Technicals Stability Returns
| Position Build Up- Call Options, Expiry 24/11/2022 | Position Build Up- Call Options, Expiry 29/12/2022 |
| Name | Spot Price | Strike Price | Contracts | Implied Volatility | PCR OI | PCR Vol | Close | % Change | Open Interest | Option Chain |
|---|---|---|---|---|---|---|---|---|---|---|
| S&P CNX NIFTY | 17094.3 | 17.00 K | 96558 | 16.98 | 1.25 | 1.05 | 407.20 | 37.31 | 1993.95 K | OC |
| S&P CNX NIFTY | 17094.3 | 17.50 K | 74842 | 16.67 | 0.566 | 0.177 | 176.20 | 44.25 | 1787.95 K | OC |
| S&P CNX NIFTY | 17094.3 | 18.00 K | 73485 | 16.41 | 0.266 | 0.0417 | 58.70 | 35.72 | 2452.10 K | OC |
| BANK NIFTY | 38631.9 | 40.00 K | 60145 | 21.84 | 0.357 | 0.057 | 455.00 | 73.80 | 360.52 K | OC |
| S&P CNX NIFTY | 17094.3 | 16.80 K | 50924 | 17.08 | 1.97 | 1.30 | 533.60 | 34.22 | 736.35 K | OC |
| BANK NIFTY | 38631.9 | 39.00 K | 45116 | 22.95 | 0.758 | 0.278 | 872.95 | 66.04 | 304.95 K | OC |
| Reliance Industries Ltd. | 2377.75 | 2400.00 | 40816 | 25.86 | 0.596 | 0.171 | 61.20 | 30.21 | 2215.75 K | OC |
| S&P CNX NIFTY | 17094.3 | 17.20 K | 35274 | 16.88 | 0.694 | 0.518 | 300.35 | 41.21 | 574.60 K | OC |
| S&P CNX NIFTY | 17094.3 | 17.10 K | 33492 | 17.04 | 0.943 | 0.873 | 353.30 | 39.89 | 714.65 K | OC |
| BANK NIFTY | 38631.9 | 39.50 K | 27941 | 22.37 | 0.503 | 0.100 | 642.05 | 70.99 | 184.70 K | OC |
| S&P CNX NIFTY | 17094.3 | 17.80 K | 27844 | 16.36 | 0.207 | 0.0246 | 92.25 | 45.16 | 571.15 K | OC |
| BANK NIFTY | 38631.9 | 38.50 K | 27185 | 23.69 | 1.13 | 0.850 | 1151.35 | 59.24 | 174.50 K | OC |
| BANK NIFTY | 38631.9 | 40.50 K | 25115 | 21.41 | 0.275 | 0.062 | 311.00 | 73.55 | 178.88 K | OC |
| S&P CNX NIFTY | 17094.3 | 18.20 K | 21210 | 16.35 | 0.110 | 0.0116 | 35.20 | 22.01 | 706.00 K | OC |
| S&P CNX NIFTY | 17094.3 | 17.70 K | 19816 | 16.38 | 0.653 | 0.082 | 114.65 | 45.96 | 518.45 K | OC |
| BANK NIFTY | 38631.9 | 41.50 K | 19261 | 21.56 | 0.273 | 0.0331 | 147.60 | 56.94 | 190.70 K | OC |
| Name | Spot Price | Strike Price | Contracts | Implied Volatility | PCR OI | PCR Vol | Close | % Change | Open Interest | Option Chain |
| Infosys Ltd. | 1413.45 | 1400.00 | 18522 | 29.70 | 0.459 | 0.163 | 54.45 | 11.92 | 2280.00 K | OC |
| BANK NIFTY | 38631.9 | 43.00 K | 17841 | 22.19 | 1.11 | 0.127 | 45.05 | 12.77 | 482.88 K | OC |
