Technicals Stability Returns

Low Implied Volatility Put Options, Expiry 24/11/2022Low Implied Volatility Put Options, Expiry 29/12/2022 

Low Implied Volatility Put Options ,Expiry date-27/10/2022, NSE

NameSpot PriceStrike PriceImplied VolatilityPCR OIPCR VolContractsClose% ChangeOpen InterestReadingOption Chain
S&P CNX NIFTY17094.315.00 K0.1002.219.6620142094.40 14.94 409.30 KPosition Build UpOC
S&P CNX NIFTY17094.315.80 K1.9241.39178.241121316.10 19.65 12.30 KShort CoveringOC
S&P CNX NIFTY17094.314.50 K2.312.6229.752592578.65 12.16 124.80 KPosition Build UpOC
S&P CNX NIFTY17094.316.00 K2.808.1924.4128861150.35 22.89 318.85 KPosition Build UpOC
BANK NIFTY38631.934.00 K3.775.2845.134164776.45 22.20 43.98 KPosition Build UpOC
S&P CNX NIFTY17094.315.50 K4.4612.2769.346441620.35 18.76 192.60 KPosition Build UpOC
S&P CNX NIFTY17094.314.00 K4.711.374.3711373046.85 9.41 542.75 KPosition Build UpOC
S&P CNX NIFTY17094.316.20 K14.7013.6397.79261990.35 28.69 60.65 KShort CoveringOC
S&P CNX NIFTY17094.316.30 K15.0728.6528.84612902.35 27.84 25.30 KPosition Build UpOC
S&P CNX NIFTY17094.316.40 K15.5812.9025.16626819.75 28.66 49.60 KShort CoveringOC
S&P CNX NIFTY17094.316.65 K15.983.8312.82129623.40 29.97 5900.00Position Build UpOC
Indian Railway Catering & Tourism Corp Ltd.706.0680.0015.980.8230.42384031.50 2.94 203.00 KPosition Build UpOC
Bharti Airtel Ltd.799.9750.0016.031.603.8175253.95 110.74 571.90 KShort CoveringOC
S&P CNX NIFTY17094.316.60 K16.169.856.973048663.95 29.88 52.10 KPosition Build UpOC
S&P CNX NIFTY17094.316.50 K16.227.158.596535743.65 29.73 321.60 KShort CoveringOC
S&P CNX NIFTY17094.317.85 K16.290.2750.0269167081.55 41.21 43.45 KPosition Build UpOC
NameSpot PriceStrike PriceImplied VolatilityPCR OIPCR VolContractsClose% ChangeOpen InterestReadingOption Chain
S&P CNX NIFTY17094.317.90 K16.310.3550.04261220473.00 40.38 229.50 KPosition Build UpOC
S&P CNX NIFTY17094.317.95 K16.330.0870.0046152965.20 38.14 32.90 KPosition Build UpOC
S&P CNX NIFTY17094.318.20 K16.350.1100.01162121035.20 22.01 706.00 KPosition Build UpOC
S&P CNX NIFTY17094.317.80 K16.360.2070.02462784492.25 45.16 571.15 KPosition Build UpOC
S&P CNX NIFTY17094.317.70 K16.380.6530.08219816114.65 45.96 518.45 KPosition Build UpOC
S&P CNX NIFTY17094.318.10 K16.390.0880.01191500245.85 27.54 344.50 KPosition Build UpOC
S&P CNX NIFTY17094.317.65 K16.400.2950.02561213127.55 44.37 40.40 KPosition Build UpOC
S&P CNX NIFTY17094.318.00 K16.410.2660.04177348558.70 35.72 2452.10 KPosition Build UpOC
S&P CNX NIFTY17094.318.05 K16.420.04910.0040348152.20 30.83 52.95 KShort CoveringOC
S&P CNX NIFTY17094.317.75 K16.440.2910.2032304103.95 45.49 54.00 KPosition Build UpOC
S&P CNX NIFTY17094.318.15 K16.460.01020.0061312941.00 23.31 103.25 KPosition Build UpOC
S&P CNX NIFTY17094.318.25 K16.490.0560.0007140131.95 15.34 40.35 KPosition Build UpOC
S&P CNX NIFTY17094.317.60 K16.510.4270.08020832142.85 45.17 413.75 KShort CoveringOC
S&P CNX NIFTY17094.318.30 K16.570.0610.02471224728.50 10.89 288.10 KPosition Build UpOC
S&P CNX NIFTY17094.317.55 K16.610.1710.03842317159.20 45.79 54.90 KPosition Build UpOC
NameSpot PriceStrike PriceImplied VolatilityPCR OIPCR VolContractsClose% ChangeOpen InterestReadingOption Chain
