RatheeshParameswaran

RatheeshParameswaran

[JayneshKasliwal @JayneshKasliwal]

Breakout से पहले Stock को पकडने की Strategy.

[HaseebBadar_Stocks @hb_stocks]

Institutions cannot move crores quietly.

They leave five free fingerprints on the chart before the move shows up.

Here are the five free screeners that catch them 👇

[Srinivasan @SriniVega]

Please read fully to understand.

CAS is good. But the biggest flaw in the current design is tying the Options expiry price to the final CAS price.

CAS order entry starts at 3:20 PM and the exchange randomly closes order entry between 3:28 PM and 3:30 PM. Once order entry closes, no further orders are allowed. For participants, that random timestamp effectively becomes the critical closing point.

But the biggest red flag is what is happening to Option premiums through the day.

On expiry day, instead of the normal and expected erosion of Option premium as time passes, premiums can remain elevated or even increase through much of the day, with very little Theta decay from the morning levels up to 3:15 PM.

This is not normal expiry-day behaviour.

Why? Because the final settlement price remains uncertain while the market knows that CAS will determine the underlying closing price later.

It’s like asking an insurance company to price an insurance policy when the outcome will only be known a few minutes later. There is no clean way to price that final risk.

Whether CAS has minuscule volume or huge volume is beside the point. As long as the Options expiry settlement is tied to a price determined through CAS, the uncertainty remains until the very end.

By the time CAS order entry approaches its random closure, HFTs and large institutions with sophisticated infrastructure can continuously process order-book depth across stocks and estimate the likely equilibrium price.

They can use these real-time equilibrium estimates to continuously reprice and hedge their Options positions, effectively keeping the option pricing in their favour as the CAS evolves.

A retail trader simply cannot process hundreds of constituent order books, calculate the likely index impact and adjust positions at the same speed.

There is no level playing field anymore. The advantage shifts from analysis and risk management to technology, latency and capital. SEBI should look from this angle, please.

If neither of the solutions below is adopted, I fear Option pricing will no longer behave normally as expiry approaches, whether it is a short-dated or longer-dated contract.

The final settlement risk remains unresolved until the CAS window, so the market can continue carrying that risk premium instead of allowing normal expiry-day Theta decay to play out.

The risk doesn't disappear as expiry approaches. It gets concentrated into the CAS window.

If the objective is to restore normal Option behaviour on the day of expiry or atleast during those final minutes, I see two possible solutions:

1️⃣ Best solution:

On an expiry day, use the 3:15 PM VWAP/reference price as the final settlement price for the expiring derivatives.

Let CAS continue normally for the cash market and the other expiries.

This separates cash-market price discovery from derivatives expiry settlement.

2️⃣ Second-best solution:

If the final CAS price must be used for expiry settlement, then close the expiring derivatives when CAS order entry randomly closes between 3:28 PM and 3:30 PM.

There is no need to give derivatives an additional 10 minutes or so after normal market activity has effectively ended. That extra time is of little practical use to retail traders and only creates another window of uncertainty and opportunity for participants with superior speed and infrastructure.

In today’s market, when the market closes, trading closes. Let that principle remain the same for derivatives too.

At least then, Options have a clearly defined endpoint before the final CAS outcome is revealed.

Either approach would be far better than keeping Options exposed to an unknown final settlement price until the very end.

CAS should improve price discovery, not create an uneven playing field in derivatives.

#Srinivega #OptionsTrading #CAS #NoCASonExpiryday

[RatheeshParameswaran @VasudevRatheesh]

who can able to see MULTIPLE stocks order book and Index options trading together during CAS at closing session?

[RatheeshParameswaran @VasudevRatheesh]

@saketh1998 There are few countries following as your wish, however many coutries are beliving its an obligation. It will increase volume business if reward system implemented here.

[വിജയ് നായർ @veejenair]

പ്രധാന വിഷയങ്ങൾ ചർച്ച ചെയ്യാത്ത മലയാളമാധ്യമങ്ങളുടെയും ഇടതുവലതു മുന്നണികളുടെയും ട്രാപ്പിൽ വീഴരുത് ⁦@vinuvjohn⁩ ⁦@sujayaparvathy⁩ a_ayyappadas

[Wisdom Stoics @WisdomStoics]

Life becomes easier when you become a master of the mental models of humans.

Work on Mental Models:

✔️ learn big ideas
✔️ practice critical thinking
✔️ strengthen your vision and leverage

Think differently.

Grab your copy here:

https://t.co/sM7Q2XkAVP

[JDK Analysis 🇪🇺 @The_JDK99]

How to read OrderFlow? 🤔

Here comes another quick guide on how to read OrderFlow like a pro and how you can profit from market-generated information. 👇

/Introduction:
OrderFlow is not another indicator or strategy. It’s simply a visualization of how the market actually works. Instead of only seeing open, high, low, and close on a standard candlestick chart, OrderFlow lets you see the real-time interaction between buyers and sellers, including the volume traded at each price level.

