Technicals Stability Returns
| Low Implied Volatility Put Options, Expiry 28/06/2022 | Low Implied Volatility Put Options, Expiry 25/09/2022 |
| Name | Spot Price | Strike Price | Implied Volatility | PCR OI | PCR Vol | Contracts | Close | % Change | Open Interest | Reading | Option Chain |
|---|---|---|---|---|---|---|---|---|---|---|---|
| TVS Motor Company Ltd. | 820.2 | 800.00 | 0.0214 | 1.10 | 0.613 | 3263 | 18.70 | 126.67 | 312.20 K | Short Covering | OC |
| Gujarat Gas Co. Ltd. | 435.7 | 420.00 | 0.100 | 1.16 | 2.21 | 301 | 15.00 | 56.25 | 145.00 K | Short Covering | OC |
| Coal India Ltd | 186.4 | 180.00 | 0.496 | 2.57 | 1.74 | 1014 | 6.10 | 90.62 | 1083.60 K | Short Covering | OC |
| Mahindra & Mahindra Ltd. | 1112.0 | 1090.00 | 0.969 | 1.47 | 1.06 | 4984 | 20.55 | 216.15 | 210.70 K | Short Covering | OC |
| Bajaj Auto Ltd. | 3889.0 | 3650.00 | 1.20 | 1.86 | 6.89 | 169 | 108.15 | 33.19 | 26.25 K | Short Covering | OC |
| Bajaj Auto Ltd. | 3889.0 | 3850.00 | 1.51 | 0.084 | 0.0262 | 3970 | 13.05 | -18.18 | 124.50 K | Position UnWinding | OC |
| Hindustan Unilever Ltd. | 2317.65 | 2260.00 | 1.74 | 2.41 | 7.23 | 206 | 57.15 | -10.70 | 45.30 K | Position UnWinding | OC |
| Mahindra & Mahindra Ltd. | 1112.0 | 1040.00 | 2.01 | 1.86 | 7.83 | 187 | 65.65 | 83.12 | 242.90 K | Short Covering | OC |
| Ambuja Cements Ltd. | 366.45 | 360.00 | 2.93 | 5.01 | 3.98 | 625 | 6.45 | 20.56 | 759.00 K | Short Covering | OC |
| S&P CNX NIFTY | 15850.2 | 15.40 K | 3.14 | 7.98 | 59.53 | 16215 | 454.50 | 0.099 | 535.20 K | Short Covering | OC |
| Jindal Steel & Power Ltd. | 333.05 | 300.00 | 3.14 | 7.81 | 8.16 | 102 | 29.65 | 25.11 | 183.75 K | Short Covering | OC |
| Bajaj Finance | 5576.25 | 5400.00 | 3.40 | 1.88 | 11.41 | 617 | 173.15 | -29.41 | 71.50 K | Position UnWinding | OC |
| S&P CNX NIFTY | 15850.2 | 15.25 K | 3.41 | 54.36 | 1391.60 | 287 | 600.25 | 1.08 | 33.80 K | Short Covering | OC |
| S&P CNX NIFTY | 15850.2 | 15.15 K | 3.48 | 23.66 | 1505.33 | 140 | 704.15 | 1.77 | 49.75 K | Position Build Up | OC |
| Bajaj Auto Ltd. | 3889.0 | 3800.00 | 3.49 | 0.422 | 0.177 | 5122 | 21.45 | -2.94 | 229.25 K | Position UnWinding | OC |
| I T C Ltd. | 271.85 | 265.00 | 3.91 | 0.906 | 3.47 | 802 | 6.75 | 19.47 | 3603.20 K | Short Covering | OC |
| Name | Spot Price | Strike Price | Implied Volatility | PCR OI | PCR Vol | Contracts | Close | % Change | Open Interest | Reading | Option Chain |
| State Bank of India | 464.25 | 450.00 | 4.03 | 3.19 | 5.19 | 1027 | 14.20 | 17.84 | 1006.50 K | Short Covering | OC |
| S&P CNX NIFTY | 15850.2 | 15.00 K | 4.09 | 17.85 | 127.52 | 6180 | 845.85 | 1.11 | 448.60 K | Short Covering | OC |
