| NIFTY |
|
| As on 20-AUG-2010 15:30:16 Hours IST |
| Instrument Type | Underlying | Expiry Date | Option Type | Strike Price | Market Lot |
| OPTIDX | NIFTY  | 26AUG2010 | CE | 5500.00 | 50 |
| Price Information |
| Open Price | 44.05 |
| High Price | 55.75 |
| Low Price | 37.25 |
| Last Price | 42.20 |
| Prev Close | 51.70 |
| Close Price | - |
| Change from prev close | -9.50 |
| % Change from prev close | - |
| VWAP | 45.31 |
| Underlying Value | 5530.65 |
| Number of contracts traded | 315869 |
| Turnover in Rs. Lakhs | 875795.76 |
| Open Interest | 6819550 |
| Change in Open Interest | -137000 |
| % Change | -1.97 |
|
| Order Book |
| Buy Qty | Buy Price | Sell Price | Sell Qty |
| 1050 | 42.20 | 42.50 | 2500 |
| 50 | 42.10 | 42.55 | 850 |
| 2000 | 42.05 | 42.70 | 50 |
| 12350 | 42.00 | 42.80 | 450 |
| 700 | 41.90 | 42.90 | 100 |
| 414250 | Total Buy Qty | Total Sell Qty | 308700 |
| Other Information |
| Settlement Price | - |
| Daily Volatility | 0.73 |
| Annualised Volatility | 13.86 |
| Client Wise Position Limits | 33100987 |
| Market Wide Position Limits | - |
|
|
And PE ....
| NIFTY |
|
| As on 20-AUG-2010 15:30:16 Hours IST |
| Instrument Type | Underlying | Expiry Date | Option Type | Strike Price | Market Lot |
| OPTIDX | NIFTY  | 26AUG2010 | PE | 5500.00 | 50 |
| Price Information |
| Open Price | 30.90 |
| High Price | 32.45 |
| Low Price | 21.60 |
| Last Price | 23.95 |
| Prev Close | 26.45 |
| Close Price | - |
| Change from prev close | -2.50 |
| % Change from prev close | - |
| VWAP | 26.34 |
| Underlying Value | 5530.65 |
| Number of contracts traded | 359519 |
| Turnover in Rs. Lakhs | 993412.12 |
| Open Interest | 8747250 |
| Change in Open Interest | 1058000 |
| % Change | 13.76 |
|
| Order Book |
| Buy Qty | Buy Price | Sell Price | Sell Qty |
| 2300 | 23.35 | 23.95 | 700 |
| 1100 | 23.20 | 24.00 | 5850 |
| 550 | 23.10 | 24.20 | 750 |
| 1500 | 23.05 | 24.25 | 350 |
| 1400 | 23.00 | 24.30 | 50 |
| 327300 | Total Buy Qty | Total Sell Qty | 831400 |
| Other Information |
| Settlement Price | - |
| Daily Volatility | 0.73 |
| Annualised Volatility | 13.86 |
| Client Wise Position Limits | 33100987 |
| Market Wide Position Limits | - |
|
Some thing is cooking ...
or boiling ...
???????
Please go here .. |
http://dgrpchat.blogspot.com/2010/08/aejaz21-aug-2010.html
The put/call ratio is the volume of put options divided by the volume of call options for a specified period of time. Technical analysts use the put/call ratio to predict market turning points. The put/call ratio is generally considered a contrarian indicator. A high put/call ratio occurs when there is a high volume of put options being traded, and a low put/call ratio indicates that a larger percentage of call options are being purchased. To a contrarian investor, a significantly high put/call ratio suggests that investors are overly pessimistic and therefore indicates a market bottom, while a significantly low put/call ratio suggests that investors are overly optimistic and therefore implies a market top. The put/call ratio must be used with caution as unusual market conditions can cause short-term anomalies in apparent market sentiment, giving analysts a misleading put/call ratio indication.
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