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.
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