- 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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