May.20 may-series Day.17 Nifty= 7276 (12)
The EXPIRY ZONE has condensed to (7250~7300) from (7200~7350).
In keeping with TIME DECAY the strikes below Rs 50 are marked WHITE.
Avg Open Interest (Today) as shown ... CALL side: 6K / 1 (Prev: 187K/3)
Avg Open Interest (Today) as shown..... PUT side: 365K / 2 (Prev: 227K/2)
(In Yesterday's file there was a small error.It is rectified now.)
Average Implied Volatility in ZONE......CALL side : 18.11 (Prev:18.88)
Average Implied Volatility in ZONE.......PUT side : 15.95 (Prev:19.13)
(In Yesterday's file there was a small error.It is rectified now.)
(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.(If ,any)
Italics indicate Open Interest over -500k.(If ,any)
Current position is indicated.
The nervousness continued as some CALLS have gained and all PUTs have lost.
The OI above 2 strikes ,below 2 strikes as follows....(Including the CURRENT strike)
CALL.............3.8M
PUT...............2.9M
The EXPIRY ZONE has condensed to (7250~7300) from (7200~7350).
In keeping with TIME DECAY the strikes below Rs 50 are marked WHITE.
Avg Open Interest (Today) as shown ... CALL side: 6K / 1 (Prev: 187K/3)
Avg Open Interest (Today) as shown..... PUT side: 365K / 2 (Prev: 227K/2)
(In Yesterday's file there was a small error.It is rectified now.)
Average Implied Volatility in ZONE......CALL side : 18.11 (Prev:18.88)
Average Implied Volatility in ZONE.......PUT side : 15.95 (Prev:19.13)
(In Yesterday's file there was a small error.It is rectified now.)
(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.(If ,any)
Italics indicate Open Interest over -500k.(If ,any)
Current position is indicated.
The nervousness continued as some CALLS have gained and all PUTs have lost.
The OI above 2 strikes ,below 2 strikes as follows....(Including the CURRENT strike)
CALL.............3.8M
PUT...............2.9M