Low Implied Volatility Put Options,Expiry date-29/06/2023, NSE

Low Implied Volatility Put Options ,Expiry date-29/06/2023, NSE

Name	Spot Price	Strike Price	Implied Volatility	PCR OI	PCR Vol	Contracts	Close	% Change	Open Interest	Reading	Option Chain
Tata Power Co. Ltd.	219.05	205.00	0.209	2.99	8.94	101	14.65	24.68	1235.25 K	Short Covering	OC
IDFC First Bank Ltd.	73.7	70.00	0.278	0.994	1.58	393	3.95	9.72	7905.00 K	Short Covering	OC
Hindustan Unilever Ltd.	2695.8	2600.00	0.931	0.996	4.22	285	97.10	-15.45	302.70 K	Short Build Up	OC
Tata Chemicals Ltd.	995.55	950.00	1.02	2.66	2.63	1308	46.25	76.53	150.50 K	Short Covering	OC
Kotak Mahindra Bank Ltd.	1924.9	1800.00	2.48	18.63	2.85	373	129.25	-6.95	50.40 K	Position UnWinding	OC
Tata Communications Ltd.	1383.0	1300.00	2.96	1.05	6.52	111	79.60	10.25	171.50 K	Short Covering	OC
Hindustan Unilever Ltd.	2695.8	2640.00	7.86	1.30	3.43	217	67.10	-20.69	61.20 K	Position UnWinding	OC
S&P CNX NIFTY	18593.8	19.30 K	8.58	0.0092	0.0026	18247	12.00	14.83	1035.20 K	Position Build Up	OC
S&P CNX NIFTY	18593.8	19.25 K	8.60	0.084	0.0231	2601	15.70	10.95	59.05 K	Position Build Up	OC
S&P CNX NIFTY	18593.8	19.20 K	8.65	0.0489	0.0101	22078	20.70	15.00	1417.05 K	Position Build Up	OC
S&P CNX NIFTY	18593.8	19.15 K	8.68	0.0418	0.0119	4552	26.60	16.16	168.75 K	Position Build Up	OC
S&P CNX NIFTY	18593.8	19.35 K	8.71	0.052	0.0259	1545	9.80	10.73	72.90 K	Position Build Up	OC
S&P CNX NIFTY	18593.8	19.10 K	8.75	0.0470	0.0079	27559	34.20	17.32	1367.45 K	Position Build Up	OC
S&P CNX NIFTY	18593.8	19.05 K	8.81	0.0277	0.0054	5226	43.35	16.85	178.50 K	Position Build Up	OC
S&P CNX NIFTY	18593.8	19.40 K	8.83	0.0120	0.0081	8592	8.00	13.48	718.85 K	Short Covering	OC
S&P CNX NIFTY	18593.8	19.00 K	9.01	0.237	0.205	47755	56.05	15.93	4042.20 K	Position Build Up	OC
S&P CNX NIFTY	18593.8	18.95 K	9.04	0.088	0.063	6728	68.40	17.53	290.70 K	Position Build Up	OC
S&P CNX NIFTY	18593.8	19.45 K	9.16	0.086	0.0029	687	7.35	5.00	37.30 K	Short Covering	OC
S&P CNX NIFTY	18593.8	18.90 K	9.19	0.140	0.159	25444	84.75	16.33	1083.05 K	Short Covering	OC
S&P CNX NIFTY	18593.8	18.85 K	9.40	0.125	0.076	5133	104.15	15.27	195.95 K	Position Build Up	OC
S&P CNX NIFTY	18593.8	19.50 K	9.53	0.136	0.0388	11714	7.00	4.48	1677.75 K	Short Covering	OC
S&P CNX NIFTY	18593.8	18.80 K	9.60	0.311	0.440	36128	125.95	17.77	1502.80 K	Short Covering	OC
Hindustan Unilever Ltd.	2695.8	2660.00	9.83	0.441	1.65	625	54.50	-21.81	152.40 K	Position UnWinding	OC