| S&P CNX NIFTY | 17094.3 | 17.40 K | 16939 | 16.68 | 0.428 | 0.172 | 211.50 | 44.02 | 316.35 K | OC |
| Bharti Airtel Ltd. | 799.9 | 800.00 | 15502 | 24.70 | 0.174 | 0.098 | 23.10 | 156.67 | 2453.85 K | OC |
| BANK NIFTY | 38631.9 | 37.50 K | 15298 | 24.66 | 2.63 | 2.70 | 1798.75 | 48.31 | 115.95 K | OC |
| S&P CNX NIFTY | 17094.3 | 18.10 K | 15002 | 16.39 | 0.088 | 0.0119 | 45.85 | 27.54 | 344.50 K | OC |
| S&P CNX NIFTY | 17094.3 | 16.70 K | 13279 | 17.01 | 4.89 | 2.19 | 601.85 | 33.34 | 158.70 K | OC |
| Reliance Industries Ltd. | 2377.75 | 2600.00 | 12872 | 28.36 | 0.157 | 0.0272 | 13.10 | 19.63 | 2673.75 K | OC |
| Tata Consultancy Services Ltd. | 3004.55 | 3000.00 | 12668 | 28.51 | 0.840 | 0.305 | 100.35 | 2.24 | 674.55 K | OC |
| S&P CNX NIFTY | 17094.3 | 18.30 K | 12247 | 16.57 | 0.061 | 0.0247 | 28.50 | 10.89 | 288.10 K | OC |
| S&P CNX NIFTY | 17094.3 | 17.90 K | 12204 | 16.31 | 0.355 | 0.0426 | 73.00 | 40.38 | 229.50 K | OC |
| S&P CNX NIFTY | 17094.3 | 18.40 K | 11766 | 16.85 | 0.0451 | 0.0051 | 23.45 | 4.45 | 341.15 K | OC |
| Reliance Industries Ltd. | 2377.75 | 2420.00 | 11731 | 25.85 | 0.318 | 0.087 | 52.50 | 30.76 | 410.00 K | OC |
| Infosys Ltd. | 1413.45 | 1500.00 | 11484 | 32.06 | 0.189 | 0.0247 | 19.70 | 13.22 | 2551.80 K | OC |
| Reliance Industries Ltd. | 2377.75 | 2440.00 | 10161 | 25.87 | 0.435 | 0.0270 | 44.80 | 31.38 | 437.50 K | OC |
| Name | Spot Price | Strike Price | Contracts | Implied Volatility | PCR OI | PCR Vol | Close | % Change | Open Interest | Option Chain |
| Hindalco Industries Ltd. | 390.55 | 400.00 | 9492 | 37.52 | 0.181 | 0.075 | 12.40 | 57.96 | 3100.30 K | OC |
| Tata Consultancy Services Ltd. | 3004.55 | 3100.00 | 8661 | 28.71 | 0.326 | 0.0365 | 58.50 | 2.36 | 654.30 K | OC |
| HDFC Bank Ltd. | 1421.35 | 1500.00 | 8556 | 23.13 | 0.262 | 0.072 | 11.10 | 46.05 | 2222.55 K | OC |
| Tata Consultancy Services Ltd. | 3004.55 | 3200.00 | 8266 | 29.06 | 0.197 | 0.0096 | 31.90 | 2.08 | 867.30 K | OC |
| State Bank of India | 530.6 | 540.00 | 8165 | 30.23 | 0.520 | 0.152 | 14.05 | 16.60 | 1731.00 K | OC |
| HDFC Bank Ltd. | 1421.35 | 1420.00 | 8124 | 22.55 | 0.462 | 0.370 | 38.15 | 54.45 | 687.50 K | OC |
| HDFC Bank Ltd. | 1421.35 | 1440.00 | 8080 | 22.56 | 0.319 | 0.194 | 28.75 | 57.53 | 892.10 K | OC |
| State Bank of India | 530.6 | 530.00 | 8018 | 30.67 | 0.662 | 0.433 | 18.90 | 15.24 | 1627.50 K | OC |
