The EXPECTED ZONE is at
(6000~6300).
Total strikes with Price over Rs.TEN in CALL window: 9
Total strikes with Price over Rs.TEN in PUT window : 13
Average Open Interest (Today) as shown ... CALL side: 267K .... 5 CALL strikes
Average Open Interest (Today) as shown..-.. PUT side: 624K .-... 3 PUT strikes
Average Implied Volatility in ZONE......CALL side : 13.35
Average Implied Volatility in ZONE.......PUT side : 17.59
(After deleting PENNY Strikes ,if any.Because they adversely affect the values.
Strikes above and below the CURRENT position are taken ,as shown)
Bold indicates Open Interest over 500k.
Italics indicate Open Interest over -500k.
Current position is indicated.