Tata Chemicals Ltd.	995.55	960.00	9.87	1.69	2.11	1273	38.95	77.45	133.00 K	Short Covering	OC
S&P CNX NIFTY	18593.8	18.75 K	9.92	0.266	0.489	4817	152.00	17.69	164.75 K	Position Build Up	OC
S&P CNX NIFTY	18593.8	18.70 K	10.04	0.651	0.932	48668	176.80	14.69	1333.15 K	Position Build Up	OC
S&P CNX NIFTY	18593.8	19.60 K	10.25	0.172	0.0140	2563	6.30	8.62	22.05 K	Short Covering	OC
S&P CNX NIFTY	18593.8	18.65 K	10.32	0.890	1.03	9549	206.55	13.58	173.95 K	Short Covering	OC
S&P CNX NIFTY	18593.8	18.60 K	10.56	0.868	1.34	58269	237.45	13.83	1892.30 K	Position Build Up	OC
Hindustan Unilever Ltd.	2695.8	2680.00	10.76	0.573	1.42	1001	43.20	-25.65	113.10 K	Short Build Up	OC
S&P CNX NIFTY	18593.8	18.55 K	10.83	1.62	1.51	4349	270.85	13.42	116.80 K	Short Covering	OC
S&P CNX NIFTY	18593.8	19.70 K	11.01	0.055	0.0004	2283	5.95	8.18	201.15 K	Short Covering	OC
S&P CNX NIFTY	18593.8	18.50 K	11.05	1.21	1.95	31727	304.85	12.64	2141.65 K	Short Covering	OC
BANK NIFTY	44101.6	45.70 K	11.05	0	0	3388	85.15	6.11	59.12 K	Position Build Up	OC
BANK NIFTY	44101.6	45.60 K	11.06	0.0419	0.0292	3361	99.10	8.42	66.90 K	Position Build Up	OC
BANK NIFTY	44101.6	45.80 K	11.09	0.0467	0.0026	3415	73.95	3.14	38.00 K	Position Build Up	OC
BANK NIFTY	44101.6	45.40 K	11.13	0.069	0.0206	3975	134.45	8.87	54.45 K	Short Covering	OC
BANK NIFTY	44101.6	45.90 K	11.14	0	0	3078	64.20	3.38	31.88 K	Position Build Up	OC
BANK NIFTY	44101.6	45.30 K	11.15	0.054	0.0413	3757	154.85	12.50	78.17 K	Position Build Up	OC
BANK NIFTY	44101.6	45.50 K	11.15	0.078	0.0270	18959	117.45	8.50	627.73 K	Position Build Up	OC
BANK NIFTY	44101.6	45.20 K	11.19	0.0439	0.0200	3592	178.45	11.95	86.58 K	Position Build Up	OC
BANK NIFTY	44101.6	46.00 K	11.22	0.0476	0.0308	22981	56.10	1.72	558.55 K	Position Build Up	OC
BANK NIFTY	44101.6	45.10 K	11.24	0.235	0.082	1653	204.50	12.61	48.20 K	Short Covering	OC
S&P CNX NIFTY	18593.8	18.45 K	11.30	1.63	3.35	1473	341.15	11.34	83.70 K	Short Covering	OC
BANK NIFTY	44101.6	45.00 K	11.34	0.248	0.318	23218	235.65	11.44	796.35 K	Short Covering	OC
BANK NIFTY	44101.6	44.90 K	11.36	0.208	0.165	1657	265.85	12.05	50.60 K	Short Covering	OC
BANK NIFTY	44101.6	46.20 K	11.39	0.190	0.0006	1587	43.15	2.37	13.03 K	Position Build Up	OC
BANK NIFTY	44101.6	44.80 K	11.46	0.313	0.221	2942	302.65	11.95	58.55 K	Short Covering	OC
Hindustan Unilever Ltd.	2695.8	2700.00	11.48	0.281	0.505	4324	33.80	-25.96	558.90 K	Short Build Up	OC
