lundi 16 janvier 2017

Nifty Future volumes shrinking fast, out of top 20 soon?

For past few years more traders shifting to Index options due to various reasons... like heavy transaction taxes, high STT, high Stamp duty in future segment
After launch of weekly options things are getting worst..
Nifty Volume is shrinking faster...

Today is not a typical range bound day...But Nifty 40pts and Bank Nifty 200 pts one way move..

Still probably first time Nifty and Bank Nifty on last two spots of Top 20 F&O list.. Almost out numbered by weekly options..

Soon we may not see Nifty/Bank Nifty on Top 20 list..

IMO.. High volume Nifty/Bank Nifty future traders can face liquidity crisis soon..Good for Index option traders.. better liquidity and big fast move,, fast reversal.. as well as more gap up-down possible...

Those who trade Index f&o.. Lets discuss various outcome of this new era..Options kicks out futures from Top 20 list..
I never saw Nifty Future out of Top 20 list..Average volume is decreasing fast...

Today Nifty was Last Boy in the Class..

PHP Code:

View Option Chain Trade Statistics
as on Jan 162017 15:30:30 IST  refresh
Instrument Type    Underlying    Expiry Date    Option Type    Strike Price    Prev Close    Open Price    High Price    Low Price    Last Price    Volume
(Contracts)    Turnover 
(
lacs)    Premium
Turnover
(lacs)    Underlying Value
Index Options    NIFTY    25JAN2017    PE    8
,400.00    60.00    69.00    74.20    44.70    46.80    1,89,564    12,02,074.14    7,820.94    8412.80
Index Options    BANKNIFTY    19JAN2017    CE    19
,000.00    92.35    79.65    193.70    70.35    183.00    1,38,485    10,59,473.95    6,987.95    19096.45
Index Options    NIFTY    25JAN2017    PE    8
,300.00    31.00    35.45    38.40    21.15    22.55    1,66,952    10,42,688.28    3,412.08    8412.80
Index Options    BANKNIFTY    19JAN2017    CE    19
,100.00    59.90    48.90    130.00    41.40    123.00    1,34,590    10,33,060.08    4,792.48    19096.45
Index Options    BANKNIFTY    19JAN2017    PE    18
,800.00    85.25    85.20    100.75    27.00    31.25    1,34,726    10,15,912.72    2,773.20    19096.45
Index Options    NIFTY    25JAN2017    CE    8
,500.00    29.95    20.00    34.70    20.00    31.50    1,58,074    10,11,047.23    3,325.48    8412.80
Index Options    BANKNIFTY    19JAN2017    CE    19
,200.00    37.90    32.10    84.25    24.00    77.95    1,26,802    9,76,761.39    2,922.03    19096.45
Index Options    NIFTY    25JAN2017    CE    8
,400.00    75.20    63.85    86.00    56.85    80.10    1,51,157    9,60,544.54    8,255.44    8412.80
Index Options    BANKNIFTY    19JAN2017    PE    18
,900.00    122.75    114.00    143.00    40.00    46.70    1,13,861    8,64,045.58    3,256.42    19096.45
Index Options    NIFTY    25JAN2017    PE    8
,200.00    16.45    17.85    19.70    10.80    11.10    1,39,206    8,57,554.55    1,437.65    8412.80
Index Options    NIFTY    25JAN2017    CE    8
,600.00    9.25    5.40    10.50    5.40    8.80    1,21,444    7,84,067.06    753.26    8412.80
Index Options    BANKNIFTY    19JAN2017    PE    18
,700.00    58.50    59.95    68.85    18.30    21.40    1,04,619    7,83,959.55    1,409.43    19096.45
Index Options    BANKNIFTY    19JAN2017    CE    19
,300.00    22.95    19.85    53.30    13.05    47.00    1,00,884    7,80,221.93    1,397.45    19096.45
Index Options    BANKNIFTY    19JAN2017    PE    19
,000.00    174.25    171.80    200.00    59.00    67.50    94,685    7,23,076.02    3,470.02    19096.45
Index Options    BANKNIFTY    19JAN2017    PE    18
,500.00    26.40    22.20    30.75    8.65    9.50    92,413    6,84,416.96    560.76    19096.45
Index Options    BANKNIFTY    19JAN2017    CE    19
,500.00    8.30    6.65    18.90    4.10    15.95    87,632    6,83,973.02    443.42    19096.45
Index Options    BANKNIFTY    19JAN2017    CE    19
,400.00    13.60    11.90    32.00    7.05    28.30    81,059    6,29,679.28    661.44    19096.45
Index Futures    BANKNIFTY    25JAN2017    
-    -    18,945.60    18,950.15    19,168.15    18,895.55    19,145.15    75,404    5,74,950.98    -    19096.45
Index Options    BANKNIFTY    19JAN2017    PE    18
,600.00    39.30    35.00    46.20    12.50    14.50    76,629    5,70,806.36    686.60    19096.45
Index Futures    NIFTY    25JAN2017    
-    -    8,417.70    8,404.00    8,444.00    8,385.05    8,435.00    81,879    5,17,084.31    -    8412.80
  
Note
:
In case of Option Contracts "Turnover" represents "Notional Turnover" 

http://ift.tt/2iu1Qv0


Nifty Future volumes shrinking fast, out of top 20 soon?

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