Saturday, November 23, 2013

Options?

The Nifty is near 6000 and the 100 DMA is near 5850. Below are the last options(put) trades.


Option Expiry Days Price Annualised Interest
5850 11/28/2013 4 8.35 852.50 14.57
5900 11/28/2013 4 16.30 1664.16 28.21
5950 11/28/2013 4 26.50 2705.54 45.47
6000 11/28/2013 4 45.75 4670.89 77.85
5850 12/26/2013 32 63.30 731.73 12.51
5900 12/26/2013 32 76.45 883.74 14.98
5950 12/26/2013 32 92.55 1069.86 17.98
6000 12/26/2013 32 109.65 1267.53 21.13
5850 1/30/2014 67 110.00 603.08 10.31
5900 1/30/2014 67 111.25 609.93 10.34
5950 1/30/2014 67 147.00 805.93 13.55
6000 1/30/2014 67 145.20 796.06 13.27











From the above it seems to me that the 5850 Jan 2014 put is the best bet at the moment. What do you think?




































































                








































































































































































































































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