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

Name	Spot Price	Strike Price	Implied Volatility	PCR OI	PCR Vol	Contracts	Close	% Change	Open Interest	Reading	Option Chain
S&P CNX NIFTY	17094.3	15.00 K	0.100	2.21	9.66	2014	2094.40	14.94	409.30 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	15.80 K	1.92	41.39	178.24	112	1316.10	19.65	12.30 K	Short Covering	OC
S&P CNX NIFTY	17094.3	14.50 K	2.31	2.62	29.75	259	2578.65	12.16	124.80 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	16.00 K	2.80	8.19	24.41	2886	1150.35	22.89	318.85 K	Position Build Up	OC
BANK NIFTY	38631.9	34.00 K	3.77	5.28	45.13	416	4776.45	22.20	43.98 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	15.50 K	4.46	12.27	69.34	644	1620.35	18.76	192.60 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	14.00 K	4.71	1.37	4.37	1137	3046.85	9.41	542.75 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	16.20 K	14.70	13.63	97.79	261	990.35	28.69	60.65 K	Short Covering	OC
S&P CNX NIFTY	17094.3	16.30 K	15.07	28.65	28.84	612	902.35	27.84	25.30 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	16.40 K	15.58	12.90	25.16	626	819.75	28.66	49.60 K	Short Covering	OC
S&P CNX NIFTY	17094.3	16.65 K	15.98	3.83	12.82	129	623.40	29.97	5900.00	Position Build Up	OC
Indian Railway Catering & Tourism Corp Ltd.	706.0	680.00	15.98	0.823	0.423	840	31.50	2.94	203.00 K	Position Build Up	OC
Bharti Airtel Ltd.	799.9	750.00	16.03	1.60	3.81	752	53.95	110.74	571.90 K	Short Covering	OC
S&P CNX NIFTY	17094.3	16.60 K	16.16	9.85	6.97	3048	663.95	29.88	52.10 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	16.50 K	16.22	7.15	8.59	6535	743.65	29.73	321.60 K	Short Covering	OC
S&P CNX NIFTY	17094.3	17.85 K	16.29	0.275	0.0269	1670	81.55	41.21	43.45 K	Position 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	17094.3	17.90 K	16.31	0.355	0.0426	12204	73.00	40.38	229.50 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	17.95 K	16.33	0.087	0.0046	1529	65.20	38.14	32.90 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	18.20 K	16.35	0.110	0.0116	21210	35.20	22.01	706.00 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	17.80 K	16.36	0.207	0.0246	27844	92.25	45.16	571.15 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	17.70 K	16.38	0.653	0.082	19816	114.65	45.96	518.45 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	18.10 K	16.39	0.088	0.0119	15002	45.85	27.54	344.50 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	17.65 K	16.40	0.295	0.0256	1213	127.55	44.37	40.40 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	18.00 K	16.41	0.266	0.0417	73485	58.70	35.72	2452.10 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	18.05 K	16.42	0.0491	0.0040	3481	52.20	30.83	52.95 K	Short Covering	OC
S&P CNX NIFTY	17094.3	17.75 K	16.44	0.291	0.203	2304	103.95	45.49	54.00 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	18.15 K	16.46	0.0102	0.0061	3129	41.00	23.31	103.25 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	18.25 K	16.49	0.056	0.0007	1401	31.95	15.34	40.35 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	17.60 K	16.51	0.427	0.080	20832	142.85	45.17	413.75 K	Short Covering	OC
S&P CNX NIFTY	17094.3	18.30 K	16.57	0.061	0.0247	12247	28.50	10.89	288.10 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	17.55 K	16.61	0.171	0.0384	2317	159.20	45.79	54.90 K	Position 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	17094.3	17.45 K	16.63	0.206	0.129	1437	192.40	43.74	35.00 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	17.50 K	16.67	0.566	0.177	74842	176.20	44.25	1787.95 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	17.40 K	16.68	0.428	0.172	16939	211.50	44.02	316.35 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	18.35 K	16.68	0.093	0.0066	1204	25.70	6.86	11.30 K	Short Covering	OC
S&P CNX NIFTY	17094.3	17.35 K	16.78	0.389	0.127	1430	232.70	44.49	29.40 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	17.30 K	16.78	1.09	0.316	20110	253.45	42.03	379.60 K	Short Covering	OC