| UltraTech Cement Ltd. | 5572.75 | 5400.00 | 4.14 | 1.75 | 5.81 | 385 | 171.60 | 0.586 | 32.50 K | Short Covering | OC |
| Mahindra & Mahindra Ltd. | 1112.0 | 1070.00 | 4.15 | 1.09 | 6.21 | 568 | 35.85 | 209.05 | 482.30 K | Short Covering | OC |
| Mahindra & Mahindra Ltd. | 1112.0 | 1080.00 | 4.56 | 0.883 | 2.05 | 3137 | 28.00 | 241.46 | 709.80 K | Short Covering | OC |
| United Spirits Ltd. | 772.35 | 750.00 | 4.77 | 2.04 | 1.36 | 311 | 21.95 | -0.903 | 60.62 K | Position UnWinding | OC |
| Larsen & Toubro Ltd. | 1551.5 | 1500.00 | 4.84 | 1.92 | 4.76 | 513 | 50.85 | 30.05 | 161.57 K | Short Covering | OC |
| S&P CNX NIFTY | 15850.2 | 15.35 K | 4.87 | 27.37 | 452.03 | 819 | 503.45 | 0.279 | 57.95 K | Short Covering | OC |
| S&P CNX NIFTY | 15850.2 | 15.20 K | 5.14 | 32.12 | 224.74 | 3531 | 649.95 | 1.24 | 154.35 K | Short Covering | OC |
| Bajaj Auto Ltd. | 3889.0 | 3750.00 | 5.42 | 0.535 | 0.380 | 1201 | 39.95 | 20.33 | 60.25 K | Short Covering | OC |
| Mahindra & Mahindra Ltd. | 1112.0 | 1060.00 | 5.53 | 0.667 | 6.78 | 593 | 45.60 | 156.18 | 1293.60 K | Short Covering | OC |
| S&P CNX NIFTY | 15850.2 | 15.30 K | 5.89 | 9.24 | 169.64 | 5310 | 551.20 | 0.999 | 540.90 K | Short Covering | OC |
| TVS Motor Company Ltd. | 820.2 | 790.00 | 5.93 | 2.42 | 2.41 | 489 | 26.25 | 110.00 | 110.60 K | Short Covering | OC |
| I T C Ltd. | 271.85 | 260.00 | 5.96 | 4.24 | 8.10 | 193 | 11.50 | 11.65 | 604.80 K | Short Covering | OC |
| Bajaj Auto Ltd. | 3889.0 | 3700.00 | 6.05 | 1.22 | 1.55 | 1862 | 68.25 | 31.12 | 85.50 K | Short Covering | OC |
| Name | Spot Price | Strike Price | Implied Volatility | PCR OI | PCR Vol | Contracts | Close | % Change | Open Interest | Reading | Option Chain |
| Tech Mahindra Ltd. | 1020.7 | 980.00 | 6.09 | 1.24 | 3.89 | 935 | 40.10 | 24.34 | 274.20 K | Position Build Up | OC |
| S&P CNX NIFTY | 15850.2 | 15.10 K | 7.82 | 33.92 | 941.29 | 469 | 750.60 | 0.941 | 75.20 K | Short Covering | OC |
| TVS Motor Company Ltd. | 820.2 | 780.00 | 7.83 | 2.55 | 9.53 | 125 | 35.30 | 90.81 | 134.40 K | Short Covering | OC |
| Adani Enterprises Ltd. | 2204.6 | 2100.00 | 7.97 | 2.61 | 19.04 | 399 | 104.90 | 14.08 | 289.00 K | Short Covering | OC |
| Tech Mahindra Ltd. | 1020.7 | 960.00 | 8.03 | 5.22 | 13.61 | 102 | 58.20 | 17.10 | 43.20 K | Short Covering | OC |
| Mahindra & Mahindra Ltd. | 1112.0 | 1050.00 | 8.20 | 0.767 | 8.61 | 488 | 55.10 | 106.75 | 1622.60 K | Short Covering | OC |
| State Bank of India | 464.25 | 440.00 | 8.31 | 2.93 | 9.08 | 190 | 23.95 | 10.88 | 699.00 K | Short Covering | OC |
| Mahindra & Mahindra Ltd. | 1112.0 | 1030.00 | 9.87 | 1.74 | 11.36 | 108 | 75.35 | 64.88 | 143.50 K | Short Covering | OC |
