High Implied Volatility Call Options,Expiry date-30/04/2020, NSE

Name	Spot Price	Strike Price	Implied Volatility	PCR OI	PCR Vol	Contracts	Close	% Change	Open Interest	Reading	Option Chain
Yes Bank Ltd.	24.9	90.00	296.90	0	0	113	0.450	0	5464.80 K	Short Build Up	OC
Indiabulls Housing Finance	98.3	200.00	192.45	0	0	107	1.60	0	376.80 K	Position UnWinding	OC
Yes Bank Ltd.	24.9	30.00	180.28	0.329	0.051	175	2.55	-5.56	3748.80 K	Position UnWinding	OC
Indiabulls Housing Finance	98.3	140.00	179.24	0	0	162	5.45	-3.54	504.00 K	Position UnWinding	OC
IndusInd Bank Ltd.	395.4	350.00	176.41	4.86	9.83	115	88.00	-4.97	59.60 K	Position UnWinding	OC
Indiabulls Housing Finance	98.3	120.00	176.32	0.0316	0.0088	570	8.95	1.70	645.60 K	Position Build Up	OC
Indiabulls Housing Finance	98.3	110.00	174.01	0.121	0.0300	367	11.45	-0.866	139.20 K	Short Build Up	OC
Indiabulls Housing Finance	98.3	100.00	171.62	0.415	0.278	948	14.70	0.685	1122.00 K	Position Build Up	OC
Yes Bank Ltd.	24.9	25.00	169.94	0.502	0.253	158	3.95	-4.82	2349.60 K	Position UnWinding	OC
IndusInd Bank Ltd.	395.4	380.00	166.56	2.70	5.74	137	69.70	-7.31	32.00 K	Position UnWinding	OC
IndusInd Bank Ltd.	395.4	400.00	162.40	0.731	1.06	1895	59.45	-7.76	401.20 K	Short Build Up	OC
IndusInd Bank Ltd.	395.4	700.00	162.30	0	0	170	6.45	-7.19	311.60 K	Position UnWinding	OC
IndusInd Bank Ltd.	395.4	420.00	162.02	0.121	0.243	659	51.55	-6.36	52.80 K	Short Build Up	OC
IndusInd Bank Ltd.	395.4	440.00	161.72	0.116	0.094	533	44.60	-7.28	44.80 K	Short Build Up	OC
RBL Bank	120.85	130.00	160.96	0.272	0.192	386	15.00	-5.66	253.50 K	Position UnWinding	OC
RBL Bank	120.85	120.00	160.95	1.03	1.51	380	18.90	-5.50	217.50 K	Short Build Up	OC

Name	Spot Price	Strike Price	Implied Volatility	PCR OI	PCR Vol	Contracts	Close	% Change	Open Interest	Reading	Option Chain
IndusInd Bank Ltd.	395.4	450.00	159.05	0.097	0.0410	1269	40.50	-7.64	173.60 K	Short Build Up	OC
IndusInd Bank Ltd.	395.4	600.00	158.67	0.0081	0.0113	355	12.80	-8.90	248.00 K	Position UnWinding	OC
RBL Bank	120.85	140.00	157.99	0.183	0.091	506	11.50	-8.73	312.00 K	Short Build Up	OC
RBL Bank	120.85	200.00	157.95	0	0	110	2.50	-19.35	325.50 K	Position UnWinding	OC
IndusInd Bank Ltd.	395.4	500.00	157.47	0.070	0.0174	1663	27.30	-7.30	489.20 K	Position UnWinding	OC
IndusInd Bank Ltd.	395.4	460.00	157.41	0.0400	0.0070	142	37.00	-9.65	20.00 K	Short Build Up	OC
RBL Bank	120.85	150.00	156.80	0.102	0.053	263	8.85	-11.94	279.00 K	Short Build Up	OC
IndusInd Bank Ltd.	395.4	550.00	156.73	0	0	256	18.30	-6.63	129.60 K	Short Build Up	OC
RBL Bank	120.85	160.00	156.15	0.132	0.075	146	6.80	-15.00	399.00 K	Short Build Up	OC