| Reliance Industries Ltd. | 2377.75 | 2480.00 | 7586 | 25.93 | 0.257 | 0.0083 | 32.00 | 30.61 | 559.25 K | OC |
| Sun Pharmaceutical Industries Ltd. | 948.65 | 950.00 | 7525 | 26.34 | 0.194 | 0.102 | 28.20 | 14.40 | 983.50 K | OC |
| Infosys Ltd. | 1413.45 | 1440.00 | 7456 | 30.46 | 0.210 | 0.069 | 36.65 | 13.82 | 1059.90 K | OC |
| Power Grid Corporation of India Ltd. | 212.2 | 220.00 | 7433 | 32.19 | 0.290 | 0.135 | 4.20 | 18.31 | 2613.60 K | OC |
| State Bank of India | 530.6 | 550.00 | 7433 | 29.99 | 0.409 | 0.051 | 10.20 | 16.57 | 3684.00 K | OC |
| Infosys Ltd. | 1413.45 | 1460.00 | 7353 | 30.93 | 0.217 | 0.065 | 29.85 | 14.81 | 963.30 K | OC |
| Bharti Airtel Ltd. | 799.9 | 820.00 | 7320 | 25.63 | 0.0250 | 0.0117 | 15.15 | 156.78 | 1972.20 K | OC |
| Name | Spot Price | Strike Price | Contracts | Implied Volatility | PCR OI | PCR Vol | Close | % Change | Open Interest | Option Chain |
| Tata Steel Ltd. | 99.3 | 110.00 | 6994 | 46.78 | 0.172 | 0.0106 | 1.60 | 3.23 | 20128.00 K | OC |
| Infosys Ltd. | 1413.45 | 1420.00 | 6867 | 30.17 | 0.456 | 0.061 | 45.00 | 12.78 | 513.60 K | OC |
| Bajaj Finance | 7335.75 | 7500.00 | 6826 | 35.12 | 0.289 | 0.0214 | 221.15 | 47.09 | 227.00 K | OC |
| Housing Development Finance Corporation Ltd. | 2287.75 | 2300.00 | 6751 | 24.97 | 0.938 | 0.241 | 60.10 | 53.32 | 355.20 K | OC |
| Maruti Suzuki India Ltd. | 8828.15 | 9000.00 | 6723 | 30.63 | 0.176 | 0.0350 | 233.00 | 32.12 | 244.40 K | OC |
| Lupin Ltd. | 679.85 | 700.00 | 6661 | 34.36 | 0.087 | 0.0126 | 17.95 | 60.99 | 745.45 K | OC |
| HDFC Bank Ltd. | 1421.35 | 1460.00 | 6386 | 22.57 | 0.284 | 0.0429 | 21.10 | 58.05 | 718.30 K | OC |
| UltraTech Cement Ltd. | 6255.1 | 6300.00 | 6373 | 33.38 | 0.323 | 0.137 | 217.50 | 12.96 | 60.70 K | OC |
| Lupin Ltd. | 679.85 | 680.00 | 6305 | 34.51 | 0.346 | 0.083 | 26.75 | 49.44 | 353.60 K | OC |
| Bharti Airtel Ltd. | 799.9 | 810.00 | 6186 | 25.42 | 0.098 | 0.0268 | 19.00 | 163.89 | 1049.75 K | OC |
| Tata Steel Ltd. | 99.3 | 100.00 | 6064 | 45.00 | 0.528 | 0.204 | 4.55 | 13.75 | 11432.50 K | OC |
| Granules India | 345.35 | 340.00 | 5873 | 44.25 | 0.459 | 0.103 | 19.95 | 71.98 | 666.00 K | OC |
| Axis Bank Ltd. | 733.2 | 730.00 | 5780 | 31.03 | 0.446 | 0.258 | 27.95 | 28.51 | 1250.40 K | OC |
| Reliance Industries Ltd. | 2377.75 | 2700.00 | 5678 | 31.20 | 0.138 | 0.0100 | 7.10 | 10.08 | 1318.00 K | OC |
