Technicals Stability Returns
| High Implied Volatility Call Options, Expiry 28/06/2022 | High Implied Volatility Call Options, Expiry 25/09/2022 |
| Name | Spot Price | Strike Price | Implied Volatility | PCR OI | PCR Vol | Contracts | Close | % Change | Open Interest | Reading | Option Chain |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Hindalco Industries Ltd. | 343.55 | 500.00 | 197.74 | 0.185 | 0.195 | 113 | 0.100 | 0 | 995.45 K | Position UnWinding | OC |
| RBL Bank | 88.95 | 120.00 | 176.08 | 0.234 | 0.288 | 156 | 0.050 | 0 | 2479.50 K | Position UnWinding | OC |
| Vedanta Ltd | 234.8 | 320.00 | 175.77 | 0.356 | 0.098 | 153 | 0.100 | 100.00 | 1568.60 K | Short Covering | OC |
| Jindal Steel & Power Ltd. | 333.05 | 450.00 | 163.78 | 0.083 | 0.519 | 156 | 0.100 | 100.00 | 781.25 K | Short Covering | OC |
| Hindalco Industries Ltd. | 343.55 | 460.00 | 158.94 | 0.051 | 0.0307 | 163 | 0.100 | 100.00 | 736.38 K | Position Build Up | OC |
| S&P CNX NIFTY | 15850.2 | 23.00 K | 158.17 | 0.0002 | 0.0004 | 9259 | 0.450 | -10.00 | 1634.25 K | Position UnWinding | OC |
| Tata Steel Ltd. | 878.9 | 1200.00 | 152.32 | 0.187 | 0.214 | 509 | 0.100 | -33.33 | 1357.88 K | Position UnWinding | OC |
| Tata Motors Ltd. | 417.1 | 550.00 | 148.30 | 0.366 | 1.27 | 116 | 0.100 | 0 | 638.40 K | Position UnWinding | OC |
| RBL Bank | 88.95 | 110.00 | 145.94 | 0.818 | 0.087 | 254 | 0.100 | 0 | 2441.80 K | Position UnWinding | OC |
| Vedanta Ltd | 234.8 | 300.00 | 143.96 | 0.285 | 0.172 | 209 | 0.100 | 0 | 1749.95 K | Position UnWinding | OC |
| Tata Steel Ltd. | 878.9 | 1160.00 | 143.43 | 0.100 | 0.0167 | 180 | 0.150 | -40.00 | 405.45 K | Position UnWinding | OC |
| Indiabulls Housing Finance | 102.25 | 130.00 | 143.23 | 0.139 | 0.218 | 197 | 0.050 | -50.00 | 1900.30 K | Position UnWinding | OC |
| S&P CNX NIFTY | 15850.2 | 22.00 K | 142.13 | 0.0018 | 0.0015 | 4721 | 0.500 | -9.09 | 526.60 K | Position UnWinding | OC |
| BANK NIFTY | 33642.4 | 46.50 K | 141.90 | 0 | 0 | 33447 | 1.20 | 0 | 406.12 K | Short Build Up | OC |
| Tata Steel Ltd. | 878.9 | 1140.00 | 139.89 | 0.065 | 0.052 | 231 | 0.200 | -20.00 | 599.25 K | Position UnWinding | OC |
| Bajaj Finserv Ltd. | 11364.5 | 15.00 K | 138.00 | 0.089 | 0.195 | 118 | 1.35 | 3.85 | 24.80 K | Short Covering | OC |
| Name | Spot Price | Strike Price | Implied Volatility | PCR OI | PCR Vol | Contracts | Close | % Change | Open Interest | Reading | Option Chain |
| Hindalco Industries Ltd. | 343.55 | 450.00 | 137.50 | 0.167 | 0.105 | 171 | 0.050 | -50.00 | 1237.33 K | Position UnWinding | OC |
| Jindal Steel & Power Ltd. | 333.05 | 420.00 | 130.69 | 0.110 | 0.0157 | 127 | 0.100 | 0 | 695.00 K | Position UnWinding | OC |
