Reliance/HDFC Bank wanted to like Nifty & Banknifty respectively. Time for putcalendar

Time: 7:30 am   VIX: 19.26 SGX Nifty:  10757  FII: +1103 Cr    DII:   -310
FNO
Data Analysis

 

Index
Max Pain
PCR
Highest OI

 

PE
CE

 

Highest Increase in OI

 

PE
          CE

 

Nifty
10600
1.67
10000
11000
10700 (140%)
11000 (9%)
Banknifty
26000
1.75
25000
26000
26200 (85%)
26600 (378%)
              
Future position and Volume Analysis (Nifty & Banknifty
stocks)

 

Long Build Up
Profit Booking
Short Build Up
Short Covering
High Delivery
Volumes
Ultratech, ITC, HDFC
IBHF, GAIL, NTPC
Grasim, Yes, Indusind, Reddy, HCL
HDFC Bank
Nifty (Over all FNO Position: Slightly
bullish)
·
Global market is down and SGX nifty is flat.
·
FII is in buy mode
·
Highest PE is at 10000 and highest CE is at 11000.
·
PEs are added at 10700 and CEs are added at 11000
·
More number of PEs have been added than CEs
·
MAX Pain is at 10600 (no change)
·
PCR is bullish
·
Net future Position is slightly in long
·
Time to do put calendar
Banknifty (Over all FNO Position: Slightly
bullish)
·
ICICI Bank is down and HDFC Bank is up in USA.
·
Highest PE is at 25000 and Highest CE is at 26000.
·
PEs are sold at 26200 and CEs are sold at 26600.
·
More number of PEs have been added than CEs
·
Max Pain is at 26000 (no change)
·
PCR is bullish
·
Net future positions is in long
·
Time to do put calendar
Executed Trades
ü  Created putcalendar
at 26100(W) and 26000 (M)
ü  Created putcalendar
at 10700
ü  Created call
calendar at 26500 and sold additional 27500 CE
Trading Plan
ü  Will try to do more
put calendar and roll up today
Open Positions

statergy Name:Iron_Fly_at_10800

posistion Your Rate Ltp Quantity profit/loss Delta Theta Vega Gamma delete
-6*29NOV2018-10800-CE 55 88.90 -450 -15,255.00 -0.311 4.516 -5.929 -0.002
-6*29NOV2018-10800-PE 185 113.00 -450 32,400.00 0.651 3.951 -6.204 -0.001
6*29NOV2018-11000-CE 14 19.50 450 2,475.00 0.055 -1.236 1.859 0.001
6*29NOV2018-10600-PE 90 50.15 450 -17,932.50 -0.352 -4.878 6.224 0.001
Total 1,687.00 0.043 2.353 -4.050 -0.001

statergy Name:Put_Calendar_10500

posistion Your Rate Ltp Quantity profit/loss Delta Theta Vega Gamma delete
-12*29NOV2018-10600-PE 143 50.15 -900 83,565.00 0.352 4.878 -6.224 -0.001
10*27DEC2018-10500-PE 200 132.20 750 -50,850.00 -0.344 -2.726 12.519 0.001
Total 32,715.00 0.008 2.152 6.295 0.000

statergy Name:Call_calendar_26500

posistion Your Rate Ltp Quantity profit/loss Delta Theta Vega Gamma delete
-20*22NOV2018-26500-CE 108 129.80 -800 -17,440.00 -0.312 35.800 -6.882 -0.001
20*29NOV2018-26500-CE 192 224.00 800 25,600.00 0.401 -15.078 15.963 0.001
-20*29NOV2018-27500-CE 16 16.80 -800 -640.00 -0.034 2.714 -3.078 0.000
Total 7,520.00 0.056 23.437 6.003 0.000

statergy Name:26100_Put_Calendar

posistion Your Rate Ltp Quantity profit/loss Delta Theta Vega Gamma delete
-10*22NOV2018-26100-PE 135 126.00 -400 3,600.00 0.301 42.747 -6.788 -0.001
10*29NOV2018-26000-PE 181 173.90 400 -2,840.00 -0.312 -14.826 14.636 0.000
Total 760.00 -0.011 27.921 7.848 -0.001

statergy Name:10700_put_calendar

posistion Your Rate Ltp Quantity profit/loss Delta Theta Vega Gamma delete
-12*29NOV2018-10700-PE 91 74.00 -900 15,300.00 0.421 5.438 -6.592 -0.001
12*27DEC2018-10700-PE 204 184.95 900 -17,145.00 -0.426 -2.801 13.405 0.001
Total -1,845.00 -0.006 2.637 6.813 0.000
OverAll Total
40837

Jegathesan Durairaj, a mathematician by qualification, an Ex-software professional and now a full time Risk Defined Option Writer. With his Open Book Strategies, he is the most known identity in twitter as itjegan, with huge followers. He had won Zerodha 60 Day Challenge – 10 Times round-the-clock. He is one of the prime Option Writing Trainer and tutored close to 1000 members till now.

He is the Mastermind of CapitalZone – Active Option Trading where Traders can avail Trading Chart with customised indicators, FNO tools and Payoff analysis. His keynote is to provide whole FNO deets to be handy for Traders in a sole place.

Now he is taking more heed on hedging portfolio in Option Writing where we might subject to more market risk. He is streamlining his strategies often and improving perpetually. At this time unfolding ways to measure good-quality Trend Following System.

Conducting workshop in all Metro Cities (Delhi, Mumbai, Bangalore, Chennai and Coimbatore) often based on queries from Traders.

 

 

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