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[@MDiscord] Session 2

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Telegram :- @MDiscord
&
Presents
Session 2 – Swing Trading in Options using Institutional data for Retail
Investors
th
20 August 2021, Friday, 8pm ~ 10pm
Mrs. Tina Gadodia
President- Quantsapp Private Limited
Telegram :- @MDiscord
Telegram :- @MDiscord
Presents
Swing Trading in Options using Institutional
data for Retail Investors
Mrs. Tina Gadodia , President Quantsapp Pvt Ltd
Technicals and Derivatives Analyst
Telegram :- @MDiscord
Telegram :- @MDiscord
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Speaker Introduction
Know your Mentor
Tina Gadodia, MMS in Finance, is the President of Quantsapp
Private Limited, India’s largest Option Trading Analytical Platform.
She is a seasoned trader with 15 years of experience in Future
and Option Research.
She is an expert in generating Option based trading Strategies both on
directional and non-directional front
 She has keen interest in Data analysis and researching on Quant based Option
models
She is a known face on business media for his take on markets and trading
strategies.
Prior to Quantsapp, She has worked with Motilal Oswal and HSBC Investdirect
as a Senior Derivative strategist providing multi-leg Option Strategies and handing
Mrs. Tina Gadodia
Delta trading portfolio for Ultra HNI Clients.
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Presentation topic
Swing Trading in Options
Understanding Directional bias
Deep down data Analytics on Complete Order and Trade book
 Playing breakout, Reversals and scalping the market
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Understanding Directional bias
Swing Trading in Options
Getting the pulse of the market by looking at Data points like
1. Future Built-Ups
2. Built up Trends
3. Option Bands
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Understanding Directional bias
Future Built ups
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Understanding Directional bias
Built up Trends
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Understanding Directional bias
Built up Trends
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Understanding Directional bias
Option bands
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Understanding Directional bias
Option bands
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Deep down data Analytics on
Complete Order and Trade book
Disclaimer: Data is official Real Time Market Data Analytics product of National Stock Exchange.
Quantsapp has provided technology knowhow and subscribe to the feed
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Data Analytics on Complete Order and Trade book
Order Book
Top 5 Bid-Ask
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Data Analytics on Complete Order and Trade book
Order Book
Top 20 Bid-Ask
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Data Analytics on Complete Order and Trade book
Order Book
But is this All?
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Data Analytics on Complete Order and Trade book
Order Book
Investors
Market Makers
Speculators
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Traders
Hedgers
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Data Analytics on Complete Order and Trade book
Order Placing
Best Seller
Best Buyer
Lowest price
any seller is
ready to sell
Highest price
any buyer is
ready to buy
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Data Analytics on Complete Order and Trade book
Order Placing
Trader A want to buy 1500 qty of Nifty
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Data Analytics on Complete Order and Trade book
Order Placing
Option1 : Put Limit order at 15511 and becomes best
buyer
Option2 : Goes aggressive and buy at Market price
Order is open in system
Trade gets executed at 16513
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Data Analytics on Complete Order and Trade book
Order Placing
Limit Order:
Market Order:
1. Will wait for correct price to take a trade
1. Need to take trade immediately
2. Doesn’t want to chase price
2. Panic buying or Panic selling
3. Not an Aggressive buyer or Aggressive
Seller
3. Expects immediate move so entry price
becomes less important
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Data Analytics on Complete Order and Trade book
Order Placing
Ever thought why market hit your stop loss and runs up
Ever observed price is slipping away from as you place order?
Do we have a feeing of being watched?
Institution have an access to such data.
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Data Analytics on Complete Order and Trade book
Order Placing
Price
Volume
Open Interest
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Data Analytics on Complete Order and Trade book
Order Placing
• To Understand the “Trap at Breakout.”
• To see Breakout is Genuine?
• For “Option Scalping”
Now, Question is how do we do it?
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Data Analytics on Complete Order and Trade book
Order Placing
Highest OI Addition CE
Price reaches here, CE
seller will be trapped?
Highest OI Addition PE
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Data Analytics on Complete Order and Trade book
Order Placing
Call Seller will panic !!!
Most of the trade – in panic will be
executed at Ask Price by Option Seller.
That will create a Chain Reaction – as
most of the option seller trying to exit at
Ask price.
In that short Covering OI will come
down – Option Price will rally.
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Let’s Try to Monetize
Can we peep in the order book- to get something out of it.
▪
Can we see this breakout is genuine?
Answer Obviously Yes.
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Order and Trade Analytic
Price Base Indicator
Volume Base Indicator
Trade - VWAP
Buyer Initiated Quantity
Seller Initiated Quantity
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Order and Trade Analytic
Trade - VWAP
Slope of VWAP indicates the direction
Buyer Initiated
Quantity
Buy Trade are Executed at Ask Price
Seller Initiated
Quantity
Sell Trade are Executed at Bid Price
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Example: Nifty 26AUG21 16500 PE
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Example: Nifty 12AUG21 16300 CE
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Example: Nifty 12AUG21 16300 PE
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Order and Trade Analytics
New Order Quantity
New order which is coming up every second
New Order Buy
Quantity
Total New buy order coming every second
New Order Sell
Quantity
Total New Sell order coming every second
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Order and Trade Analytics
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Order and Trade Analytics TATASTEEL
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Order and Trade Analytics TATASTEEL Price
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Order and Trade Analytics HINDUNILVR
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Order and Trade Analytics HINDUNILVR Chart
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Order and Trade Analytics CANBK
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Order and Trade Analytics CANBK price
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Order and Trade Analytics HINDPETRO
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Order and Trade Analytics HINDPETRO Price
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Order and Trade Watchlist
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Order and Trade Analytics Watchlist
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Order and Trade Analytics Sumarry
Future Buyer Initiative > Seller Initiative
Call: Buyer Initiative > Seller Initiative
Put: Seller Initiative > Buyer Initiative
Future: Seller Initiative > Buyer Initiative
Call:
Seller Initiative > Buyer Initiative
Put:
Buyer Initiative > Seller Initiative
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16450 CE 26AUG21
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16450 CE 26AUG21
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Summary of our Learnings
Do not forget
 Future and Option data can assist us in finding the Trend and strength in Market
 Edge in trading could come by analysing Order and Trade data ( Now available to Retail
traders too)
 Getting confirmation from Order and Trade for Breakout/Breakdown, Reversal can avoid lot
of shakeouts
 Ideal for Option Scalping, Short term trading
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Questions & Answers
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Mrs Tina Gadodia
President
Quantsapp Private Limited
Email : tina@quantsapp.com
Twitter: @Tinagadodia
Website: web.quantsapp.com
Telegram :- @MDiscord
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