| Zee Entertainment Enterprises Ltd. | 217.25 | 270.00 | 130.55 | 0.284 | 0.583 | 108 | 0.100 | 100.00 | 1044.00 K | Short Covering | OC |
| Oil & Natural Gas Corporation Ltd. | 149.35 | 180.00 | 129.00 | 0.0333 | 0.0100 | 401 | 0.150 | 200.00 | 4165.70 K | Short Covering | OC |
| Indiabulls Housing Finance | 102.25 | 120.00 | 128.19 | 0.137 | 0.158 | 285 | 0.200 | -42.86 | 2762.10 K | Position UnWinding | OC |
| Bandhan Bank Ltd. | 276.4 | 340.00 | 128.11 | 0.075 | 0.074 | 203 | 0.150 | 0 | 790.20 K | Position UnWinding | OC |
| BANK NIFTY | 33642.4 | 45.00 K | 127.89 | 0 | 0 | 24126 | 1.10 | -12.00 | 246.15 K | Short Build Up | OC |
| Vedanta Ltd | 234.8 | 290.00 | 126.84 | 0.349 | 0.0447 | 179 | 0.100 | 0 | 745.55 K | Position UnWinding | OC |
| Hindalco Industries Ltd. | 343.55 | 430.00 | 126.56 | 0.076 | 0.236 | 157 | 0.100 | 0 | 1505.00 K | Position UnWinding | OC |
| Larsen & Toubro Ltd. | 1551.5 | 2000.00 | 124.94 | 0.330 | 0.743 | 136 | 0.150 | -57.14 | 57.50 K | Short Build Up | OC |
| Indiabulls Housing Finance | 102.25 | 125.00 | 123.04 | 0.195 | 0.074 | 122 | 0.050 | -80.00 | 1047.80 K | Position UnWinding | OC |
| Tata Steel Ltd. | 878.9 | 1100.00 | 123.00 | 0.130 | 0.0204 | 1762 | 0.200 | -33.33 | 2629.05 K | Position UnWinding | OC |
| Bajaj Finserv Ltd. | 11364.5 | 14.50 K | 121.99 | 0.145 | 0.0127 | 157 | 1.25 | 0 | 14.85 K | Position UnWinding | OC |
| Tata Power Co. Ltd. | 208.65 | 260.00 | 121.51 | 0.138 | 0.139 | 137 | 0.050 | -50.00 | 2700.00 K | Position UnWinding | OC |
| S&P CNX NIFTY | 15850.2 | 21.00 K | 121.48 | 0.0408 | 0.0137 | 3063 | 0.400 | -27.27 | 443.80 K | Short Build Up | OC |
| Name | Spot Price | Strike Price | Implied Volatility | PCR OI | PCR Vol | Contracts | Close | % Change | Open Interest | Reading | Option Chain |
| RBL Bank | 88.95 | 105.00 | 119.16 | 1.23 | 0.149 | 175 | 0.100 | -50.00 | 1177.40 K | Position UnWinding | OC |
| Jindal Steel & Power Ltd. | 333.05 | 410.00 | 118.87 | 0 | 0 | 141 | 0.100 | 0 | 471.25 K | Position UnWinding | OC |
| Indiabulls Housing Finance | 102.25 | 115.00 | 118.44 | 0.275 | 0.073 | 341 | 0.400 | -52.94 | 1069.50 K | Position UnWinding | OC |
| Metropolis Healthcare Ltd. | 1438.1 | 1800.00 | 116.29 | 0.0389 | 0.0099 | 101 | 0.200 | -63.64 | 87.40 K | Position UnWinding | OC |
| Titan Company Ltd. | 1968.05 | 2500.00 | 115.74 | 0.272 | 0.196 | 163 | 0.150 | -25.00 | 296.62 K | Position UnWinding | OC |
| Axis Bank Ltd. | 642.35 | 800.00 | 115.41 | 0.572 | 0.745 | 106 | 0.100 | 0 | 577.20 K | Position UnWinding | OC |
| Vedanta Ltd | 234.8 | 280.00 | 115.25 | 0.518 | 0.118 | 263 | 0.150 | 0 | 1393.45 K | Position UnWinding | OC |
| BANK NIFTY | 33642.4 | 43.50 K | 114.74 | 0.0082 | 0.0001 | 12965 | 1.15 | -14.81 | 45.80 K | Short Build Up | OC |
