Tuesday, 9 October 2012

MTECHTIPS

MTECHTIPS:-Options Analysis

On the Options front, maximum Put OI is at 5600 followed by 5500 strike price whereas maximum Call OI is at 5800 followed by 6000 strike price. The Put Call Ratio based on Open Interest of Nifty slightly moved up from 1.02 to 1.03 levels. Historical Volatility of Nifty moved down from 17.98 to 17.53 levels and Implied Volatility also moved down from 16.34 to 16.10 levels. The market turnover increased by 10.2% in terms of number of contracts traded vis-à-vis previous trading day whereas in terms of rupees increased by 9.99%.

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