Monday, June 30, 2014
Friday, June 27, 2014
Thursday, June 26, 2014
Nifty 26 June 2014 - Expiry Chart
NIFTY broke 7500 levels yesterday in late expiry trade and
closed for the series at 7493 levels, closer to the mentioned levels of 7487.
The 7550 put trade came out successful, though it did not reach the target
level of 61 as mentioned.
Last month saw again heavy IV swing.
At the beginning of the month, IV skew was around 11 for calls and 19 for puts,
which resulted in a good rally and towards the end the IV skew became less for
puts and a day before expiry put IV skew was around 9 at 7600 levels. There
were not much takers for puts on the last day of the series as majority of the
days, the late bounce seen was eroding the values in puts much in which we were
also stopped out on an earlier trade.
Wednesday, June 25, 2014
Tuesday, June 24, 2014
Monday, June 23, 2014
Friday, June 20, 2014
Thursday, June 19, 2014
Wednesday, June 18, 2014
Tuesday, June 17, 2014
Monday, June 16, 2014
Friday, June 13, 2014
Thursday, June 12, 2014
Wednesday, June 11, 2014
Tuesday, June 10, 2014
Monday, June 9, 2014
Friday, June 6, 2014
Thursday, June 5, 2014
Wednesday, June 4, 2014
Tuesday, June 3, 2014
Monday, June 2, 2014
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