| BANK NIFTY | 38631.9 | 38.70 K | 5583 | 23.45 | 0.759 | 0.768 | 1037.65 | 61.96 | 32.23 K | OC |
| Name | Spot Price | Strike Price | Contracts | Implied Volatility | PCR OI | PCR Vol | Close | % Change | Open Interest | Option Chain |
| Bharti Airtel Ltd. | 799.9 | 850.00 | 5577 | 27.71 | 0.0015 | 0.0004 | 8.15 | 143.28 | 1237.85 K | OC |
| Punjab National Bank | 36.55 | 40.00 | 5557 | 46.38 | 0.267 | 0.0119 | 0.700 | 40.00 | 26272.00 K | OC |
| Bajaj Finance | 7335.75 | 8000.00 | 5214 | 34.56 | 0.051 | 0.0100 | 75.45 | 41.82 | 241.25 K | OC |
| UltraTech Cement Ltd. | 6255.1 | 6500.00 | 5141 | 33.15 | 0.146 | 0.0082 | 136.15 | 14.17 | 116.80 K | OC |
| Axis Bank Ltd. | 733.2 | 750.00 | 5088 | 30.18 | 0.463 | 0.063 | 18.10 | 25.26 | 1332.00 K | OC |
| Bajaj Finance | 7335.75 | 7600.00 | 4897 | 34.67 | 0.242 | 0.0214 | 179.80 | 46.48 | 98.62 K | OC |
| ICICI Bank Ltd. | 862.0 | 860.00 | 4692 | 26.30 | 0.473 | 0.412 | 27.40 | 30.17 | 1441.00 K | OC |
| Bharti Airtel Ltd. | 799.9 | 780.00 | 4614 | 22.55 | 0.668 | 0.365 | 33.10 | 148.87 | 739.10 K | OC |
| BANK NIFTY | 38631.9 | 38.80 K | 4603 | 23.45 | 0.541 | 0.482 | 988.20 | 66.39 | 30.43 K | OC |
| Bharti Airtel Ltd. | 799.9 | 900.00 | 4602 | 31.44 | 0.0017 | 0.0013 | 3.10 | 82.35 | 1121.00 K | OC |
| Hindalco Industries Ltd. | 390.55 | 410.00 | 4507 | 37.51 | 0.054 | 0.0355 | 8.85 | 53.91 | 1634.00 K | OC |
| Reliance Industries Ltd. | 2377.75 | 2520.00 | 4379 | 26.51 | 0.227 | 0.0107 | 23.30 | 27.67 | 235.25 K | OC |
| Sun Pharmaceutical Industries Ltd. | 948.65 | 940.00 | 4368 | 26.53 | 0.382 | 0.243 | 33.65 | 15.83 | 320.60 K | OC |
| Bajaj Finance | 7335.75 | 7300.00 | 4333 | 35.26 | 1.33 | 0.317 | 314.50 | 42.47 | 109.38 K | OC |
| Lupin Ltd. | 679.85 | 670.00 | 4326 | 34.83 | 0.740 | 0.306 | 32.25 | 46.59 | 306.85 K | OC |
| Name | Spot Price | Strike Price | Contracts | Implied Volatility | PCR OI | PCR Vol | Close | % Change | Open Interest | Option Chain |
| Hindalco Industries Ltd. | 390.55 | 390.00 | 4277 | 38.14 | 0.596 | 0.304 | 17.15 | 57.34 | 457.95 K | OC |
| State Bank of India | 530.6 | 560.00 | 4221 | 30.33 | 0.227 | 0.0197 | 7.45 | 16.41 | 1795.50 K | OC |
| Larsen & Toubro Ltd. | 1847.7 | 1900.00 | 4182 | 24.70 | 0.356 | 0.067 | 30.70 | 38.29 | 416.10 K | OC |
