Tuesday, September 30, 2014

Nifty 30 Sep 2014



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Monday, September 29, 2014

Nifty 29 Sep 2014



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Friday, September 26, 2014

Thursday, September 25, 2014

Nifty Monthly Chart - Sep 2014


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Nifty 25 Sep 2014 - Expiry Chart



- Through out this series, Nifty traded with Minimum 10points premium
- Last two days, massive IV skew for Puts
- References : July 2011 for previous day upmove/ expectation of gap down; April 2011 - Expiry week pattern 
- In the morning, with in 1/2hr, massive OI build up in 8000, 8050 and 7950 CE.
- Through out the day, Put started unwinding in all the near strikes





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Wednesday, September 24, 2014

Tuesday, September 23, 2014

Monday, September 22, 2014

Friday, September 19, 2014

Thursday, September 18, 2014

Wednesday, September 17, 2014

Tuesday, September 16, 2014

Monday, September 15, 2014

Friday, September 12, 2014

Thursday, September 11, 2014

Wednesday, September 10, 2014

Tuesday, September 9, 2014

Monday, September 8, 2014

Friday, September 5, 2014

Thursday, September 4, 2014

Wednesday, September 3, 2014

Tuesday, September 2, 2014

Monday, September 1, 2014