BANK NIFTY	44101.6	44.70 K	11.49	0.389	0.246	2026	339.15	13.64	38.33 K	Short Covering	OC
BANK NIFTY	44101.6	44.60 K	11.52	0.297	0.302	3083	379.05	11.85	43.83 K	Position Build Up	OC
S&P CNX NIFTY	18593.8	18.40 K	11.59	1.99	4.49	7709	379.40	11.05	806.40 K	Short Covering	OC
BANK NIFTY	44101.6	44.50 K	11.62	0.433	0.798	24083	424.70	12.86	501.35 K	Short Covering	OC
BANK NIFTY	44101.6	44.40 K	11.67	0.637	1.11	6518	471.20	13.41	86.25 K	Position Build Up	OC
BANK NIFTY	44101.6	44.30 K	11.80	0.801	0.899	11460	524.15	12.43	83.60 K	Position Build Up	OC
S&P CNX NIFTY	18593.8	19.80 K	11.82	0	0	3047	5.80	6.42	336.35 K	Short Covering	OC
S&P CNX NIFTY	18593.8	18.35 K	11.82	1.77	46.79	186	417.85	11.04	90.60 K	Position Build Up	OC
BANK NIFTY	44101.6	46.50 K	11.83	0.0308	0.0062	9103	31.05	-0.321	354.32 K	Short Build Up	OC
BANK NIFTY	44101.6	44.20 K	11.92	0.821	1.11	19347	579.60	11.16	110.65 K	Position Build Up	OC
BANK NIFTY	44101.6	44.10 K	11.99	1.03	1.17	11125	635.85	11.56	92.05 K	Short Covering	OC
BANK NIFTY	44101.6	44.00 K	12.03	1.19	1.20	50089	693.55	13.20	815.12 K	Short Covering	OC
BANK NIFTY	44101.6	43.90 K	12.06	1.06	1.28	3495	753.70	11.20	61.12 K	Short Covering	OC
S&P CNX NIFTY	18593.8	19.85 K	12.12	0	0	1492	5.45	18.48	9050.00	Position Build Up	OC
Hindustan Unilever Ltd.	2695.8	2720.00	12.12	0.259	0.324	1883	26.25	-28.08	189.60 K	Short Build Up	OC
S&P CNX NIFTY	18593.8	18.30 K	12.15	2.72	16.54	2753	459.05	9.68	1034.05 K	Short Covering	OC
Bharti Airtel Ltd.	834.5	810.00	12.16	1.45	3.19	136	29.45	-2.81	190.95 K	Position UnWinding	OC
BANK NIFTY	44101.6	43.70 K	12.16	1.55	1.93	1968	884.00	11.44	69.75 K	Short Covering	OC
BANK NIFTY	44101.6	43.80 K	12.18	1.51	1.42	3223	820.55	12.52	64.88 K	Short Covering	OC
S&P CNX NIFTY	18593.8	18.25 K	12.28	4.12	92.59	108	498.20	9.30	72.60 K	Short Covering	OC
BANK NIFTY	44101.6	43.60 K	12.30	1.41	3.48	1135	956.25	10.25	52.27 K	Position Build Up	OC
BANK NIFTY	44101.6	43.50 K	12.43	3.59	3.47	6127	1030.70	11.58	292.27 K	Position Build Up	OC
S&P CNX NIFTY	18593.8	19.90 K	12.46	0	0	1673	5.25	3.96	178.45 K	Position Build Up	OC
BANK NIFTY	44101.6	43.40 K	12.51	2.78	7.05	421	1105.10	10.82	26.15 K	Position Build Up	OC
BANK NIFTY	44101.6	43.30 K	12.55	3.20	10.13	347	1180.30	9.95	22.18 K	Position Build Up	OC
BANK NIFTY	44101.6	43.00 K	12.55	1.67	13.76	2639	1415.00	10.70	922.02 K	Position Build Up	OC