| Canara Bank | 187.8 | 230.00 | 114.68 | 0.353 | 1.16 | 352 | 0.050 | 0 | 1390.50 K | Position UnWinding | OC |
| Tata Steel Ltd. | 878.9 | 1080.00 | 114.20 | 0.056 | 0.0296 | 608 | 0.200 | -33.33 | 1357.03 K | Position UnWinding | OC |
| S&P CNX NIFTY | 15850.2 | 20.50 K | 114.07 | 0 | 0 | 1231 | 0.500 | -9.09 | 347.30 K | Position UnWinding | OC |
| Bajaj Finserv Ltd. | 11364.5 | 14.00 K | 112.80 | 0.300 | 0.0144 | 555 | 2.15 | -30.65 | 34.50 K | Position UnWinding | OC |
| Oil & Natural Gas Corporation Ltd. | 149.35 | 175.00 | 112.79 | 0.0322 | 0.0022 | 454 | 0.150 | 200.00 | 2510.20 K | Short Covering | OC |
| Tata Power Co. Ltd. | 208.65 | 250.00 | 112.22 | 0.173 | 0.096 | 282 | 0.100 | 0 | 5433.75 K | Position UnWinding | OC |
| Muthoot Finance | 993.3 | 1200.00 | 111.85 | 0.088 | 0.0391 | 128 | 0.350 | -12.50 | 119.25 K | Position UnWinding | OC |
| Name | Spot Price | Strike Price | Implied Volatility | PCR OI | PCR Vol | Contracts | Close | % Change | Open Interest | Reading | Option Chain |
| Zee Entertainment Enterprises Ltd. | 217.25 | 260.00 | 110.98 | 0.220 | 0.244 | 225 | 0.100 | -50.00 | 1758.00 K | Position UnWinding | OC |
| Tata Chemicals Ltd. | 814.95 | 1000.00 | 110.63 | 0.111 | 0.053 | 187 | 0.150 | -50.00 | 476.00 K | Position UnWinding | OC |
| Wipro Ltd. | 427.25 | 520.00 | 109.92 | 0.178 | 0.355 | 124 | 0.100 | 100.00 | 500.00 K | Short Covering | OC |
| Oil & Natural Gas Corporation Ltd. | 149.35 | 172.50 | 109.85 | 0 | 0 | 123 | 0.200 | 300.00 | 577.50 K | Short Covering | OC |
| Gujarat Narmada Valley Fertilizers & Chemicals Ltd. | 601.2 | 720.00 | 109.80 | 0.069 | 0.0352 | 142 | 0.250 | -28.57 | 188.50 K | Position UnWinding | OC |
| Divi's Laboratories Ltd. | 3613.45 | 4500.00 | 109.74 | 0.0161 | 0.0328 | 122 | 0.350 | 16.67 | 37.20 K | Position Build Up | OC |
| NMDC Ltd. | 111.25 | 130.00 | 109.68 | 0.244 | 0.563 | 213 | 0.100 | 0 | 3048.50 K | Position UnWinding | OC |
| Chambal Fertilizers & Chemicals Ltd. | 269.95 | 320.00 | 108.91 | 0.219 | 0.0217 | 230 | 0.150 | -75.00 | 336.00 K | Position UnWinding | OC |
| Interglobe Aviation | 1637.9 | 1960.00 | 108.66 | 0 | 0 | 190 | 0.650 | -7.14 | 168.50 K | Position UnWinding | OC |
| Metropolis Healthcare Ltd. | 1438.1 | 1700.00 | 108.32 | 0.122 | 0.154 | 156 | 0.850 | -15.00 | 118.00 K | Position UnWinding | OC |
| Reliance Industries Ltd. | 2527.7 | 3200.00 | 107.54 | 0 | 0 | 366 | 0.100 | -33.33 | 262.25 K | Position UnWinding | OC |
| Bajaj Finance | 5576.25 | 7000.00 | 107.00 | 0.142 | 0.186 | 172 | 0.300 | -45.45 | 106.75 K | Position UnWinding | OC |
| BANK NIFTY | 33642.4 | 42.50 K | 106.79 | 0.257 | 0.0003 | 7296 | 1.35 | -6.90 | 22.88 K | Position UnWinding | OC |