S&P CNX NIFTY17094.317.45 K16.630.2060.1291437192.40 43.74 35.00 KPosition Build UpOC
S&P CNX NIFTY17094.317.50 K16.670.5660.17774842176.20 44.25 1787.95 KPosition Build UpOC
S&P CNX NIFTY17094.317.40 K16.680.4280.17216939211.50 44.02 316.35 KPosition Build UpOC
S&P CNX NIFTY17094.318.35 K16.680.0930.0066120425.70 6.86 11.30 KShort CoveringOC
S&P CNX NIFTY17094.317.35 K16.780.3890.1271430232.70 44.49 29.40 KPosition Build UpOC
S&P CNX NIFTY17094.317.30 K16.781.090.31620110253.45 42.03 379.60 KShort CoveringOC
S&P CNX NIFTY17094.318.40 K16.850.04510.00511176623.45 4.45 341.15 KPosition Build UpOC
S&P CNX NIFTY17094.317.20 K16.880.6940.51835274300.35 41.21 574.60 KPosition Build UpOC
S&P CNX NIFTY17094.317.05 K16.921.320.7412539378.00 37.78 23.95 KPosition Build UpOC
S&P CNX NIFTY17094.317.00 K16.981.251.0596558407.20 37.31 1993.95 KPosition Build UpOC
S&P CNX NIFTY17094.318.45 K17.000.02060.045984921.35 0.708 24.25 KPosition Build UpOC
S&P CNX NIFTY17094.317.25 K17.000.5110.1961415279.35 43.70 23.20 KPosition Build UpOC
S&P CNX NIFTY17094.316.70 K17.014.892.1913279601.85 33.34 158.70 KPosition Build UpOC
S&P CNX NIFTY17094.317.10 K17.040.9430.87333492353.30 39.89 714.65 KPosition Build UpOC
S&P CNX NIFTY17094.317.15 K17.060.9440.6712959328.05 40.88 32.80 KPosition Build UpOC
NameSpot PriceStrike PriceImplied VolatilityPCR OIPCR VolContractsClose% ChangeOpen InterestReadingOption Chain
S&P CNX NIFTY17094.316.80 K17.081.971.3050924533.60 34.22 736.35 KPosition Build UpOC
S&P CNX NIFTY17094.316.85 K17.091.810.9943250500.85 34.85 28.40 KPosition Build UpOC
S&P CNX NIFTY17094.316.90 K17.111.531.3535418469.40 35.90 686.45 KShort CoveringOC
S&P CNX NIFTY17094.316.75 K17.237.134.66992570.15 32.27 13.65 KPosition Build UpOC
S&P CNX NIFTY17094.318.50 K17.250.2980.03993459720.00 -0.498 1481.75 KShort Build UpOC
S&P CNX NIFTY17094.316.95 K17.300.7110.9323347442.20 37.56 32.20 KPosition Build UpOC
S&P CNX NIFTY17094.318.55 K17.350.04170.002774318.00 -5.26 18.00 KShort Build UpOC
S&P CNX NIFTY17094.318.60 K17.460.0540.0114815916.20 -9.24 261.05 KShort Build UpOC
S&P CNX NIFTY17094.318.65 K17.600.00600.0034116214.75 -11.14 41.45 KShort Build UpOC
S&P CNX NIFTY17094.318.70 K17.810.02040.0011552413.70 -10.16 206.20 KShort Build UpOC
S&P CNX NIFTY17094.318.75 K17.940056312.45 -17.82 55.30 KShort Build UpOC
S&P CNX NIFTY17094.318.80 K18.130.02640.0052518711.50 -18.73 172.25 KShort Build UpOC
S&P CNX NIFTY17094.318.85 K18.310026210.65 -21.69 8800.00Short Build UpOC
Bharti Airtel Ltd.799.9760.0018.531.011.52131945.85 120.96 504.45 KShort CoveringOC
Infosys Ltd.1413.451300.0018.555.139.98464118.20 8.09 194.70 KPosition Build UpOC
NameSpot PriceStrike PriceImplied VolatilityPCR OIPCR VolContractsClose% ChangeOpen InterestReadingOption Chain
S&P CNX NIFTY17094.318.90 K18.590.01260.0034439610.15 -21.62 119.10 KShort Build UpOC
S&P CNX NIFTY17094.319.00 K19.180.2920.116170689.40 -24.19 1386.30 KShort Build UpOC
S&P CNX NIFTY17094.319.05 K19.33003188.65 -27.92 11.30 KShort Build UpOC
S&P CNX NIFTY17094.319.10 K19.610.01570.020813458.30 -25.23 95.65 KShort Build UpOC
