Put Call outlook - august 12

Three most active calls.



Nifty Call
OI
Change in OI
Price
Implied Volatility*
4600 CE
28 lacs
+465 K
109.10
33.4
4700 CE
32 lacs
+361 K
66.70
32.3
4800 CE
28 lacs
+234 K
36.40
31.0

Three most active puts.
Nifty Put
OI
Change in OI
Price
Implied Volatility*
4500 PE
26 lacs
-165 K
96.80
35.2
4600 PE
16 lacs
+50 K
138.15
33.1
4400 PE
34 lacs
+101 K
65.15
36.8


Some major increase in OI in the call options. The average implied volatility is of call options is about 32 while those of put options is about 35, slightly more. Tomorrow, if the market does not open way high, i may do intraday of nifty call 4700.

Aug 12, 2008

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