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 4,905,075 a change of 25% and IV of 8.76 with change in OI to Volume of this strike at 4.9.

  2. Second Highest Open Interest in Calls is for 10500 with Open Interest at 4,457,925 a change of 15% and IV of 10.22 with change in OI to Volume of this strike at 11.1.

  3. Largest Change OI in Calls is for 10100 with Open Interest at 4,905,075 a change of 25% and IV of 8.76 with change in OI to Volume of this strike at 4.9.


  4. Highest Open Interest in Puts is for 10000 with Open Interest at 4,677,750 a change of -12% and IV of 12.44 with change in OI to Volume of this strike at 3.2.

  5. Second Highest Open Interest in Puts is for 9800 with Open Interest at 4,583,250 a change of 9% and IV of 13.36 with change in OI to Volume of this strike at 2.9.

  6. Largest Change OI in Puts is for 10100 with Open Interest at 1,884,375 a change of -26% and IV of 12.36 with change in OI to Volume of this strike at 9.2.

  7. #Nifty Put to Call Ratio of the actively traded strikes for the Current Series is 0.9 which indicates mixed sentiment.

  8. Highest Open Interest in puts continue to be at 10K

  9. Put Writers continue to be unperturbed by today's minor correction

  10. There is no indication that the present correction has ended

  11. But there appears to be a strong support at 9889 for tomorrow

  12. However, a close below 9950, could indicate a likelihood of test of 50 DMA around 9747

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