High Implied Volatility Call Options,Expiry date-30/07/2020, NSE

Name	Spot Price	Strike Price	Implied Volatility	PCR OI	PCR Vol	Contracts	Close	% Change	Open Interest	Reading	Option Chain
Vodafone Idea Ltd.	9.75	16.00	147.97	0	0	169	0.150	0	25620.00 K	Short Build Up	OC
Vodafone Idea Ltd.	9.75	14.00	146.02	0	0	213	0.300	20.00	21280.00 K	Position Build Up	OC
Vodafone Idea Ltd.	9.75	15.00	144.69	0	0	158	0.200	0	28000.00 K	Short Build Up	OC
Vodafone Idea Ltd.	9.75	13.00	141.45	0.052	0.0045	223	0.400	14.29	26880.00 K	Position Build Up	OC
Vodafone Idea Ltd.	9.75	9.00	140.22	1.62	0.804	255	1.65	17.86	18060.00 K	Position Build Up	OC
Vodafone Idea Ltd.	9.75	12.00	137.44	0	0	543	0.550	22.22	38640.00 K	Position Build Up	OC
Vodafone Idea Ltd.	9.75	10.00	136.85	0.576	0.206	739	1.15	15.00	38920.00 K	Position Build Up	OC
Vodafone Idea Ltd.	9.75	11.00	131.40	0.252	0.0072	693	0.750	7.14	33320.00 K	Position Build Up	OC
RBL Bank	181.05	230.00	96.31	0	0	271	3.45	-25.00	1274.00 K	Position UnWinding	OC
RBL Bank	181.05	220.00	94.90	0.0316	0.0143	280	4.70	-27.13	1235.00 K	Short Build Up	OC
RBL Bank	181.05	205.00	94.31	0.081	0.057	122	7.70	-24.88	351.00 K	Short Build Up	OC
RBL Bank	181.05	210.00	94.16	0.0481	0.0169	414	6.50	-26.55	1136.20 K	Short Build Up	OC
RBL Bank	181.05	200.00	93.02	0.083	0.052	1145	8.85	-25.32	3218.80 K	Short Build Up	OC
RBL Bank	181.05	195.00	92.16	0.263	0.264	235	10.25	-25.45	434.20 K	Short Build Up	OC
IndusInd Bank Ltd.	539.25	760.00	91.81	0	0	149	3.30	-17.50	266.40 K	Short Build Up	OC
RBL Bank	181.05	190.00	90.96	0.319	0.203	757	11.80	-24.60	1245.40 K	Short Build Up	OC

Name	Spot Price	Strike Price	Implied Volatility	PCR OI	PCR Vol	Contracts	Close	% Change	Open Interest	Reading	Option Chain
Punjab National Bank	35.05	45.00	90.16	0	0	472	0.500	-28.57	6020.00 K	Short Build Up	OC
RBL Bank	181.05	185.00	89.60	0.461	0.417	362	13.55	-23.01	400.40 K	Short Build Up	OC
RBL Bank	181.05	180.00	88.52	0.991	1.15	551	15.60	-23.90	894.40 K	Short Build Up	OC
IndusInd Bank Ltd.	539.25	700.00	86.35	0	0	496	5.90	-26.25	586.40 K	Short Build Up	OC
Punjab National Bank	35.05	42.00	86.03	0	0	251	0.800	-36.00	1974.00 K	Short Build Up	OC
IndusInd Bank Ltd.	539.25	680.00	85.64	0	0	103	7.60	-25.49	96.80 K	Position UnWinding	OC
IndusInd Bank Ltd.	539.25	660.00	85.29	0	0	241	9.90	-24.14	144.00 K	Short Build Up	OC
IndusInd Bank Ltd.	539.25	640.00	83.93	0	0	283	12.45	-23.85	131.20 K	Short Build Up	OC
IndusInd Bank Ltd.	539.25	650.00	83.77	0.0143	0.0020	496	10.80	-24.48	390.40 K	Short Build Up	OC
IndusInd Bank Ltd.	539.25	630.00	83.70	0	0	294	14.15	-24.53	64.00 K	Short Build Up	OC