/How the market works:
If you trade the market, you need to understand how it works first! Markets operate as a two-way auction.
On one side, market buyers transact with limit sellers.
On the other, market sellers transact with limit buyers.
Market orders never trade with other market orders, and limit orders never trade with other limit orders!
Limit orders sit in the OrderBook and provide liquidity.
Market orders execute immediately by consuming that liquidity.
From here on, we’ll refer to traders who execute at market as "aggressive traders", and traders who place limit orders and wait for execution as "passive traders".
So when and why does price move?
Let's say a large aggressive sell order hits the market; for example, a 5M contract market sell. To execute the order we need a 5M limit buy order on the other side.
If we look at the current OrderBook (see picture, right side, in blue = limit buys), we can see that at the current price (87,950) there aren’t enough contracts resting on the bid. The order can’t be fully filled there, so price has to move lower to find more passive buyers and enough liquidity to complete the execution.
Price does not move lower because there are more buyers than sellers. Price moves because one side is more aggressive, starts crossing the spread and there isn’t enough liquidity at the current price!

/OrderFlow:
If you understand how the two-way auction works, you can watch it play out in real time using OrderFlow and so-called footprint charts (provided, for example, by @ExochartsC).
On the left side of the picture you see a footprint candle chart, showing aggressive sell orders on the left side of each candle and aggressive buy orders on the right.
Those are actually executed orders: market orders that got matched with limit orders.
You could also say that the left side of each candle shows limit buy orders executed by market sell orders. But for OrderFlow analysis, we focus on the aggressive side of the market, the market orders, because only aggression consumes liquidity and drives price discovery. So It shows intent, because aggressive orders reveal who is actively forcing price to move.
Thus we say we got market sells on the left and market buys on the right.

Now it gets really interesting when price does not follow the aggression.
For example, you see a lot of aggressive market buying (large numbers on the right side of the candle), but price doesn’t move higher. That tells you passive limit sellers are providing liquidity and absorbing the aggressive buyers. The buyers are essentially "hitting a wall".

That’s extremely valuable information you can use in your trading.

/How to trade with OrderFlow (OI, CVD, ...)
(next post coming soon...)

(Chart is showing ByBit's BTCUSD.p, 15min rotation, by @ExochartsC) #Bitcoin $BTC

[RatheeshParameswaran @VasudevRatheesh]

Still no action has been took by @BinanceHelpDesk
What’s the update

All over social media, hearing the news of untrustworthy Binance wallet ..

[RatheeshParameswaran @VasudevRatheesh]

@BinanceHelpDesk @BinanceWallet @suhasmangari I still surprised to see your comments .fact is your team not able to convey the security lapse in other two verification methods ..your team responding in such a way that you will communicate only to law agencies ..that part I m doing .public also wnt 2 knw.

[RatheeshParameswaran @VasudevRatheesh]

@BinanceHelpDesk @BinanceWallet @suhasmangari I still surprised to see your comments .fact is your team not able to convey the security lapse in other two verification methods ..your team responding in such a way that you will communicate only to law agencies ..that part I m doing .public also wnt 2 knw.

[RatheeshParameswaran @VasudevRatheesh]

@BinanceHelpDesk @BinanceWallet @suhasmangari I still surprised to see your comments .fact is your team not able to convey the security lapse in other two verification methods ..your team responding in such a way that you will communicate only to law agencies ..that part I m doing .public also wnt 2 knw.

[RatheeshParameswaran @VasudevRatheesh]

@BinanceHelpDesk @BinanceWallet @suhasmangari hav recently reprted my ETH aset wrth 600$ has been hcked by some https://t.co/mxw6PE2GBP can my face and ggle athntctor compromised ?Its purley Binance negligence.Ticket IDs 152396852 , 152315182 cant trust Binance anymore.

[RatheeshParameswaran @VasudevRatheesh]

@BinanceHelpDesk @BinanceWallet @suhasmangari In addition I m here to expose your weak security checks in public domain ..
I don’t understand my Google Authtictor installed in my iOS device with a different email also hacked?
How a withdrawal happened where these 3steps are active ? This is serious lapse in your systems .

[RatheeshParameswaran @VasudevRatheesh]

@BinanceHelpDesk @BinanceWallet @suhasmangari How I can expect a hacking when I followed your so called 3 layer protection steps? Even my face also hacked which is stored in your database ? You are completely blaming only on me in my email hack . But not uttering a word in ur failure! Surprising ..

[Spicy @spicyofc]

https://t.co/MOTS6G6aJl

[Ashish Gupta @AshishGupta325]

Implied Volatility (IV) Smile is one of the most underused yet powerful tools for options traders.

Reading the smile well gives you early clues on positioning, expected moves & smart structures.

Let’s break it down with the NIFTY curve below 👇🧵

[CA Vivek Khatri @CaVivekkhatri]

🧵💣 RBI Policy Week: The Hidden Game That Will Make or Break Your Portfolio

Most traders look at charts.
But this week, 1 decision from RBI will change the fate of multiple sectors before the chart even blinks.

Ignore this, and you’ll bleed.
Let’s break it down 👇

[Ram Gopal Varma @RGVzoomin]

I don’t know much about #DadasahebPhalke except that he’s made the 1st ever film , which i dint see and I never met anyone who saw it , but from what I saw and know of @Mohanlal , I think Dadasaheb Phalke should be given the MOHANLAL AWARD 💐🔥💪

[RatheeshParameswaran @VasudevRatheesh]

@Mohanlal congratulations…

[Kerala Governor @KeralaGovernor]

Hon’ble Governor Shri Rajendra Vishwanath Arlekar inaugurated 'Samanwaya' – the State Conference of Yogakshema Sabha at Perumbavoor, Ernakulam District.