{"title":"俏皮指数期权:期权链的未平仓量分析","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":"{\"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}","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}
Nifty Index Options: Open Interest Analysis of Options Chain
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.
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