We all knew that we had high volatile market for the last 2 months (Sep-Oct 2018). Learnt many things and came up with some strategies that can work in high IV. Here are my observations. Trending In high Volatile period, market is highly volatile in both sides. However eventually market
Time: 8:40 am VIX: 18.96 SGX Nifty: 10157 FII: -1496 Cr DII: +340 Cr FNO Data Analysis Index Max Pain PCR Highest OI PE CE Highest Increase in OI PE CE Nifty 10500 1.35 10000 11000 9900 (66%) 10200 (123.59%) Banknifty 26000 1.53 2550 26500 26500 (30%) 26500 (60%)
ODIN Trade Details Symbol/ScripId Ser/Exp/Group Strike Price Option Type B/S Price Total Quantity Last Modified Time BANKNIFTY 25-Oct-18 24800 PE S 0.05 2400 3:28:39 PM BANKNIFTY 29-Nov-18 27000 CE B 35.95 480 3:27:13 PM BANKNIFTY 29-Nov-18 23500 PE B 240.7 240 3:27:13 PM BANKNIFTY 29-Nov-18 24500 PE B 494.95 240
Time: 9:00 am VIX: 18.88 SGX Nifty: 10130 FII: -2047 Cr DII: +1874 Cr FNO Data Analysis Index Max Pain PCR Highest OI PE CE Highest Increase in OI PE CE Nifty 10350 0.74 10000 10500 10000 10200 Banknifty 25100 0.73 25000 25500 25000 (32%) 25500 (87%) Future
Time: 8:40 amVIX: 19.03SGX Nifty:10237FII:-340 CrDII: +116 Cr FNO Data Analysis Index Max Pain PCR Highest OI PE CE Highest Increase in OI PE CE Nifty 10400 0.71 10000 10500 9900 (30%) 10200 (209%) Banknifty 25100 0.73 24500 25500 24500 (32%) 25200 (87%) Future position and Volume Analysis (Nifty &