Thursday, September 25, 2014

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





- Happy Trading www.tripleint.com

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