| BANK NIFTY | 38631.9 | 38.30 K | 4125 | 23.49 | 0.562 | 0.768 | 1253.20 | 54.74 | 18.68 K | OC |
| Bajaj Finance | 7335.75 | 7400.00 | 4123 | 35.18 | 0.234 | 0.083 | 264.95 | 44.82 | 122.12 K | OC |
| HDFC Bank Ltd. | 1421.35 | 1480.00 | 4084 | 22.75 | 0.320 | 0.0455 | 15.30 | 54.55 | 598.40 K | OC |
| Axis Bank Ltd. | 733.2 | 740.00 | 4074 | 30.16 | 0.339 | 0.132 | 22.35 | 25.21 | 807.60 K | OC |
| Wipro Ltd. | 394.25 | 400.00 | 4074 | 37.18 | 0.693 | 0.171 | 13.40 | 1.52 | 2648.00 K | OC |
| Reliance Industries Ltd. | 2377.75 | 2560.00 | 3984 | 27.27 | 0.239 | 0.0023 | 17.15 | 24.28 | 347.25 K | OC |
| Housing Development Finance Corporation Ltd. | 2287.75 | 2400.00 | 3964 | 24.48 | 0.399 | 0.059 | 23.60 | 51.28 | 443.70 K | OC |
| Infosys Ltd. | 1413.45 | 1380.00 | 3942 | 29.00 | 0.773 | 0.725 | 65.00 | 11.68 | 315.60 K | OC |
| State Bank of India | 530.6 | 535.00 | 3926 | 30.42 | 0.305 | 0.133 | 16.35 | 15.14 | 885.00 K | OC |
| BANK NIFTY | 38631.9 | 38.40 K | 3905 | 23.49 | 0.717 | 0.620 | 1197.30 | 57.37 | 12.70 K | OC |
| DLF Ltd. | 356.7 | 360.00 | 3892 | 43.11 | 0.276 | 0.149 | 15.80 | 17.91 | 1135.20 K | OC |
| State Bank of India | 530.6 | 520.00 | 3880 | 31.33 | 1.31 | 1.20 | 24.75 | 17.02 | 1086.00 K | OC |
| Name | Spot Price | Strike Price | Contracts | Implied Volatility | PCR OI | PCR Vol | Close | % Change | Open Interest | Option Chain |
| India Cements Ltd. | 269.1 | 300.00 | 3808 | 62.98 | 0.0034 | 0.0005 | 8.05 | 172.88 | 1690.70 K | OC |
| ACC Ltd. | 2415.65 | 2400.00 | 3803 | 40.30 | 0.515 | 0.212 | 116.45 | 10.90 | 154.50 K | OC |
| Power Grid Corporation of India Ltd. | 212.2 | 215.00 | 3799 | 32.23 | 0.317 | 0.342 | 6.05 | 21.00 | 1549.80 K | OC |
| Reliance Industries Ltd. | 2377.75 | 2800.00 | 3767 | 34.17 | 0.103 | 0.0287 | 4.25 | 3.66 | 910.25 K | OC |
| Reliance Industries Ltd. | 2377.75 | 2540.00 | 3766 | 26.81 | 0.186 | 0.0173 | 19.85 | 25.63 | 419.00 K | OC |
| India Cements Ltd. | 269.1 | 270.00 | 3760 | 61.99 | 0.273 | 0.065 | 18.20 | 133.33 | 817.80 K | OC |
| BANK NIFTY | 38631.9 | 38.60 K | 3751 | 23.32 | 1.41 | 1.16 | 1083.10 | 58.91 | 18.48 K | OC |
| Maruti Suzuki India Ltd. | 8828.15 | 8800.00 | 3741 | 30.73 | 0.410 | 0.218 | 326.45 | 29.18 | 78.70 K | OC |
| Infosys Ltd. | 1413.45 | 1480.00 | 3739 | 31.47 | 0.103 | 0.0139 | 24.25 | 13.58 | 451.50 K | OC |
