option data analysis Academic project

Job Description:

Have End of the day data of Option CE, PE Price and OI as well as price for the underlying asset

Need to do analysis of 4 different types-


Long Buildup

If the price goes up and Put Open Interest goes up then it is Long buildup.

Short Buildup

If the price goes down and Call Open Interest goes up then it is Short buildup.

Long Unwinding

The price will decrease and Put Open interest will also decrease. It is Long unwinding.

Short Covering

The price will increase and Call open interest will decrease. This signifies Short covering.

The data will need to be segregated on above basis and analysis needs to be done by examining next day's price

whether the prediction (categorization) was proven right

Graphs of 4 categories will be needed.


Put Call Ratio analysis:

Put Call Ratio= Total Put OI/Total Call OI

If PCR ratio stays below the previous day closing PCR, then market is likely to be bearish .If the PCR ratio stays above the previous day closing PCR then I market is likely to be bullish.


Max Pain

Max Pain Calculation

Steps of calculating max pain:

Find the difference in strike price and stock price.

Find the product of the results and open interest at the strike price.

Sum up the rupee value for the put and call at the strike price.

For each strike price, repeat the steps.

The strike price with the highest value is equivalent to the price of max pain.

Check whether on expiry day the underlying price has closed near max pain price.


OI based Support & resistance.

Find out which CE & PE strike price has the highest OI Build up and check if on expiry day underlying price has crossed these levels.

Habilidades: Linguagem de Programação R, Python, Trading, Análise estatística

Sobre o Cliente:
( 1 comentário ) Pune, India

ID do Projeto: #35937905

12 freelancers estão ofertando em média ₹22875 nesse trabalho


Hello, I am a derivatives trader and data scientist, so I understand your requirements clearly. Happy to do this analysis for you. Feel free to message me to discuss in detail. Thanks, Nanda

₹15000 INR in 3 dias
(59 Comentários)

Hello Dear Client! I will create 4 line charts that will display the 4 KPIs that you need using Power BI or write a script in R /python programming that does the plotting.

₹25000 INR in 7 dias
(18 Comentários)

Hello I can do this. Please share the details of the task so that I can check and confirm accordingly.

₹25000 INR in 7 dias
(6 Comentários)

Hello , I have 4 years of experience with python and have worked heavily with trading strategies automation .I am also familiar with most apis like kite, aliceblue, binance etc . Message me if interested .

₹25000 INR in 7 dias
(3 Comentários)

Dear Client! How are you? Thanks for your job posting I read your job description carefully I am an Python, R expert I have a lots of experience in this field If you work with me, you will get best good results If you Mais

₹25000 INR in 7 dias
(1 Comentário)

Dear Sir/Madam, I can help you on this. I have done this kind of job before. You can check it from my portfolio. I have about 15 years of experience into indian stock market I hereby request we proceed to a chat so Mais

₹12500 INR in 3 dias
(4 Comentários)

I had already worked on some stock of the analysis tasks and also had hands on experience for the same .

₹12500 INR in 3 dias
(0 Comentários)

Hello there, I am making similar type of working for myself with working of change in OI, OI rise or fall, and 4 types (short covering, long unwinding, long and short) deriving , So I can deliver this project, along wi Mais

₹30000 INR in 10 dias
(0 Comentários)

What makes me a good candidate 1. Best University in India: BITS pilani graduate 2. Thorough knowledge on options, Greeks and option terminology. I trade in options everyday 3. Extensive knowledge of python and rela Mais

₹15000 INR in 7 dias
(0 Comentários)