BANK NIFTY	44101.6	43.20 K	12.71	4.05	16.33	361	1261.85	10.53	22.38 K	Position Build Up	OC
Hindustan Unilever Ltd.	2695.8	2740.00	12.73	0.196	0.346	1143	20.35	-29.46	217.80 K	Position UnWinding	OC
BANK NIFTY	44101.6	47.00 K	12.77	0.087	0.0082	4367	20.25	-4.48	278.27 K	Short Build Up	OC
S&P CNX NIFTY	18593.8	18.20 K	12.89	5.50	20.75	2062	545.05	9.73	561.90 K	Short Covering	OC
Bharti Airtel Ltd.	834.5	820.00	13.00	1.12	1.76	522	22.00	-4.14	773.30 K	Position UnWinding	OC
S&P CNX NIFTY	18593.8	20.00 K	13.07	0.347	0.106	5596	4.75	5.56	1391.60 K	Short Covering	OC
BANK NIFTY	44101.6	42.00 K	13.17	4.35	37.19	548	2310.25	6.86	146.05 K	Position Build Up	OC
Bharti Airtel Ltd.	834.5	830.00	13.28	0.778	1.10	1708	15.55	-5.76	940.50 K	Position UnWinding	OC
S&P CNX NIFTY	18593.8	18.10 K	13.33	4.23	42.11	532	630.00	8.44	225.25 K	Short Covering	OC
BANK NIFTY	44101.6	42.50 K	13.34	7.66	33.09	520	1858.45	10.42	67.78 K	Short Covering	OC
Hindustan Unilever Ltd.	2695.8	2760.00	13.34	0.098	0.058	674	15.80	-30.70	58.20 K	Short Build Up	OC
Bharti Airtel Ltd.	834.5	840.00	13.39	0.282	0.251	2863	10.35	-7.17	1648.25 K	Short Build Up	OC
S&P CNX NIFTY	18593.8	20.10 K	13.64	0	0	370	4.25	7.59	18.70 K	Position Build Up	OC
Bharti Airtel Ltd.	834.5	850.00	13.81	0.101	0.063	2652	6.75	-10.60	2319.90 K	Short Build Up	OC
S&P CNX NIFTY	18593.8	20.15 K	13.83	0	0	948	3.85	5.48	10.50 K	Position Build Up	OC
Hindustan Unilever Ltd.	2695.8	2780.00	13.86	0	0	419	12.15	-31.55	82.50 K	Short Build Up	OC
BANK NIFTY	44101.6	47.50 K	14.21	0.0184	0.0185	1407	17.25	-5.48	325.50 K	Position UnWinding	OC
Bharti Airtel Ltd.	834.5	860.00	14.28	0.066	0.0490	1305	4.30	-12.24	1458.25 K	Position UnWinding	OC
S&P CNX NIFTY	18593.8	18.00 K	14.36	4.30	25.27	2203	724.35	7.72	1259.15 K	Short Covering	OC
Hindustan Unilever Ltd.	2695.8	2800.00	14.37	0.0491	0.0198	2577	9.35	-30.74	525.30 K	Short Build Up	OC
SBI Life Insurance Company Ltd.	1215.4	1210.00	14.57	0.282	0.149	643	23.60	19.80	258.00 K	Position Build Up	OC
Sun Pharmaceutical Industries Ltd.	1008.75	1000.00	14.63	0.401	0.641	4723	21.85	23.80	1938.30 K	Short Covering	OC
Sun Pharmaceutical Industries Ltd.	1008.75	1010.00	14.79	0.599	0.785	2406	16.35	24.81	527.80 K	Position Build Up	OC
Sun Pharmaceutical Industries Ltd.	1008.75	1030.00	14.82	0.0478	0.0312	3137	8.15	20.74	952.00 K	Position Build Up	OC
Tata Chemicals Ltd.	995.55	970.00	14.83	1.44	1.00	2580	33.15	81.15	166.50 K	Short Covering	OC