Wednesday, 10 October 2012

MTECHTIPS

MTECHTIPS:-Options Analysis

On the Options  front, maximum Put OI is at 5500 followed by 5600 strike price whereas maximum Call OI is at 5900 followed by 5800 strike price. PCR OI has gone down below psychological one level indicating call writers are more aggressive as compared to put writers.The Put Call Ratio based on Open Interest of Nifty slightly moved down from 1.03 to 0.99 levels. Historical Volatility of Nifty moved down from 17.53 to 17.51 levels and Implied Volatility also moved down from 16.10 to 16.02 levels. The market turnover increased by 5.07% in terms of number of contracts traded vis-à-vis previous trading day whereas in terms of rupees increased by 4.3%.

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