S&P CNX NIFTY17094.319.15 K19.76001287.65 -33.77 3050.00Short Build UpOC
S&P CNX NIFTY17094.319.20 K19.990.00650.004725797.25 -26.02 139.00 KShort Build UpOC
Nestle India Ltd.19144.819.50 K20.1100180292.10 -5.74 5760.00Short Build UpOC
Nestle India Ltd.19144.819.00 K20.190.8790.750148530.00 4.86 4640.00Position Build UpOC
S&P CNX NIFTY17094.319.30 K20.550012666.75 -30.05 115.05 KPosition UnWindingOC
Bharti Airtel Ltd.799.9770.0020.680.7760.510288438.95 131.16 580.45 KPosition Build UpOC
Indian Railway Catering & Tourism Corp Ltd.706.0690.0020.810.4060.39447226.90 0.373 88.38 KShort CoveringOC
S&P CNX NIFTY17094.319.40 K21.12005666.35 -31.35 107.05 KPosition UnWindingOC
Nestle India Ltd.19144.820.00 K21.2300201161.75 -6.58 5080.00Short Build UpOC
BANK NIFTY38631.941.10 K21.280.4640.0296608195.20 60.59 9000.00Position Build UpOC
BANK NIFTY38631.940.80 K21.310.3050.0329941246.75 70.06 11.97 KPosition Build UpOC
NameSpot PriceStrike PriceImplied VolatilityPCR OIPCR VolContractsClose% ChangeOpen InterestReadingOption Chain
BANK NIFTY38631.940.90 K21.340.6770.0167660229.85 67.22 8675.00Position Build UpOC
BANK NIFTY38631.940.40 K21.350.2270.00791387331.90 70.77 8475.00Position Build UpOC
BANK NIFTY38631.941.20 K21.370.4400.0075930182.75 62.73 11.20 KPosition Build UpOC
BANK NIFTY38631.940.50 K21.410.2750.06225115311.00 73.55 178.88 KPosition Build UpOC
BANK NIFTY38631.941.00 K21.410.3130.034439985214.75 69.43 390.05 KShort CoveringOC
BANK NIFTY38631.941.60 K21.430.1470.0070718133.35 52.40 9325.00Position Build UpOC
BANK NIFTY38631.940.30 K21.450.1230.01221717359.65 70.45 9975.00Position Build UpOC
BANK NIFTY38631.941.80 K21.470.0580.0017588113.45 50.56 17.23 KPosition Build UpOC
BANK NIFTY38631.941.70 K21.490.1140.0032308123.80 51.72 10.05 KShort CoveringOC
BANK NIFTY38631.941.90 K21.490.3800.0179504104.55 45.61 7375.00Position Build UpOC
BANK NIFTY38631.941.40 K21.510.4090.0086935158.95 61.04 8800.00Short CoveringOC
BANK NIFTY38631.940.70 K21.550.2750.02971550273.40 76.44 14.75 KPosition Build UpOC
BANK NIFTY38631.941.50 K21.560.2730.033119261147.60 56.94 190.70 KPosition Build UpOC
BANK NIFTY38631.942.00 K21.590.1790.00743665297.65 41.32 358.80 KShort CoveringOC
BANK NIFTY38631.940.60 K21.600.5420.01991504295.55 79.23 7475.00Position Build UpOC
NameSpot PriceStrike PriceImplied VolatilityPCR OIPCR VolContractsClose% ChangeOpen InterestReadingOption Chain
BANK NIFTY38631.941.30 K21.620.1660.00561244174.80 67.51 18.73 KShort CoveringOC
BANK NIFTY38631.942.30 K21.630016775.50 27.75 3500.00Position Build UpOC
Dr. Reddy's Laboratories Ltd.4335.74200.0021.641.315.55182194.35 -17.53 29.50 KPosition UnWindingOC
BANK NIFTY38631.940.20 K21.700.6210.03591975394.10 72.62 9575.00Position Build UpOC
BANK NIFTY38631.942.10 K21.720.2090.08248791.60 43.24 6350.00Short CoveringOC
BANK NIFTY38631.942.20 K21.780045784.90 36.94 5950.00Short CoveringOC
BANK NIFTY38631.942.40 K21.810032971.55 39.07 3175.00Short CoveringOC
BANK NIFTY38631.940.00 K21.840.3570.05760145455.00 73.80 360.52 KPosition Build UpOC
BANK NIFTY38631.939.70 K21.860.2390.03581314550.45 69.27 17.80 KPosition Build UpOC
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