Bandhan Bank Ltd.	192.25	200.00	145.14	0.741	0.413	286	23.60	-15.71	226.80 K	Short Build Up	OC
Mahindra & Mahindra Financial Services Ltd.	166.4	200.00	127.08	0	0	260	9.35	49.60	123.20 K	Position Build Up	OC
Mahindra & Mahindra Financial Services Ltd.	166.4	180.00	125.98	0.0164	0.0044	228	14.80	33.94	97.60 K	Position Build Up	OC
Equitas Holdings Ltd.	40.2	45.00	121.56	0	0	114	2.95	37.21	181.30 K	Position Build Up	OC
NCC Ltd.	20.15	25.00	121.07	0	0	189	0.850	70.00	675.00 K	Position Build Up	OC
Tata Motors Ltd.	74.6	120.00	119.04	0	0	104	0.550	83.33	946.00 K	Position Build Up	OC

Name	Spot Price	Strike Price	Implied Volatility	PCR OI	PCR Vol	Contracts	Close	% Change	Open Interest	Reading	Option Chain
NCC Ltd.	20.15	20.00	117.42	0.291	0.105	333	2.30	53.33	1791.00 K	Short Covering	OC
Glenmark Pharmaceuticals Ltd.	247.65	300.00	115.19	0	0	599	11.00	33.33	221.20 K	Position Build Up	OC
L&T Finance Holdings Ltd.	57.2	65.00	114.56	0	0	120	3.50	42.86	268.80 K	Position Build Up	OC
Ashok Leyland Ltd.	45.65	45.00	114.07	0.706	0.500	276	5.20	18.18	1280.00 K	Position Build Up	OC
L&T Finance Holdings Ltd.	57.2	70.00	113.62	0	0	173	2.30	48.39	576.80 K	Position Build Up	OC
Jindal Steel & Power Ltd.	91.6	90.00	112.79	0.453	0.389	311	10.75	48.28	530.00 K	Position Build Up	OC
L&T Finance Holdings Ltd.	57.2	60.00	111.40	0.0466	0.0238	1347	4.95	28.57	2044.00 K	Position Build Up	OC
Jindal Steel & Power Ltd.	91.6	85.00	110.45	1.00	0.987	155	13.15	39.15	255.00 K	Short Covering	OC
Motherson Sumi Systems Ltd.	66.05	60.00	109.83	0.591	0.305	692	10.05	107.22	745.00 K	Short Covering	OC
Jindal Steel & Power Ltd.	91.6	100.00	109.73	0.050	0.0145	551	6.50	52.94	895.00 K	Position Build Up	OC
Jindal Steel & Power Ltd.	91.6	95.00	109.71	0.188	0.057	159	8.30	49.55	240.00 K	Position Build Up	OC
Ashok Leyland Ltd.	45.65	47.50	109.64	0.207	0.0073	137	3.95	19.70	232.00 K	Short Covering	OC
Tata Motors Ltd.	74.6	110.00	109.50	0.194	0.0262	191	0.750	66.67	842.80 K	Position Build Up	OC
Federal Bank Ltd.	40.95	45.00	109.02	0	0	172	2.75	-3.51	693.00 K	Short Build Up	OC
Jindal Steel & Power Ltd.	91.6	110.00	108.13	0	0	214	3.75	47.06	400.00 K	Position Build Up	OC

Name	Spot Price	Strike Price	Implied Volatility	PCR OI	PCR Vol	Contracts	Close	% Change	Open Interest	Reading	Option Chain
Aurobindo Pharma Ltd.	460.2	700.00	108.09	0	0	193	3.35	55.81	114.00 K	Position Build Up	OC
Cadila Healthcare Ltd.	351.1	360.00	107.70	0.0341	0.065	523	32.55	-6.06	387.20 K	Position UnWinding	OC
L&T Finance Holdings Ltd.	57.2	55.00	107.55	0.344	0.223	336	6.95	26.36	358.40 K	Short Covering	OC
