When there are a large number of option strikes and maturities, the human mind suffers from immense information overload. Nice displays of information are crucial for a mere mortal to be able to take in this information and turn it into good decisions. As David Gelernter might have said, beauty is the only defence against complexity.
Today NSE has released a sweet and simple display summarising data for options at all strike prices for one underlying at one expiration date. Click on any of the strikes for another slice on this data. Or if you want a more interesting example, here's Satyamcomp. I feel this display will be extremely valuable to anyone trading the option market. Suggestion to NSE: Why not have this page update in realtime without my hitting Apple-R?
The page is beautiful.
ReplyDeleteI only wish NSE adds an additional page to this: Frequency distribution graph of daily change in OI for each strike price showing both, chg in OI for the put as well as the call options.
they should add implied vol colum
ReplyDeleteWithout a doubt, NSE is setting good standards, as far as data dissemination is concerned.
ReplyDeleteThe new options page is quite useful.
Take a look at http://www.xpertoptions.com/Members/OptionChain.aspx
ReplyDeleteThe site has interesting features, but they have not been updating data daily
AFAIK, you get option data in this format on bloomberg terminal...
ReplyDeleteyou cannot paste it as a web query in excel to do more calculations... it gives a line 49 error which requires debugging... try it...
ReplyDeletehope someone points it out to nseindia... (or maybe it was intentional !)
reg
pandyaketan,
ReplyDeleteTry copying the entire page (use CTRL A), copy ( CTRL C ) and then save in Excel sheet ( CTRL V).
It works :)
Hope this solves it