Options Derivative Analysis nifty 5300 Call expiring on 28 jan 2010
Since A large number of Comments are regarding this call so we are analysisng it in detail
5300 was boundry on upside for nifty this month
Also nifty 5300 call is having the highest open interest in calls
Today this call has closed at 22.65
So the persons Who have bought this call in last week and this week are struck in this call
Holding or selling of this call is the most Difficult Decision
As nifty may touch 5300 near Expiry
but losses are also running high
only consolation for this call holders is that 5200 level in Nifty is holding
So What can I suggest?
1. Place a stop loss. First one is below Rs 20 and this stop loss should be used After 3 Pm as calls are volatile and this level could be broken intraday and for intraday you need to decide the level of stop loss.
2. If you have very very high risk aptite you can Buy this Call Below 18 as I am expecting nifty Range of 5150-5350 till expiry.Although 5300 seems distant, its still possible
3.If Nifty Rises During next 1-2 trading sessions get Rid of this call to minimize losses
Trade Data For 5300 Call
| Date | Open Int | Open | High | Low | Settlement Price | Nifty Close | Change in OI |
| 1-Dec-09 | 152950 | 97.05 | 116.05 | 96 | 114.15 | 5122 | 38450 |
| 2-Dec-09 | 224350 | 115.2 | 122 | 111.2 | 115.85 | 5123.25 | 71400 |
| 3-Dec-09 | 295200 | 117.85 | 143 | 116 | 120.35 | 5131.7 | 70850 |
| 4-Dec-09 | 305500 | 117.05 | 133 | 101 | 112.55 | 5108.9 | 10300 |
| 7-Dec-09 | 451000 | 109.15 | 111.95 | 93.25 | 97.4 | 5066.7 | 145500 |
| 8-Dec-09 | 575150 | 105.75 | 125.2 | 94.4 | 123.35 | 5147.95 | 124150 |
| 9-Dec-09 | 656850 | 111 | 120.2 | 102.2 | 110.4 | 5112 | 81700 |
| 10-Dec-09 | 724850 | 111 | 119.6 | 99.05 | 114.75 | 5134.65 | 68000 |
| 11-Dec-09 | 769250 | 118.85 | 130 | 98.6 | 105.2 | 5117.3 | 44400 |
| 14-Dec-09 | 816000 | 72 | 122 | 72 | 102.1 | 5105.7 | 46750 |
| 15-Dec-09 | 949300 | 103.9 | 105.8 | 72.15 | 76 | 5033.05 | 133300 |
| 16-Dec-09 | 904900 | 72.95 | 81.65 | 67 | 72.65 | 5042.05 | -44400 |
| 17-Dec-09 | 912400 | 75 | 78 | 62.2 | 68.3 | 5041.75 | 7500 |
| 18-Dec-09 | 802550 | 63.55 | 66 | 48 | 49.5 | 4987.7 | -109850 |
| 21-Dec-09 | 789600 | 46.95 | 47 | 31.15 | 32.35 | 4952.6 | -12950 |
| 22-Dec-09 | 734950 | 37.95 | 38.5 | 33 | 35.45 | 4985.85 | -54650 |
| 23-Dec-09 | 955500 | 34.1 | 80 | 33.8 | 77.5 | 5144.6 | 220550 |
| 24-Dec-09 | 1196650 | 80 | 91.1 | 68.85 | 83.85 | 5178.4 | 241150 |
| 29-Dec-09 | 1349300 | 85 | 99.5 | 82 | 88.4 | 5187.95 | 152650 |
| 30-Dec-09 | 1782450 | 88 | 89 | 73.6 | 75.75 | 5169.45 | 433150 |
| 31-Dec-09 | 2717600 | 85 | 92.85 | 75.15 | 80.55 | 5201.05 | 935150 |
| 4-Jan-10 | 3197700 | 85 | 90.45 | 79 | 87.15 | 5232.2 | 480100 |
| 5-Jan-10 | 3741850 | 109.2 | 110 | 93.35 | 96.65 | 5277.9 | 544150 |
| 6-Jan-10 | 3949700 | 101.95 | 105 | 88.5 | 96.55 | 5281.8 | 207850 |
| 7-Jan-10 | 4352650 | 94.05 | 96 | 78.6 | 85.55 | 5263.1 | 402950 |
| 8-Jan-10 | 4808500 | 85.7 | 90 | 70.25 | 74.45 | 5244.75 | 455850 |
| 11-Jan-10 | 5223850 | 81 | 91 | 66.8 | 70.15 | 5249.4 | 415350 |
| 12-Jan-10 | 5518900 | 63 | 79.85 | 48 | 50.4 | 5210.4 | 295050 |
| 13-Jan-10 | 5323650 | 35.2 | 56.5 | 27 | 55.1 | 5233.95 | -195250 |
| 14-Jan-10 | 5613700 | 59.9 | 61.8 | 48.65 | 52.5 | 5259.9 | 290050 |
| 15-Jan-10 | 6144500 | 55 | 55 | 42.25 | 44.75 | 5252.2 | 530800 |
| 18-Jan-10 | 5934350 | 38.55 | 57.45 | 35.1 | 47.25 | 5274.85 | -210150 |
| 19-Jan-10 | 6782100 | 44.6 | 46.6 | 27.2 | 28.95 | 5225.65 | 847750 |
| 20-Jan-10 | 6680150 | 32.8 | 34 | 19.35 | 22.65 | 5221.7 | -101950 |
Kind Comments