| Bajaj Auto Ltd. | 3889.0 | 3600.00 | 11.28 | 2.01 | 10.02 | 243 | 152.45 | 29.41 | 88.50 K | Short Covering | OC |
| Mahindra & Mahindra Ltd. | 1112.0 | 1000.00 | 12.00 | 1.50 | 8.82 | 143 | 104.85 | 41.12 | 568.40 K | Short Covering | OC |
| Bajaj Auto Ltd. | 3889.0 | 3900.00 | 12.06 | 0.0123 | 0.0020 | 16471 | 9.25 | -19.91 | 732.50 K | Short Build Up | OC |
| Ambuja Cements Ltd. | 366.45 | 365.00 | 12.43 | 0.829 | 0.631 | 6923 | 2.25 | 45.16 | 4357.50 K | Short Covering | OC |
| Coal India Ltd | 186.4 | 182.50 | 13.63 | 1.09 | 0.661 | 963 | 3.85 | 97.44 | 365.40 K | Short Covering | OC |
| S&P CNX NIFTY | 15850.2 | 14.50 K | 13.90 | 10.53 | 101.54 | 1733 | 1344.25 | 0.821 | 341.62 K | Short Covering | OC |
| ACC Ltd. | 2128.0 | 2120.00 | 14.58 | 0.223 | 0.264 | 1222 | 13.95 | -6.06 | 102.00 K | Position UnWinding | OC |
| Name | Spot Price | Strike Price | Implied Volatility | PCR OI | PCR Vol | Contracts | Close | % Change | Open Interest | Reading | Option Chain |
| Zydus Lifesciences Ltd. | 357.75 | 350.00 | 15.73 | 0.807 | 0.966 | 348 | 7.90 | 25.40 | 245.30 K | Short Covering | OC |
| Hindustan Unilever Ltd. | 2317.65 | 2280.00 | 17.85 | 3.11 | 1.82 | 1017 | 39.75 | -15.06 | 44.70 K | Position UnWinding | OC |
| Mahindra & Mahindra Ltd. | 1112.0 | 1100.00 | 18.98 | 0.484 | 0.308 | 27405 | 14.20 | 192.78 | 914.90 K | Short Covering | OC |
| Nippon Life India Asset Management Ltd. | 279.7 | 280.00 | 19.23 | 0.204 | 0.0355 | 169 | 1.45 | -17.14 | 148.80 K | Position UnWinding | OC |
| ACC Ltd. | 2128.0 | 2140.00 | 19.59 | 0.183 | 0.0158 | 884 | 7.40 | -9.20 | 123.00 K | Short Build Up | OC |
| S&P CNX NIFTY | 15850.2 | 14.00 K | 19.66 | 18.07 | 45.02 | 1353 | 1843.40 | 0.600 | 276.30 K | Short Covering | OC |
| ACC Ltd. | 2128.0 | 2160.00 | 19.69 | 0.385 | 0.054 | 518 | 2.55 | -27.14 | 65.50 K | Short Build Up | OC |
| S&P CNX NIFTY | 15850.2 | 15.55 K | 19.70 | 11.68 | 23.50 | 19995 | 315.20 | -2.17 | 128.30 K | Position UnWinding | OC |
| S&P CNX NIFTY | 15850.2 | 16.15 K | 19.81 | 0.0081 | 0.0018 | 747068 | 11.75 | -50.00 | 2515.95 K | Short Build Up | OC |
| Dr. Reddy's Laboratories Ltd. | 4374.6 | 4350.00 | 19.82 | 0.346 | 0.254 | 3315 | 40.55 | 34.27 | 136.38 K | Short Covering | OC |
| S&P CNX NIFTY | 15850.2 | 16.10 K | 19.84 | 0.120 | 0.0211 | 1584790 | 18.05 | -43.86 | 5171.25 K | Short Build Up | OC |
| S&P CNX NIFTY | 15850.2 | 16.05 K | 19.93 | 0.0375 | 0.0125 | 655876 | 27.00 | -38.36 | 1567.10 K | Short Build Up | OC |
| S&P CNX NIFTY | 15850.2 | 16.00 K | 20.02 | 0.242 | 0.095 | 2854131 | 39.05 | -32.15 | 9380.80 K | Short Build Up | OC |
| Larsen & Toubro Ltd. | 1551.5 | 1520.00 | 20.04 | 1.04 | 2.45 | 1276 | 32.75 | 40.86 | 247.82 K | Short Covering | OC |