Equitas Holdings Ltd.	59.6	75.00	83.65	0	0	214	0.800	166.67	896.80 K	Position Build Up	OC
Punjab National Bank	35.05	41.00	83.04	0	0	112	0.900	-37.93	1148.00 K	Short Build Up	OC
IndusInd Bank Ltd.	539.25	620.00	82.97	0.0392	0.0021	473	15.85	-23.98	265.60 K	Short Build Up	OC
Punjab National Bank	35.05	40.00	82.86	0.0347	0.0111	1709	1.10	-35.29	14924.00 K	Short Build Up	OC
IndusInd Bank Ltd.	539.25	610.00	82.68	0	0	307	17.95	-23.29	80.00 K	Position UnWinding	OC

Name	Spot Price	Strike Price	Implied Volatility	PCR OI	PCR Vol	Contracts	Close	% Change	Open Interest	Reading	Option Chain
IndusInd Bank Ltd.	539.25	600.00	82.16	0.156	0.0293	2837	20.20	-23.77	1646.40 K	Short Build Up	OC
IndusInd Bank Ltd.	539.25	590.00	82.05	0.265	0.0390	436	22.90	-21.31	105.60 K	Position UnWinding	OC
Punjab National Bank	35.05	39.00	81.42	0.067	0.064	267	1.30	-36.59	2100.00 K	Short Build Up	OC
Equitas Holdings Ltd.	59.6	70.00	81.21	0	0	759	1.40	100.00	1808.80 K	Position Build Up	OC
L&T Finance Holdings Ltd.	69.2	85.00	81.11	0	0	101	1.05	-22.22	1591.20 K	Position UnWinding	OC
IndusInd Bank Ltd.	539.25	580.00	81.11	0.146	0.091	1187	25.50	-23.77	596.80 K	Short Build Up	OC
IndusInd Bank Ltd.	539.25	570.00	80.97	0.235	0.305	656	28.80	-22.68	340.00 K	Short Build Up	OC
IndusInd Bank Ltd.	539.25	560.00	80.76	0.302	0.288	1419	32.40	-22.02	461.60 K	Short Build Up	OC
Equitas Holdings Ltd.	59.6	60.00	80.71	0.124	0.121	2845	4.40	23.94	6133.20 K	Position Build Up	OC
IndusInd Bank Ltd.	539.25	550.00	80.53	0.555	0.579	2016	36.35	-20.89	781.60 K	Short Build Up	OC
Bank of Baroda	51.6	65.00	80.44	0	0.0091	110	0.600	-20.00	1927.00 K	Short Build Up	OC
L&T Finance Holdings Ltd.	69.2	80.00	80.44	0	0	261	1.80	-20.00	3168.80 K	Short Build Up	OC
Punjab National Bank	35.05	38.00	80.33	0.144	0.087	515	1.55	-36.73	4480.00 K	Short Build Up	OC
IndusInd Bank Ltd.	539.25	540.00	80.14	0.592	1.34	936	40.60	-19.84	380.00 K	Short Build Up	OC
Federal Bank Ltd.	54.2	65.00	80.11	0	0	173	1.00	-16.67	2456.50 K	Short Build Up	OC

Name	Spot Price	Strike Price	Implied Volatility	PCR OI	PCR Vol	Contracts	Close	% Change	Open Interest	Reading	Option Chain
Federal Bank Ltd.	54.2	60.00	79.96	0.0166	0.0044	450	2.00	-14.89	5117.00 K	Short Build Up	OC
Equitas Holdings Ltd.	59.6	65.00	79.94	0.0062	0.0006	1569	2.50	35.14	2432.00 K	Position Build Up	OC
Equitas Holdings Ltd.	59.6	62.00	79.63	0	0	144	3.50	94.44	387.60 K	Position Build Up	OC
IndusInd Bank Ltd.	539.25	530.00	79.56	1.46	3.68	215	45.15	-20.23	108.00 K	Short Build Up	OC
IndusInd Bank Ltd.	539.25	520.00	79.47	1.57	2.87	299	50.35	-19.50	337.60 K	Short Build Up	OC
Zee Entertainment Enterprises Ltd.	170.1	200.00	78.98	0.0222	0.0065	461	3.65	-18.89	2844.00 K	Short Build Up	OC
