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MTECHTIPS:-Options Analysis
On the Options front, maximum Put OI is at 5700 followed by 5500/5600 strike price whereas maximum Call OI is at 6000 strike price. Fresh put writing is seen at 5800 strike price with OI addition by around 1.7mn shares. The Put Call Ratio based on Open Interest of Nifty moved down from 1.09 to 1.06 levels. Historical Volatility of Nifty moved down from 17.49 to 17.42 levels but Implied Volatility moved up from 15.97 to 16.11 levels. The market turnover increased by 42.56% in terms of number of contracts traded vis-à-vis previous trading day whereas in terms of rupees increased by 41.83.
On the Options front, maximum Put OI is at 5700 followed by 5500/5600 strike price whereas maximum Call OI is at 6000 strike price. Fresh put writing is seen at 5800 strike price with OI addition by around 1.7mn shares. The Put Call Ratio based on Open Interest of Nifty moved down from 1.09 to 1.06 levels. Historical Volatility of Nifty moved down from 17.49 to 17.42 levels but Implied Volatility moved up from 15.97 to 16.11 levels. The market turnover increased by 42.56% in terms of number of contracts traded vis-à-vis previous trading day whereas in terms of rupees increased by 41.83.
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