| S&P CNX NIFTY | 15850.2 | 15.90 K | 20.07 | 0.339 | 0.280 | 2261202 | 73.55 | -22.00 | 5488.20 K | Short Build Up | OC |
| Name | Spot Price | Strike Price | Implied Volatility | PCR OI | PCR Vol | Contracts | Close | % Change | Open Interest | Reading | Option Chain |
| S&P CNX NIFTY | 15850.2 | 16.20 K | 20.08 | 0.107 | 0.0073 | 1797910 | 7.90 | -52.98 | 6903.55 K | Short Build Up | OC |
| S&P CNX NIFTY | 15850.2 | 15.95 K | 20.09 | 0.147 | 0.103 | 793171 | 54.55 | -26.53 | 1868.70 K | Short Build Up | OC |
| S&P CNX NIFTY | 15850.2 | 15.85 K | 20.12 | 0.371 | 0.383 | 1278385 | 97.00 | -17.52 | 2775.60 K | Short Build Up | OC |
| ACC Ltd. | 2128.0 | 2100.00 | 20.26 | 7.18 | 5.22 | 306 | 31.60 | 18.13 | 74.00 K | Short Covering | OC |
| S&P CNX NIFTY | 15850.2 | 15.80 K | 20.30 | 1.05 | 0.764 | 3115594 | 125.25 | -12.87 | 5547.15 K | Short Build Up | OC |
| S&P CNX NIFTY | 15850.2 | 16.25 K | 20.37 | 0.0084 | 0.0006 | 673379 | 5.25 | -56.07 | 3266.00 K | Short Build Up | OC |
| S&P CNX NIFTY | 15850.2 | 15.60 K | 20.44 | 4.72 | 5.88 | 279915 | 272.70 | -3.26 | 1097.35 K | Position UnWinding | OC |
| S&P CNX NIFTY | 15850.2 | 15.45 K | 20.45 | 17.24 | 152.76 | 2927 | 409.70 | -0.073 | 80.10 K | Position UnWinding | OC |
| S&P CNX NIFTY | 15850.2 | 15.75 K | 20.50 | 2.24 | 1.36 | 1020876 | 157.55 | -9.27 | 788.65 K | Short Build Up | OC |
| S&P CNX NIFTY | 15850.2 | 15.50 K | 20.69 | 4.63 | 13.74 | 116500 | 362.85 | -0.766 | 1584.60 K | Position UnWinding | OC |
| S&P CNX NIFTY | 15850.2 | 15.70 K | 20.72 | 2.39 | 2.07 | 1335809 | 193.60 | -6.45 | 2516.55 K | Short Build Up | OC |
| S&P CNX NIFTY | 15850.2 | 15.65 K | 20.82 | 4.72 | 4.91 | 155041 | 232.40 | -4.44 | 357.95 K | Short Build Up | OC |
| State Bank of India | 464.25 | 460.00 | 20.88 | 0.900 | 1.42 | 7442 | 5.55 | 21.98 | 4812.00 K | Short Covering | OC |
| Ambuja Cements Ltd. | 366.45 | 370.00 | 20.91 | 0.534 | 0.095 | 7100 | 0.950 | 46.15 | 7012.50 K | Position Build Up | OC |
| Colgate Palmolive (India) Ltd. | 1514.2 | 1520.00 | 20.98 | 0 | 0 | 233 | 6.90 | -9.80 | 27.65 K | Position UnWinding | OC |
| Name | Spot Price | Strike Price | Implied Volatility | PCR OI | PCR Vol | Contracts | Close | % Change | Open Interest | Reading | Option Chain |
| Tata Consultancy Services Ltd. | 3318.15 | 3250.00 | 21.00 | 3.21 | 3.59 | 2428 | 70.85 | -8.05 | 78.60 K | Position UnWinding | OC |
| S&P CNX NIFTY | 15850.2 | 16.30 K | 21.13 | 0.0465 | 0.0017 | 1460724 | 3.90 | -53.29 | 9135.15 K | Short Build Up | OC |
| Larsen & Toubro Infotech | 4222.6 | 4100.00 | 21.32 | 1.01 | 1.01 | 693 | 124.50 | 44.60 | 21.45 K | Short Covering | OC |
