Showing posts from January, 2017

Open Interest Analysis Workbook by Research Wings

Hi Reader,

The below mentioned analysis about derivatives traded in Indian Markets is being shared often for which surety about any write up present in any publications so here it is

NIFTY25JAN2017 on 02-Jan-17
Total Investments in Options in Crores: Rs.1417.95
Total Investments in Futures in Crores: Rs.13952.09
Support: Rs. 8004.05
Resistance: Rs. 8376.25
Call - Max OI Strike Price: Rs. 8200
Put - Max OI Strike Price: Rs. 8000
Average: Rs.8378.4
Max Pain I: Rs.8350
(IMP) Max Pain II: Rs.8150
Max Pain III: Rs.8150
Put Call Ratio: 1.19
Range: Rs.8162.35 - 8220.5
Settlement Price: Rs.8192.1
Possible Least Delta Pair I and Premium: Rs.8200 and Premium Rs. 229.3
Delta Neutral I Profit Range: Rs. 7970.7 - 8429.3
Possible Least Delta Pair II and Premium: Rs.8150 and Premium Rs. 237.55
Delta Neutral I Profit Range: Rs. 7912.45 - 8387.55
Buy NIFTY25Jan2017 near Rs. 7970.7 with stop loss below Rs. 7912.45 for target upto Rs. 8179.15/8408.45
Sell NIFTY25Jan2017 near Rs. 8387.55 with stop loss …

Performance - Research Wings - Fundamental Analysis