{"title":"Nifty Index Options: Open Interest Analysis of Options Chain","authors":"Srikanth Udupi Srinivas, Ritabrata Bhattacharyya","doi":"10.2139/ssrn.3922032","DOIUrl":null,"url":null,"abstract":"The goal of this paper is to study the relationship between an Index Options Open Interest and the Underlying Price, and examine the Predictable Power of Index Options Open Interest. The objective is to validate the predictable power of Index Options Open Interest in predicting the Trend of the underlying. Daily data of Nifty Index Options Chain for the period of one quarter has been employed. Programming is done using Python, and data collated using MS Excel.","PeriodicalId":129812,"journal":{"name":"Financial Engineering eJournal","volume":"68 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Financial Engineering eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3922032","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
The goal of this paper is to study the relationship between an Index Options Open Interest and the Underlying Price, and examine the Predictable Power of Index Options Open Interest. The objective is to validate the predictable power of Index Options Open Interest in predicting the Trend of the underlying. Daily data of Nifty Index Options Chain for the period of one quarter has been employed. Programming is done using Python, and data collated using MS Excel.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
