Time: 8:30 am   VIX: 16.92  SGX Nifty:  11100  FII: +552 Cr    DII:   -187 Cr FNO Data Analysis Index Max Pain PCR Highest OI PE CE Highest Increase in OI PE           CE Nifty 11200 1.08 11000 11500 11000 (96%) 11200 (46%) Banknifty 26000 1.04 25500 26500 24500 (73%) 25500 (104%)

ODIN       Trade Details BANKNIFTY 27-Sep-18 25000 PE S 0.85 1200 3:17:13 PM BANKNIFTY 27-Sep-18 25000 PE S 1.45 1200 3:16:19 PM BANKNIFTY 27-Sep-18 25000 CE S 18.15 80 3:14:35 PM BANKNIFTY 27-Sep-18 25100 CE S 1.5 1200 3:11:11 PM BANKNIFTY 27-Sep-18 25000 PE S 4.4 1200 3:08:30

ODIN NOW   Trade Details (ODIN) NIFTY 27-Sep-18 11200 PE S 44.35 450 Executed 12:38:53 PM NIFTY 27-Sep-18     S 11329.35 450 Executed 12:38:53 PM BANKNIFTY 19-Sep-18 26700 CE S 4.7 1200 Executed 12:35:18 PM NIFTY 25-Oct-18 12000 PE S 640 600 Executed 12:34:32 PM NIFTY 27-Sep-18 12000 PE

  Time: 8:30 am   VIX: 14.42  SGX Nifty:  11304  FII: -1144 Cr    DII:   +265 Cr   FNO Data Analysis     Index Max Pain PCR Highest OI PE CE Highest Increase in OI PE           CE Nifty 11400 0.94 11200 11500 11100 (13%) 11400 (36%) Banknifty 26600 0.76 27000 27500

  Calendar spread   Calendar spread is nothing but selling option in shorter expiration and buying the same strike price option in long expiration at the same time in the same underlying asset. It is also called long calendar spread. It can be created in both call and put side.