| ACC Ltd. | 2128.0 | 2180.00 | 21.54 | 0.541 | 0.089 | 135 | 1.00 | -39.39 | 30.50 K | Position UnWinding | OC |
| Larsen & Toubro Ltd. | 1551.5 | 1540.00 | 21.61 | 0.479 | 0.469 | 6369 | 16.95 | 44.87 | 722.20 K | Short Covering | OC |
| S&P CNX NIFTY | 15850.2 | 16.35 K | 21.73 | 0.0088 | 0.0003 | 450119 | 2.80 | -52.54 | 1915.10 K | Position UnWinding | OC |
| I T C Ltd. | 271.85 | 267.50 | 22.11 | 1.27 | 1.70 | 549 | 4.75 | 26.67 | 608.00 K | Short Covering | OC |
| Shree Cement Ltd. | 19236.9 | 19.00 K | 22.12 | 0.819 | 0.442 | 550 | 281.85 | -4.25 | 3600.00 | Position UnWinding | OC |
| Hindustan Unilever Ltd. | 2317.65 | 2300.00 | 22.49 | 0.777 | 0.738 | 3989 | 26.15 | -20.27 | 186.00 K | Position UnWinding | OC |
| Bajaj Auto Ltd. | 3889.0 | 3950.00 | 22.58 | 0.0122 | 0.0036 | 2744 | 6.30 | -22.22 | 185.00 K | Short Build Up | OC |
| S&P CNX NIFTY | 15850.2 | 16.40 K | 22.63 | 0.091 | 0.0025 | 932735 | 2.20 | -50.00 | 5080.35 K | Short Build Up | OC |
| ACC Ltd. | 2128.0 | 2200.00 | 22.86 | 0.546 | 0.0487 | 657 | 0.350 | -41.67 | 532.00 K | Position UnWinding | OC |
| Bharti Airtel Ltd. | 681.15 | 680.00 | 23.27 | 0.416 | 0.837 | 4248 | 5.40 | -32.50 | 2022.55 K | Position UnWinding | OC |
| I T C Ltd. | 271.85 | 270.00 | 23.29 | 0.468 | 0.349 | 7657 | 2.95 | 25.53 | 4864.00 K | Short Covering | OC |
| Dr. Reddy's Laboratories Ltd. | 4374.6 | 4300.00 | 23.29 | 1.53 | 3.50 | 755 | 81.95 | 40.93 | 34.38 K | Short Covering | OC |
| Name | Spot Price | Strike Price | Implied Volatility | PCR OI | PCR Vol | Contracts | Close | % Change | Open Interest | Reading | Option Chain |
| HDFC Life Insurance Company Ltd. | 565.95 | 555.00 | 23.55 | 0.770 | 1.21 | 260 | 11.75 | 32.77 | 95.70 K | Position Build Up | OC |
| Hindustan Unilever Ltd. | 2317.65 | 2320.00 | 23.89 | 0.483 | 0.176 | 2676 | 15.50 | -27.91 | 96.30 K | Short Build Up | OC |
| S&P CNX NIFTY | 15850.2 | 16.45 K | 23.90 | 0.0280 | 0.0007 | 180075 | 1.95 | -41.79 | 1033.15 K | Position UnWinding | OC |
| Tata Consultancy Services Ltd. | 3318.15 | 3300.00 | 23.93 | 0.746 | 0.614 | 13671 | 33.95 | -20.21 | 274.20 K | Position UnWinding | OC |
| TVS Motor Company Ltd. | 820.2 | 810.00 | 24.32 | 0.297 | 0.107 | 4487 | 12.50 | 131.48 | 344.40 K | Short Covering | OC |
| Larsen & Toubro Ltd. | 1551.5 | 1560.00 | 24.44 | 0.320 | 0.080 | 6783 | 7.65 | 34.21 | 462.30 K | Short Covering | OC |
| Dabur India Ltd. | 512.1 | 515.00 | 24.50 | 0.141 | 0.141 | 475 | 2.50 | -46.24 | 160.00 K | Position UnWinding | OC |
| Marico Ltd. | 488.6 | 480.00 | 24.69 | 1.60 | 1.39 | 404 | 9.45 | 28.57 | 67.00 K | Short Covering | OC |
| Nestle India Ltd. | 17403.9 | 17.50 K | 24.98 | 0.114 | 0.0312 | 481 | 88.00 | -12.74 | 9450.00 | Position UnWinding | OC |