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it would be better if you take moving average of Iv and premium decays. suppose if you take last 5 interval moving averages then it will not dependent on what was its value in morning as time will pass the values will be relevant with current time. for intraday if you are taking 15 mins or 5 mins time then tou should have premium decay at real time. Also, if you have seen recent live streaming, Sir told the way of calculation of premium decay different than what was mentioned in earlier videos.
It was Option sellers day stock did not move so who bought ce n pe are closing their positions in loss. They actually anticipated large move in any direction.
Or Those who sold options closing their positions in profit. they were right.
Overall Long Unwiding in Options.This is what i know!!!!!!
Just watch at the money options which is 160 as of now.Call writers unwinding their position and put writers created fresh position.Premium decay is less on CE side compared to PE side.If you calculate OI/VOL of 3 highest calls and puts strikes,then you can easily figure out the possible direction of the stock concerned.
No it will be in huge loss once the mrkt moves violently in either direction. Ce Pe at same price sell only works if mrkt is getting expired within some range of centre of action that too with slow movement.
I Have also same query for intraday from which time to record data e.g from 9:30 or consider from starting of the option chain.i have a recorded data of every 15 min of the option chain so every 15 min i have to minus present value from past value and taking average of the whole decay value.
Good Afternoon Sir,
Sir Apne ek live streaming mei brief kiya tha ki agar nifty ko uper jana hoga toh cash segment data FII ka buying hona jaruri hai. lekin sir jo Options, Futures mei buying karte hai wo kya only intraday ki hoti hai ya positional. And sir kisi Stock mei Future data daily incres ho rha hai or price bhi up hai but volume low hai and delivery % bhi incres ho rha hai to ye real move ho sakta hai ya speculative rahega.so by this shall we understand that we should mostly make use of option chain analysis in top 10 companies by market cap.
I have done a premium decay analysis in britannia but it failed vadly as the I of 30,000 or 40,000 was changing very easily and there was no definite conclusion
A Reuters poll of 52 economists points to GDP growing at 2.1 per cent, its weakest in at least eight years.
Appreciate your efforts in answering our questions and the mentorship.
I was analyzing fortnightly sector wise FII data. I see some discrepancies (may be I am not able to follow).
Ex: Ending May 15th data for “Automobiles & Auto Components” sector,AUC as on April 30, 2020 = 1,07,705
Net Investment May 01-15, 2020 = -267
AUC as on May 15, 2020 = 1,05,136Can we safely say that, difference between Apr 30th AUC and May 15th AUC is the Net Investment?, if yes, then Net Investment should be negative 2K crore.
Kindly help.
