Sunday, October 24, 2010

Volume Profile of Stocks

I am posting 10d Volume Profiles of few top traded stocks.It's my experience that usually the TA part takes somewhat backseat in the expiry week and the position buildup of the series in the stock plays out for rollovers and expiry.

The volume profiles help us get the important levels ( all levels are spot prices ), keeping an eye on which we can play with some options startegy suiting our risk profile ( by writing some out of money calls / puts or keep these levels as SAR till expiry etc etc ). Please be very cautious and nimble as the premiums disappear fast .

RELIANCE


TATASTEEL



TATAMOTORS



SBIN



INFOSYSTCH



IFCI 



UNITECH




Trade with levels in mind and keep proper s/l or hedge for safety. 

2 comments:

mo k said...

hey RV,
very useful addon. Manu would be the happiest .... :)

MOST ACTIVE STOCK PUT OPTIONS
Strike Curr. Pre Curr. OI IV (%) IV (%) OI (%) Chg %
RELIANCE 1080 P 25.79% 28.39% 422500 25.56%
TATASTEEL 620 P 29.19% 34.94% 672000 4.59%
TCS 1000 P 32.11% 38.79% 290500 498.97%
SBIN 3100 P 30.97% 33.58% 123375 9.06%
UNITECH 90 P 37.19% 40.25% 4068000 4.41%

MOST ACTIVE STOCK CALL OPTIONS
Strike Curr. Pre. Curr. OI IV (%) IV (%) OI (%) Chg %
RELIANCE 1100 C 26.63% 30.44% 1678500 -6.02%
TATASTEEL 640 C 32.35% 37.22% 1657500 26.29%
ESSAROIL 150 C 50.09% 51.81% 1460000 -5.07%
TCS 1040 C 28.87% 37.01% 195500 -7.78%
UNITECH 95 C 49.00% 48.45% 8444000 5.87%

Strike Curr. Pre. Curr. OI OI CoC CoC OI Chg%
RELIANCE 10.12% 21.93% 17423500 -9.82%
TATASTEEL 38.42% 31.53% 19441500 -5.37%
TCS 11.99% 23.26% 3924000 -7.45%
SBIN 14.42% 36.23% 3167125 -5.46%
ESSAROIL 42.67% 40.48% 19278000 3.26%

I dont know if the above data come mumbojumbo or in good format.

thanks RV.

wormwood34 said...

hi aarvee...
seems like we will hit 6225+ before we head down as given in ur chart the before week....

RIL seems to be strong..

Share
Subscribe