| Jindal Steel & Power Ltd. | 333.05 | 400.00 | 106.57 | 0.165 | 0.0406 | 320 | 0.100 | -33.33 | 1590.00 K | Position UnWinding | OC |
| BANK NIFTY | 33642.4 | 42.60 K | 106.26 | 0 | 0 | 12198 | 1.15 | -14.81 | 16.43 K | Short Build Up | OC |
| Name | Spot Price | Strike Price | Implied Volatility | PCR OI | PCR Vol | Contracts | Close | % Change | Open Interest | Reading | Option Chain |
| Indiabulls Housing Finance | 102.25 | 110.00 | 106.24 | 0.298 | 0.127 | 662 | 0.800 | -57.89 | 1903.40 K | Position UnWinding | OC |
| Bandhan Bank Ltd. | 276.4 | 330.00 | 106.16 | 0.280 | 0.117 | 111 | 0.100 | 0 | 417.60 K | Position UnWinding | OC |
| BANK NIFTY | 33642.4 | 42.40 K | 105.82 | 0 | 0 | 6886 | 1.35 | -3.57 | 29.40 K | Short Build Up | OC |
| BANK NIFTY | 33642.4 | 42.30 K | 105.19 | 0 | 0 | 4727 | 1.40 | 0 | 825.00 | Position UnWinding | OC |
| Tata Steel Ltd. | 878.9 | 1060.00 | 105.15 | 0.161 | 0.061 | 429 | 0.200 | -33.33 | 1059.10 K | Position UnWinding | OC |
| RBL Bank | 88.95 | 102.50 | 104.87 | 0.500 | 0.0075 | 134 | 0.100 | -60.00 | 417.60 K | Position UnWinding | OC |
| Indian Energy Exchange Ltd. | 167.15 | 200.00 | 104.66 | 0.253 | 0.371 | 280 | 0.050 | -66.67 | 3633.75 K | Position UnWinding | OC |
| Asian Paints Ltd. | 2726.5 | 3400.00 | 104.41 | 0 | 0 | 141 | 0.150 | -25.00 | 77.55 K | Position UnWinding | OC |
| BANK NIFTY | 33642.4 | 42.20 K | 104.20 | 0 | 0 | 4941 | 1.40 | 0 | 6675.00 | Position UnWinding | OC |
| S&P CNX NIFTY | 15850.2 | 20.00 K | 104.11 | 0.290 | 0.416 | 7097 | 0.500 | 0 | 1096.45 K | Position UnWinding | OC |
| Vedanta Ltd | 234.8 | 270.00 | 103.59 | 0.224 | 0.091 | 416 | 0.250 | 0 | 1156.30 K | Position UnWinding | OC |
| BANK NIFTY | 33642.4 | 42.10 K | 103.55 | 0 | 0 | 1134 | 1.45 | 0 | 1150.00 | Short Build Up | OC |
| RBL Bank | 88.95 | 100.00 | 103.46 | 0.408 | 0.197 | 633 | 0.200 | -50.00 | 3198.70 K | Position UnWinding | OC |
| Infosys Ltd. | 1480.15 | 1800.00 | 102.74 | 0.263 | 0.343 | 178 | 0.200 | -20.00 | 397.80 K | Position UnWinding | OC |
| L&T Finance Holdings Ltd. | 70.2 | 80.00 | 102.63 | 0.126 | 0.191 | 246 | 0.100 | 0 | 3319.73 K | Position UnWinding | OC |
| Name | Spot Price | Strike Price | Implied Volatility | PCR OI | PCR Vol | Contracts | Close | % Change | Open Interest | Reading | Option Chain |
| Info Edge (India) Ltd. | 3912.1 | 4800.00 | 102.26 | 0 | 0 | 118 | 0.350 | -65.00 | 21.88 K | Position UnWinding | OC |
| BANK NIFTY | 33642.4 | 42.00 K | 102.23 | 0.268 | 0.0122 | 4274 | 1.40 | -3.45 | 48.10 K | Position UnWinding | OC |
| Piramal Enterprises | 1688.1 | 2000.00 | 102.00 | 0 | 0 | 159 | 0.600 | -7.69 | 150.97 K | Position UnWinding | OC |
| BANK NIFTY | 33642.4 | 41.90 K | 101.87 | 0 | 0 | 1696 | 1.50 | 7.14 | 1700.00 | Short Covering | OC |
