Tuesday, August 8, 2017

Traders Sentiment Digest

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 10200 with Open Interest at 3,958,575 a change of 21% and IV of 8.32 with change in OI to Volume of this strike at 9.4.

  2. Second Highest Open Interest in Calls is for 10100 with Open Interest at 3,924,825 a change of 10% and IV of 8.13 with change in OI to Volume of this strike at 5.8.

  3. Largest Change OI in Calls is for 10200 with Open Interest at 3,958,575 a change of 21% and IV of 8.32 with change in OI to Volume of this strike at 9.4.


  4. Highest Open Interest in Puts is for 10000 with Open Interest at 5,321,925 a change of 2% and IV of 11.9 with change in OI to Volume of this strike at 1.5.

  5. Second Highest Open Interest in Puts is for 9800 with Open Interest at 4,204,425 a change of 3% and IV of 13 with change in OI to Volume of this strike at 4.1.

  6. Largest Change OI in Puts is for 9700 with Open Interest at 3,824,625 a change of 10% and IV of 13.7 with change in OI to Volume of this strike at 11.3.


  7. The strikes that carry the highest Open Interest are the ones that are also being traded intraday. This indicates that the Option writers are confident that Nifty lacks any directional momentum at the moment
  8. Iron Condor writers are active in the current series. It indicates that Option experts are confident that the volatility would decrease in coming sessions.
  9. Basically what we are looking at is a rangebound market unless the high of the day 10-088 or 9944 is taken out. This means that sentimental bias is neutral

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