Monday, August 7, 2017

Opening Moves

With The Name of God, The Most Merciful. The Most Beneficent,
And The Excellent Helper, And The Excellent Protector
  1. Highest Open Interest in Calls is for 10100 with Open Interest at 3,955,500 a change of 11% and IV of 7.86 with change in OI to Volume of this strike at 17.2.

  2. Second Highest Open Interest in Calls is for 10500 with Open Interest at 3,911,550 a change of 2% and IV of 8.95 with change in OI to Volume of this strike at 12.1.

  3. Largest Change OI in Calls is for 10200 with Open Interest at 3,776,700 a change of 16% and IV of 8.11 with change in OI to Volume of this strike at 20.9.


  4. Highest Open Interest in Puts is for 10000 with Open Interest at 5,391,000 a change of 4% and IV of 12.28 with change in OI to Volume of this strike at 8.7.

  5. Second Highest Open Interest in Puts is for 9900 with Open Interest at 4,099,275 a change of 2% and IV of 12.8 with change in OI to Volume of this strike at 5.2.

  6. Largest Change OI in Puts is for 9700 with Open Interest at 3,693,225 a change of 6% and IV of 14.08 with change in OI to Volume of this strike at 18.9.

  7. The popular Option writing strategy for the day is Short Strap Strangle
  8. The strike used 10-200/10-000
  9. The Open today is Open Auction Outside Value but Inside Range
  10. The Friday was a volatile day, hence there are no clear VAH and VAL points

Please read the sidebar carefully. Thank You for your visit