Thursday, November 26, 2015
From beginning 7850 and 7800 puts added OI. This trend continues until EOD and 35 and 40L build up.
Compared to puts, calls added very less around 17L for 7900 calls. 7850 call OI never increased.
Throughout the month IV oscillated intraday; puts and calls were not allowed to appreciate value.
This week Intraday Charts