Thursday, 11 October 2012

MTECHTIPS

MTECHTIPS:-Options Analysis

On the Options  front, maximum Put OI is shifted at 5600 followed by  5500 strike price whereas maximum Call OI is at 5900 followed by 5800 strike price. The Put Call Ratio based on Open Interest of Nifty slightly moved down from 0.99 to 1 level. Historical Volatility of Nifty moved up from 17.51 to 17.84 levels and Implied Volatility also moved up from 16.02 to 16.06 levels. The market turnover increased by 19% in terms of number of contracts traded vis-à-vis previous trading day whereas in terms of rupees increased by 20%.

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