IndusInd Bank Ltd.	539.25	500.00	78.88	2.25	7.04	280	61.80	-17.43	576.00 K	Position UnWinding	OC
Equitas Holdings Ltd.	59.6	61.00	78.68	0.068	0.0179	112	3.85	1.32	334.40 K	Position Build Up	OC
Equitas Holdings Ltd.	59.6	62.50	78.52	0	0	127	3.25	124.14	250.80 K	Position Build Up	OC
L&T Finance Holdings Ltd.	69.2	75.00	78.21	0.066	0.099	543	2.90	-18.31	5562.40 K	Short Build Up	OC
Mahindra & Mahindra Financial Services Ltd.	204.1	250.00	78.17	0	0	216	2.85	-14.93	462.00 K	Short Build Up	OC
State Bank of India	195.6	290.00	77.90	0	0	231	0.250	0	999.00 K	Short Build Up	OC
Punjab National Bank	35.05	37.00	77.82	0.194	0.200	671	1.80	-37.93	7364.00 K	Short Build Up	OC
Federal Bank Ltd.	54.2	57.50	77.75	0.136	0.0115	174	2.65	-19.70	501.50 K	Short Build Up	OC
Federal Bank Ltd.	54.2	55.00	77.37	0.413	0.215	460	3.60	-16.28	3315.00 K	Position UnWinding	OC

Name	Spot Price	Strike Price	Implied Volatility	PCR OI	PCR Vol	Contracts	Close	% Change	Open Interest	Reading	Option Chain
Punjab National Bank	35.05	36.00	76.80	0.372	0.398	389	2.15	-35.82	2674.00 K	Short Build Up	OC
L&T Finance Holdings Ltd.	69.2	70.00	76.75	0.616	0.558	353	4.65	-15.45	2760.80 K	Short Build Up	OC
Zee Entertainment Enterprises Ltd.	170.1	190.00	76.70	0.097	0.0239	293	5.40	-16.92	1143.00 K	Short Build Up	OC
Mahindra & Mahindra Financial Services Ltd.	204.1	240.00	76.66	0	0	212	4.05	-15.62	300.30 K	Position UnWinding	OC
Bank of Baroda	51.6	60.00	76.60	0.0225	0.0084	478	1.15	-20.69	5469.40 K	Short Build Up	OC
Zee Entertainment Enterprises Ltd.	170.1	180.00	75.85	0.159	0.0278	934	8.20	-14.14	2712.00 K	Short Build Up	OC
Mahindra & Mahindra Financial Services Ltd.	204.1	230.00	75.77	0	0	408	5.85	-15.22	399.00 K	Short Build Up	OC
Punjab National Bank	35.05	35.00	75.50	1.28	1.41	467	2.55	-31.08	3206.00 K	Short Build Up	OC
Zee Entertainment Enterprises Ltd.	170.1	175.00	75.36	0.602	0.066	607	10.00	-12.66	678.00 K	Short Build Up	OC
Zee Entertainment Enterprises Ltd.	170.1	170.00	74.80	1.01	0.446	814	12.10	-11.68	1038.00 K	Short Build Up	OC
Canara Bank	104.6	120.00	74.79	0	0	325	2.50	-28.57	1730.00 K	Short Build Up	OC
Mahindra & Mahindra Financial Services Ltd.	204.1	225.00	74.74	0	0	245	6.90	-16.87	218.40 K	Short Build Up	OC
Canara Bank	104.6	115.00	74.67	0.071	0.0216	324	3.65	-26.26	1415.00 K	Short Build Up	OC
Tata Motors Ltd.	107.6	130.00	74.30	0	0	971	1.50	0	4776.60 K	Short Build Up	OC
Bandhan Bank Ltd.	373.95	420.00	74.28	0.0462	0.053	243	10.65	-19.01	351.00 K	Position UnWinding	OC
Name	Spot Price	Strike Price	Implied Volatility	PCR OI	PCR Vol	Contracts	Close	% Change	Open Interest	Reading	Option Chain
