Wednesday, August 9, 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 5,024,250 a change of 2% and IV of 9.06 with change in OI to Volume of this strike at 0.8.

  2. Second Highest Open Interest in Calls is for 10200 with Open Interest at 4,641,300 a change of 6% and IV of 9.43 with change in OI to Volume of this strike at 2.1.

  3. Largest Change OI in Calls is for 10000 with Open Interest at 4,081,500 a change of 23% and IV of 8.74 with change in OI to Volume of this strike at 5.7.

  4. Highest Open Interest in Puts is for 9800 with Open Interest at 4,838,175 a change of 6% and IV of 14.66 with change in OI to Volume of this strike at 2.4.

  5. Second Highest Open Interest in Puts is for 10000 with Open Interest at 4,072,125 a change of -13% and IV of 14.2 with change in OI to Volume of this strike at 5.8.

  6. Largest Change OI in Puts is for 10000 with Open Interest at 4,072,125 a change of -13% and IV of 14.2 with change in OI to Volume of this strike at 5.8.

  7. #Nifty Put to Call Ratio of the actively traded strikes for the Current Series is 0.88 which indicates mixed sentiment.

  8. The popular option writing strategies these days are short strap strangle and writing covered calls

  9. Nifty has begun to balance which means that selling pressure has begun to subside

  10. Tomorrow Nifty Cash might find support anywhere between 9847 - 9897

  11. The range could well be somewhere between 9847 - 9937, provided Nifty breaches 9889

  12. The Sentimental as well as Momentum Biases are negative

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