Tata Motors Ltd.	74.6	100.00	107.44	0	0	1245	1.45	93.33	2377.90 K	Position Build Up	OC
Canara Bank	91.8	90.00	107.33	0.479	0.231	264	10.40	28.40	184.60 K	Position Build Up	OC
Tata Motors Ltd.	74.6	65.00	107.30	8.03	4.03	171	13.10	61.73	283.80 K	Short Covering	OC
Motherson Sumi Systems Ltd.	66.05	80.00	106.98	0	0	119	2.45	122.73	140.00 K	Position Build Up	OC
Piramal Enterprises	958.4	1000.00	106.29	0	0	239	80.55	2.35	34.61 K	Position Build Up	OC
Cadila Healthcare Ltd.	351.1	400.00	106.14	0	0	279	18.65	0	272.80 K	NA	OC
Glenmark Pharmaceuticals Ltd.	247.65	250.00	105.79	0.115	0.0230	566	24.30	21.80	158.20 K	Short Covering	OC
Cadila Healthcare Ltd.	351.1	350.00	105.78	0.189	0.127	142	36.25	-5.97	81.40 K	Position UnWinding	OC
Motherson Sumi Systems Ltd.	66.05	70.00	105.47	0.0138	0.0055	549	5.05	124.44	725.00 K	Position Build Up	OC
Ashok Leyland Ltd.	45.65	50.00	105.40	0.119	0.0395	456	2.90	18.37	2344.00 K	Position Build Up	OC
Zee Entertainment Enterprises Ltd.	149.85	140.00	105.34	0.561	0.481	268	20.15	25.55	209.10 K	Short Covering	OC
Motherson Sumi Systems Ltd.	66.05	65.00	104.19	0.068	0.0100	702	7.05	123.81	370.00 K	Short Covering	OC

Name	Spot Price	Strike Price	Implied Volatility	PCR OI	PCR Vol	Contracts	Close	% Change	Open Interest	Reading	Option Chain
Tata Motors Ltd.	74.6	95.00	104.09	0.066	0.0040	252	1.90	90.00	584.80 K	Position Build Up	OC
Ashok Leyland Ltd.	45.65	60.00	102.77	0	0	221	0.850	13.33	1440.00 K	Position Build Up	OC
Tata Motors Ltd.	74.6	90.00	102.76	0.060	0.0043	1384	2.65	96.30	2072.60 K	Position Build Up	OC
Axis Bank Ltd.	420.15	380.00	102.24	1.83	4.79	344	63.15	39.10	270.00 K	Short Covering	OC
Aurobindo Pharma Ltd.	460.2	640.00	102.15	0	0	121	5.60	124.00	34.00 K	Position Build Up	OC
LIC Housing Finance Ltd.	255.35	240.00	102.13	0.514	0.057	1013	32.75	111.97	45.50 K	Position Build Up	OC
Canara Bank	91.8	100.00	101.78	0.0210	0.0019	533	5.90	38.82	371.80 K	Position Build Up	OC
Tata Motors Ltd.	74.6	80.00	101.54	0.123	0.0159	3336	5.20	79.31	3676.50 K	Position Build Up	OC
Vedanta Ltd	76.8	65.00	101.48	5.82	2.72	187	14.05	48.68	213.50 K	Short Covering	OC
Tata Motors Ltd.	74.6	77.50	101.19	0.053	0.0355	423	6.10	76.81	322.50 K	Short Covering	OC
Tata Motors Ltd.	74.6	82.50	100.92	0	0	146	4.35	67.31	387.00 K	Position Build Up	OC
Ashok Leyland Ltd.	45.65	55.00	100.77	0	0	182	1.50	20.00	1560.00 K	Position Build Up	OC
Tata Motors Ltd.	74.6	72.50	100.63	0.481	0.686	334	8.30	72.92	339.70 K	Short Covering	OC
Glenmark Pharmaceuticals Ltd.	247.65	240.00	100.56	0.129	0.0297	101	27.80	19.06	86.80 K	Short Covering	OC
Tata Motors Ltd.	74.6	75.00	100.46	0.234	0.207	2550	7.10	75.31	2003.80 K	Short Covering	OC