State Bank of India	195.6	280.00	74.04	0	0	116	0.300	0	1371.00 K	Short Build Up	OC
Mahindra & Mahindra Financial Services Ltd.	204.1	220.00	73.78	0.0151	0.0295	882	8.15	-17.26	976.50 K	Short Build Up	OC
Mahindra & Mahindra Financial Services Ltd.	204.1	215.00	73.27	0.097	0.167	514	9.70	-16.74	367.50 K	Short Build Up	OC
Bank of Baroda	51.6	55.00	73.16	0.109	0.0336	596	2.25	-19.64	6396.00 K	Short Build Up	OC
Tata Motors Ltd.	107.6	132.50	73.07	0	0	202	1.15	-4.17	2046.30 K	Short Build Up	OC
Bandhan Bank Ltd.	373.95	390.00	73.03	0.256	0.155	194	19.20	-16.16	309.60 K	Short Build Up	OC
Bandhan Bank Ltd.	373.95	400.00	72.97	0.144	0.085	434	15.70	-18.02	824.40 K	Short Build Up	OC
Canara Bank	104.6	110.00	72.91	0.222	0.120	682	5.05	-26.81	2275.00 K	Short Build Up	OC
Bandhan Bank Ltd.	373.95	380.00	72.90	0.498	0.504	359	23.20	-15.48	369.00 K	Short Build Up	OC
IDFC First Bank Ltd.	27.1	32.00	72.88	0	0	134	0.450	-18.18	3306.00 K	Short Build Up	OC
Mahindra & Mahindra Financial Services Ltd.	204.1	205.00	72.73	0.463	0.964	302	13.65	-14.42	172.20 K	Position UnWinding	OC
Ashok Leyland Ltd.	51.15	65.00	72.69	0	0	175	0.350	-12.50	3762.00 K	Position UnWinding	OC
Mahindra & Mahindra Financial Services Ltd.	204.1	210.00	72.52	0.124	0.236	1379	11.45	-16.42	1045.80 K	Short Build Up	OC
Cholamandalam Investment and Finance Company	208.45	215.00	72.34	0.165	0.104	135	11.50	-1.29	197.50 K	Short Build Up	OC
Cholamandalam Investment and Finance Company	208.45	220.00	72.19	0.084	0.061	363	9.60	-4.95	627.50 K	Position UnWinding	OC
Name	Spot Price	Strike Price	Implied Volatility	PCR OI	PCR Vol	Contracts	Close	% Change	Open Interest	Reading	Option Chain
Tata Motors Ltd.	107.6	120.00	72.18	0.0335	0.0027	1095	3.10	-1.59	5962.20 K	Short Build Up	OC
Bank of Baroda	51.6	54.00	72.13	0.174	0.116	112	2.55	-19.05	943.00 K	Short Build Up	OC
Tata Motors Ltd.	107.6	112.50	72.06	0.204	0.089	246	5.35	1.90	1202.70 K	Position Build Up	OC
Canara Bank	104.6	105.00	71.87	0.905	1.01	177	7.00	-23.08	630.00 K	Short Build Up	OC
IDFC First Bank Ltd.	27.1	31.00	71.86	0	0	208	0.600	-20.00	2185.00 K	Short Build Up	OC
Tata Motors Ltd.	107.6	125.00	71.70	0	0	352	2.05	-4.65	2428.20 K	Short Build Up	OC
Cholamandalam Investment and Finance Company	208.45	210.00	71.65	0.301	0.269	260	13.50	-2.88	440.00 K	Position UnWinding	OC
Bank of Baroda	51.6	50.00	71.61	1.46	2.91	119	4.35	-15.53	2009.00 K	Short Build Up	OC
Tata Motors Ltd.	107.6	115.00	71.19	0.058	0.0158	825	4.40	-1.12	3237.60 K	Short Build Up	OC

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High Implied Volatility Call Options ,Expiry date-30/07/2020, NSE