Thursday, March 26, 2015

Nifty 26 Mar 2015 - Expiry Chart











- Last one week massive IV skew for Puts. Most of the Puts traded with NaN values
- At the start of the day, 8500 became resistance. 8450 was support
- Throughout the day, 8450 support reduced
- All the Call strikes added massive OI (>20 L)
- Around 3L OI added in 8400 puts, when spot was around 8410 levels. Even after break of 8400 spot, 8400 Put not added OI. On the contrary, even 8400 CE added massive OI.

- Happy Trading www.tripleint.com

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