 0.00 200 0.00 0

SHORT COVERING 1540.35 26050 -4.65 -100

BULLISH 1647.60 46000 -51.40 0

#REF! #REF! #REF! #REF! #REF!


11/11

#N/A 4900

Documents

nitin_oi_data_analysis_2012.xls