Rajandran R Creator of OpenAlgo - OpenSource Algo Trading framework for Indian Traders. Telecom Engineer turned Full-time Derivative Trader. Mostly Trading Nifty, Banknifty, High Liquid Stock Derivatives. Trading the Markets Since 2006 onwards. Using Market Profile and Orderflow for more than a decade. Designed and published 100+ open source trading systems on various trading tools. Strongly believe that market understanding and robust trading frameworks are the key to the trading success. Building Algo Platforms, Writing about Markets, Trading System Design, Market Sentiment, Trading Softwares & Trading Nuances since 2007 onwards. Author of Marketcalls.in

Indian Stock Market Crash 2015

1 min read

It is a Black Monday for Indian Stock Markets and other world markets crashed as global stocks and commodities extended last week’s steep declines. Nifty and Sensex Crashed around 5.92% and 5.94% respectively. Nifty lost nearly 494 points, Bank Nifty around 1298 points (-7.19%) and Sensex around 1624 points. In the Equity Market FII’s sold Rs -5275.40 Cr worth of stocks and DII’s Bought Rs 4097.83 Cr worth of equities. Chinese Market Sell of Followed by European and US stock Exchanges are the key trigger for Indian Stock Market Crash.

Nifty Futures 1min Intraday

Nifty Futures lost 6.08% nearly 504 points. Index Futures recorded a turnover of 48,637 crore.

Nifty Futures
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Nifty 50 Heatmap

All red over the heatmap. Top loosers from Nifty 50 pack are VEDANTA, GAIL, TATA STEEL, CAIRN crashed more than 13%. And Nearly 31 stocks out of 50 crashed more than 5%.

heatmap

Sector Heatmap

Sectoral-Heatmap
All sector ends in red. Top loosers are from Airlines, Gems & Jewellery, Hospitality, Tyres, Real Estate, Paper & Shipping sectors

India VIX

India VIX shooted up 71.63% which is possibly the highest ever intraday VIX movement in terms of percentage. And CBOE S&P500 VIX does an intraday high of 53.29 again highest every intraday VIX movement in terms of percentage. Such higher VIX readings shows sheer uncertainty.

India VIX

Insane Gains in Aug PE Options

7800PE, 7900PE, 8000PE August 2015 contract recorded huge gains. A Lesson for Naked Option writers who would had taken a known risk at times of uncertainty.

Options PE Gains

Nifty Options Open Interest

Just 3 more days left for expiry and currently 8400CE, 8500CE, 8600CE holds higher open interest. But still no one is confident about the building higher open interest more than 45 Lakh contracts in any given strike price due to ultra steep rise in VIX.

OI Lookup

Change in Open Interest

7900CE, 8000CE, 8100CE Option writers added open interest. And unwining seen in 7900PE, 8000PE, 8100PE, 8200PE, 8300PE. Index Option Recorded a turnover of 4.16 lakh crore.

Change in Open Interest

Rajandran R Creator of OpenAlgo - OpenSource Algo Trading framework for Indian Traders. Telecom Engineer turned Full-time Derivative Trader. Mostly Trading Nifty, Banknifty, High Liquid Stock Derivatives. Trading the Markets Since 2006 onwards. Using Market Profile and Orderflow for more than a decade. Designed and published 100+ open source trading systems on various trading tools. Strongly believe that market understanding and robust trading frameworks are the key to the trading success. Building Algo Platforms, Writing about Markets, Trading System Design, Market Sentiment, Trading Softwares & Trading Nuances since 2007 onwards. Author of Marketcalls.in

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5 Replies to “Indian Stock Market Crash 2015”

  1. COuld you write an article on price range of options specified by exchange.
    Today there was so much delay in revising the price range by the exchange that the first trade in 8000 PE took place only around 09:42. There were only bid interest and no offer interest in the previous price range which around Rs 13 .4 max !!!!!!!!!!!!!!!!!!!!!!!

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