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  #11 (permalink)  
Old 16-03-2012, 12:09 AM
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Originally Posted by Cac View Post
how do u know they r not willing to sell ? may be they are buying stock and selling fut ?

Yes might be but overall net position should give profits, this way I don't think so it will give profits only commission loss. Might be selling calls will be the option but we can see that whether call option open interest is increasing at the same time, but practically most of the option stocks are not liquid in Indian market.
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Old 16-03-2012, 12:18 AM
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Bro, neither I know much abt O/I nor I track, but the other thing that I was talking about (long stock, short fut) gives handsome both way profit conditionally if one knows wher to buy/sell.......

anyway, the thread is about volumes, so what I can do is to post 2-3 different charts of Intraday volumes and delivery volumes for one week by this weekend.......

but honestly I don't think that seperating the intraday volumes will be usefull.



Originally Posted by alex View Post
Yes might be but overall net position should give profits, this way I don't think so it will give profits only commission loss. Might be selling calls will be the option but we can see that whether call option open interest is increasing at the same time, but practically most of the option stocks are not liquid in Indian market.

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Old 16-03-2012, 12:43 AM
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Originally Posted by Cac View Post
Bro, neither I know much abt O/I nor I track, but the other thing that I was talking about (long stock, short fut) gives handsome both way profit conditionally if one knows wher to buy/sell.......

anyway, the thread is about volumes, so what I can do is to post 2-3 different charts of Intraday volumes and delivery volumes for one week by this weekend.......

but honestly I don't think that seperating the intraday volumes will be usefull.

Yes I am little aware about that strategy, buying stock at discount and selling future at premium as you said this is different subject ( commitment of the traders is short lived and if gap didnt fill up till tipple witching day then loss is in cost of carry the future leg of the position as premium is mostly calculated on the basis of cost of carry )and please post charts..
Bro I am not saying it's useful even Avadhoot posted it with charts but as I mentioned in first post few angles may come out..
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Old 16-03-2012, 01:27 AM
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Originally Posted by alex View Post
Yes I am little aware about that strategy, buying stock at discount and selling future at premium as you said this is different subject ( commitment of the traders is short lived and if gap didnt fill up till tipple witching day then loss is in cost of carry the future leg of the position as premium is mostly calculated on the basis of cost of carry )and please post charts..
Bro I am not saying it's useful even Avadhoot posted it with charts but as I mentioned in first post few angles may come out..

At expiration the price of future is equal to the price of the underlying.
So, if the premium / discount spread is greater than the brokerage + risk free rate of return for the same period it is a win-win situation.


What does it have to do with Commitment of Traders or Triple Witching ?

Triple witching ? That happens only four times year. Expiration happens every month. In Indian markets triple witching is irrelevant

Don't understand why buzz words like "triple witching" etc are thrown around without any idea what they mean
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Old 16-03-2012, 08:25 AM
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Originally Posted by Cac View Post
does it really matter volumes belong to intraday or delivery ?

As per VSA Ultra High Volume Wide spread Price bar closing off the Highs (incase of bull move) and lows (incase of bear move) is a weak trend bar.
For bullish move UHVB and wide spread Price bar is a weak bar if close off the highs.
Frankly my success rate is 60% fading that setup. Yesterday I shorted rather early SBIN 10.29 bar at 2358 in cash although it went up to 2366 but then reversed strongly had a nice profit. I dont say my entry was thr best. I think as per Sebastain Manby we should wait for atleast two cosecutive bars having lower high after UHVB.
The point is Volume Matters for me intraday, as it tell me the participation of SM.
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Old 16-03-2012, 08:29 AM
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Conversely the NDBAR(No Demand Bar) after weakness in background is also a killer setup , dependent upon no interest of SM. Tom says load with PUTS.
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  #17 (permalink)  
Old 16-03-2012, 10:05 AM
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Originally Posted by MatSol View Post
At expiration the price of future is equal to the price of the underlying.
So, if the premium / discount spread is greater than the brokerage + risk free rate of return for the same period it is a win-win situation.


What does it have to do with Commitment of Traders or Triple Witching ?

Triple witching ? That happens only four times year. Expiration happens every month. In Indian markets triple witching is irrelevant

Don't understand why buzz words like "triple witching" etc are thrown around without any idea what they mean

Hmmm.. so much for the theory .... ( what is the source google or investopedia? ) Friend, in India there is very less liquidity in leap options furthermore here most liquid options and futures expire on same day that is on last Thursday ( not Friday.. loll) and volume is always high on last three days of expiry so we traders who actually trade and dont google around for the theories call it triple witching and that what I want to imply.
And congrats for the win-win strategy you just hit the jackpot ...
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Old 16-03-2012, 04:22 PM
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Quote:
Hmmm.. so much for the theory .... ( what is the source google or investopedia? ) Friend, in India there is very less liquidity in leap options furthermore here most liquid options and futures expire on same day that is on last Thursday ( not Friday.. loll) and volume is always high on last three days of expiry so we traders who actually trade and dont google around for the theories call it triple witching and that what I want to imply.


Please read carefully before you type.

1) I replied the opportunity cash v/s futures spread. I did not even mention LEAP options in my post. What does cash v/s futures spread have to do with LEAP options. Aha, I see you have a habit of bringing new keywords in every post ....so today's buzzword is "LEAP option".

2) Where did I post that options expire on Friday ? Perhaps you should read carefully before "LOL-ing" .... Are you imagining things ?

3) It is you who first posted about "tipple" witching day. Again, read your own posts carefully.
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Old 16-03-2012, 04:43 PM
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Originally Posted by MatSol View Post
Please read carefully before you type.

1) I replied the opportunity cash v/s futures spread. I did not even mention LEAP options in my post. What does cash v/s futures spread have to do with LEAP options. Aha, I see you have a habit of bringing new keywords in every post ....so today's buzzword is "LEAP option".

2) Where did I post that options expire on Friday ? Perhaps you should read carefully before "LOL-ing" .... Are you imagining things ?

3) It is you who first posted about "tipple" witching day. Again, read your own posts carefully.

Yup I read it carefully, I replied on triple witching days and clarified why I said so on your post of triple witching days come four times in a year which is not correct in Indian context and perhaps correct for US markets and it was clear that you are talking about US markets about triple witching days that's why Leaps, and expiry on Thursday specifications, leaps are far month options and might be expire once in four month so it was in sync with what was being discussed ... and I will reply about posts related with market not my habits.. for that open up new thread I will show you my habits gladly and zillion other keywords
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  #20 (permalink)  
Old 16-03-2012, 05:32 PM
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Quote:
leaps are far month options and might be expire once in four month so it was in sync with what was being discussed .

LEAP options automatically become "regular" options once they are 6 months into expiry. There is no such thing as LEAP options expiring once in four months.

The reason why there are only four triple witching days in a year (in US) is not because of LEAP options as you keep saying, but because the index futures are available only for March, June, September and December series.

Therefore triple witching happens only in these four months. It has nothing to do with LEAP options.

Please get your facts and fundamentals right.
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