Thursday, August 10, 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 10100 with Open Interest at 5,192,625 a change of 3% and IV of 10.91 with change in OI to Volume of this strike at 1.1.

  2. Second Highest Open Interest in Calls is for 10000 with Open Interest at 5,116,650 a change of 25% and IV of 11.21 with change in OI to Volume of this strike at 5.7.

  3. Largest Change OI in Calls is for 9900 with Open Interest at 3,251,400 a change of 56% and IV of 11.54 with change in OI to Volume of this strike at 8.1.

  4. Highest Open Interest in Puts is for 9800 with Open Interest at 4,620,525 a change of -4% and IV of 12.2 with change in OI to Volume of this strike at 1.3.

  5. Second Highest Open Interest in Puts is for 9900 with Open Interest at 3,724,200 a change of -4% and IV of 11.48 with change in OI to Volume of this strike at 1.

  6. Largest Change OI in Puts is for 10000 with Open Interest at 3,310,275 a change of -19% and IV of 10.41 with change in OI to Volume of this strike at 11.8.

  7. #Nifty Put to Call Ratio of the actively traded strikes for the Current Series is 0.84 which indicates mixed sentiment.

  8. The day saw covered and naked call writing while the put writers were virtually running for cover

  9. The momentum and sentimental bias has turned severely negative

  10. No sign of reversal as yet

  11. The 50 DMA is likely to be tested tomorrow which is at 9773

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