Name	Spot Price	Strike Price	Implied Volatility	PCR OI	PCR Vol	Contracts	Close	% Change	Open Interest	Reading	Option Chain
IDFC First Bank Ltd.	22.05	30.00	100.41	0	0	118	0.300	50.00	2160.00 K	Position Build Up	OC
Tata Motors Ltd.	74.6	70.00	100.17	1.50	0.981	1370	9.60	68.42	1492.10 K	Short Covering	OC
Tata Motors Ltd.	74.6	85.00	100.11	0.0272	0.0059	1192	3.60	75.61	1737.20 K	Position Build Up	OC
LIC Housing Finance Ltd.	255.35	250.00	99.80	0.195	0.0363	854	27.00	137.89	100.10 K	Position Build Up	OC
Canara Bank	91.8	120.00	99.78	0	0	111	1.70	70.00	208.00 K	Short Covering	OC
State Bank of India	187.75	300.00	99.56	0.107	0.0064	469	0.550	-8.33	4644.00 K	Position UnWinding	OC
Aurobindo Pharma Ltd.	460.2	600.00	98.09	0	0	618	8.20	56.19	180.00 K	Position Build Up	OC
LIC Housing Finance Ltd.	255.35	260.00	97.99	0.0370	0.0048	631	22.00	161.90	105.30 K	Position Build Up	OC
Vedanta Ltd	76.8	75.00	97.92	0.435	0.392	1364	7.85	67.02	1214.50 K	Position Build Up	OC
Aurobindo Pharma Ltd.	460.2	580.00	97.42	0	0	105	10.45	37.50	27.00 K	Position Build Up	OC
Bharat Forge Ltd.	245.55	300.00	97.39	0	0	393	6.95	10.32	499.20 K	Short Covering	OC
Axis Bank Ltd.	420.15	400.00	97.26	0.732	1.28	1552	49.75	41.13	626.40 K	Position Build Up	OC
Bharat Heavy Electricals Ltd.	22.35	25.00	97.16	0	0	179	1.10	22.22	2048.80 K	Position Build Up	OC
Bajaj Finance	2551.85	2300.00	96.16	1.90	1.81	345	375.45	47.79	46.00 K	Short Covering	OC
Vedanta Ltd	76.8	70.00	96.12	0.797	0.918	782	10.45	55.97	931.00 K	Short Covering	OC
Name	Spot Price	Strike Price	Implied Volatility	PCR OI	PCR Vol	Contracts	Close	% Change	Open Interest	Reading	Option Chain
Bharat Forge Ltd.	245.55	290.00	95.84	0	0	114	8.50	3.66	89.70 K	Position Build Up	OC
IDFC First Bank Ltd.	22.05	25.00	95.57	0	0	128	1.00	25.00	2208.00 K	Position Build Up	OC
Bajaj Finance	2551.85	2200.00	95.52	4.35	5.59	108	441.20	43.71	35.50 K	Short Covering	OC
Bharat Forge Ltd.	245.55	270.00	95.44	0	0	103	13.40	36.73	161.20 K	Short Covering	OC
Aurobindo Pharma Ltd.	460.2	560.00	95.28	0	0	140	12.80	32.64	29.00 K	Position Build Up	OC
LIC Housing Finance Ltd.	255.35	270.00	95.02	0.0164	0.0029	346	17.35	184.43	79.30 K	Position Build Up	OC
Hindalco Industries Ltd.	107.55	100.00	94.20	1.38	2.25	117	13.75	38.89	322.00 K	Position Build Up	OC
Bajaj Finance	2551.85	2400.00	93.76	1.47	1.10	547	310.15	53.62	39.00 K	Short Covering	OC
Vedanta Ltd	76.8	77.50	93.74	0	0	281	6.40	66.23	255.50 K	Position Build Up	OC

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High Implied Volatility Call Options ,Expiry date-30/04/2020, NSE