Event Days Charts, comments etc.

#1
BNF chart for RBI Policy day December 2016 (lifted from elsewhere in the forum).

Open : 15860, high : 18645, Low : 17980, close : 18261



For further charts, let's add whatever other details possible - PCR, USDINR, India Vix, OI etc. anything on which the members may have any questions at a later date.
 
#2
8 Feb, 2017 : RBI policy - RBI keeps the rates unchanged, changes stance from "accommodative" to "neutral".

The markets fell and recovered to end nearly flat. Banknifty ended down 81 pts, nifty flat, sensex minus 45 pts, midcap and small cap indices somewhat positive. The market breadth was positive.

BNF : Open 20350, High 20455, Low 20141, LTP 20396



NF : Open 8785, High 8814, Low 8732, LTP 8804



Please add your inputs about OI, vix, bond prices etc.

The INR is weak against the USD by about 13 paisa.
 

TradeOptions

Well-Known Member
#4
Bank Nifty Option Chain for today event date -



Thanks and regards
 

travi

Well-Known Member
#5
More important for BN is that IV on Tuesday was at a mean of 24% and spiked to 35% levels on Wed and the values in the chart are post event where they tend to deflate heavily.
That's why short strangles are very effective when executed immediately post news.
 

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