| BANK NIFTY | 33642.4 | 41.80 K | 101.47 | 0 | 0 | 577 | 1.60 | 10.34 | 4375.00 | Short Covering | OC |
| Indian Energy Exchange Ltd. | 167.15 | 195.00 | 101.30 | 0.231 | 0.078 | 102 | 0.100 | -50.00 | 1038.75 K | Position UnWinding | OC |
| Titan Company Ltd. | 1968.05 | 2400.00 | 100.86 | 0.160 | 0.065 | 230 | 0.200 | -50.00 | 249.00 K | Position UnWinding | OC |
| Oil & Natural Gas Corporation Ltd. | 149.35 | 170.00 | 100.85 | 0.070 | 0.0015 | 5457 | 0.200 | 300.00 | 10549.00 K | Short Covering | OC |
| L&T Technology Services | 3158.05 | 3800.00 | 100.64 | 0.084 | 0.0209 | 239 | 0.550 | -47.62 | 33.20 K | Position UnWinding | OC |
| Wipro Ltd. | 427.25 | 510.00 | 100.43 | 0.140 | 0.0131 | 153 | 0.100 | 0 | 669.60 K | Position UnWinding | OC |
| Adani Ports & Special Economic Zone Ltd. | 678.05 | 800.00 | 100.32 | 0.294 | 0.425 | 179 | 0.250 | 25.00 | 1117.50 K | Short Covering | OC |
| Asian Paints Ltd. | 2726.5 | 3300.00 | 99.94 | 0.141 | 0.0196 | 102 | 0.350 | -30.00 | 161.25 K | Position UnWinding | OC |
| IDFC First Bank Ltd. | 32.0 | 30.00 | 99.91 | 1.35 | 1.18 | 372 | 2.25 | 4.65 | 5550.00 K | Short Covering | OC |
| BANK NIFTY | 33642.4 | 41.70 K | 99.87 | 0 | 0 | 121 | 1.50 | 7.14 | 625.00 | Short Covering | OC |
| Gujarat Narmada Valley Fertilizers & Chemicals Ltd. | 601.2 | 700.00 | 99.82 | 0.146 | 0.0126 | 557 | 0.350 | -22.22 | 595.40 K | Short Build Up | OC |
| Name | Spot Price | Strike Price | Implied Volatility | PCR OI | PCR Vol | Contracts | Close | % Change | Open Interest | Reading | Option Chain |
| BANK NIFTY | 33642.4 | 41.60 K | 99.45 | 0 | 0 | 160 | 1.60 | 14.29 | 1025.00 | Short Covering | OC |
| Bajaj Finserv Ltd. | 11364.5 | 13.50 K | 99.18 | 0.084 | 0.0388 | 619 | 2.95 | -34.44 | 58.25 K | Position UnWinding | OC |
| Tata Steel Ltd. | 878.9 | 1040.00 | 98.55 | 0.137 | 0.148 | 677 | 0.250 | -28.57 | 810.48 K | Position UnWinding | OC |
| Reliance Industries Ltd. | 2527.7 | 3100.00 | 98.01 | 0.0026 | 0.0192 | 208 | 0.150 | -50.00 | 291.75 K | Position UnWinding | OC |
| BANK NIFTY | 33642.4 | 41.50 K | 97.85 | 0.0140 | 0.0026 | 2343 | 1.50 | -3.23 | 16.07 K | Position UnWinding | OC |
| Tata Consultancy Services Ltd. | 3318.15 | 4000.00 | 97.47 | 0.364 | 0.379 | 322 | 0.400 | 0 | 134.10 K | Position UnWinding | OC |
| Divi's Laboratories Ltd. | 3613.45 | 4400.00 | 96.36 | 0.0487 | 0.0088 | 228 | 0.250 | -54.55 | 43.10 K | Position UnWinding | OC |
| IDFC First Bank Ltd. | 32.0 | 36.00 | 96.22 | 0.247 | 0.0308 | 227 | 0.050 | 0 | 5838.60 K | Short Build Up | OC |
| Apollo Hospitals Enterprises Ltd. | 3837.35 | 4500.00 | 96.03 | 0 | 0 | 263 | 1.30 | -10.34 | 121.38 K | Position UnWinding | OC |