Blog of http://www.tripleint.com
- Massive put build up in the Expiry week.
- 9400 calls and 9300 puts added massive OI
- Until 2.30 PM 9350 Puts and 9350 Calls added same OI around 7L
- The whole month IV for calls and puts were very less. Vix too. Similar to Apr 14.
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