S&P CNX NIFTY	17094.3	18.40 K	16.85	0.0451	0.0051	11766	23.45	4.45	341.15 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	17.20 K	16.88	0.694	0.518	35274	300.35	41.21	574.60 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	17.05 K	16.92	1.32	0.741	2539	378.00	37.78	23.95 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	17.00 K	16.98	1.25	1.05	96558	407.20	37.31	1993.95 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	18.45 K	17.00	0.0206	0.0459	849	21.35	0.708	24.25 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	17.25 K	17.00	0.511	0.196	1415	279.35	43.70	23.20 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	16.70 K	17.01	4.89	2.19	13279	601.85	33.34	158.70 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	17.10 K	17.04	0.943	0.873	33492	353.30	39.89	714.65 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	17.15 K	17.06	0.944	0.671	2959	328.05	40.88	32.80 K	Position 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	17094.3	16.80 K	17.08	1.97	1.30	50924	533.60	34.22	736.35 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	16.85 K	17.09	1.81	0.994	3250	500.85	34.85	28.40 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	16.90 K	17.11	1.53	1.35	35418	469.40	35.90	686.45 K	Short Covering	OC
S&P CNX NIFTY	17094.3	16.75 K	17.23	7.13	4.66	992	570.15	32.27	13.65 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	18.50 K	17.25	0.298	0.0399	34597	20.00	-0.498	1481.75 K	Short Build Up	OC
S&P CNX NIFTY	17094.3	16.95 K	17.30	0.711	0.932	3347	442.20	37.56	32.20 K	Position Build Up	OC
S&P CNX NIFTY	17094.3	18.55 K	17.35	0.0417	0.0027	743	18.00	-5.26	18.00 K	Short Build Up	OC
S&P CNX NIFTY	17094.3	18.60 K	17.46	0.054	0.0114	8159	16.20	-9.24	261.05 K	Short Build Up	OC
S&P CNX NIFTY	17094.3	18.65 K	17.60	0.0060	0.0034	1162	14.75	-11.14	41.45 K	Short Build Up	OC
S&P CNX NIFTY	17094.3	18.70 K	17.81	0.0204	0.0011	5524	13.70	-10.16	206.20 K	Short Build Up	OC
S&P CNX NIFTY	17094.3	18.75 K	17.94	0	0	563	12.45	-17.82	55.30 K	Short Build Up	OC
S&P CNX NIFTY	17094.3	18.80 K	18.13	0.0264	0.0052	5187	11.50	-18.73	172.25 K	Short Build Up	OC
S&P CNX NIFTY	17094.3	18.85 K	18.31	0	0	262	10.65	-21.69	8800.00	Short Build Up	OC
Bharti Airtel Ltd.	799.9	760.00	18.53	1.01	1.52	1319	45.85	120.96	504.45 K	Short Covering	OC
Infosys Ltd.	1413.45	1300.00	18.55	5.13	9.98	464	118.20	8.09	194.70 K	Position 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	17094.3	18.90 K	18.59	0.0126	0.0034	4396	10.15	-21.62	119.10 K	Short Build Up	OC
S&P CNX NIFTY	17094.3	19.00 K	19.18	0.292	0.116	17068	9.40	-24.19	1386.30 K	Short Build Up	OC
S&P CNX NIFTY	17094.3	19.05 K	19.33	0	0	318	8.65	-27.92	11.30 K	Short Build Up	OC
S&P CNX NIFTY	17094.3	19.10 K	19.61	0.0157	0.0208	1345	8.30	-25.23	95.65 K	Short Build Up	OC
S&P CNX NIFTY	17094.3	19.15 K	19.76	0	0	128	7.65	-33.77	3050.00	Short Build Up	OC
S&P CNX NIFTY	17094.3	19.20 K	19.99	0.0065	0.0047	2579	7.25	-26.02	139.00 K	Short Build Up	OC
Nestle India Ltd.	19144.8	19.50 K	20.11	0	0	180	292.10	-5.74	5760.00	Short Build Up	OC
Nestle India Ltd.	19144.8	19.00 K	20.19	0.879	0.750	148	530.00	4.86	4640.00	Position Build Up	OC
S&P CNX NIFTY	17094.3	19.30 K	20.55	0	0	1266	6.75	-30.05	115.05 K	Position UnWinding	OC
Bharti Airtel Ltd.	799.9	770.00	20.68	0.776	0.510	2884	38.95	131.16	580.45 K	Position Build Up	OC
Indian Railway Catering & Tourism Corp Ltd.	706.0	690.00	20.81	0.406	0.394	472	26.90	0.373	88.38 K	Short Covering	OC
S&P CNX NIFTY	17094.3	19.40 K	21.12	0	0	566	6.35	-31.35	107.05 K	Position UnWinding	OC
Nestle India Ltd.	19144.8	20.00 K	21.23	0	0	201	161.75	-6.58	5080.00	Short Build Up	OC
BANK NIFTY	38631.9	41.10 K	21.28	0.464	0.0296	608	195.20	60.59	9000.00	Position Build Up	OC
BANK NIFTY	38631.9	40.80 K	21.31	0.305	0.0329	941	246.75	70.06	11.97 K	Position Build Up	OC
Name	Spot Price	Strike Price	Implied Volatility	PCR OI	PCR Vol	Contracts	Close	% Change	Open Interest	Reading	Option Chain
BANK NIFTY	38631.9	40.90 K	21.34	0.677	0.0167	660	229.85	67.22	8675.00	Position Build Up	OC
BANK NIFTY	38631.9	40.40 K	21.35	0.227	0.0079	1387	331.90	70.77	8475.00	Position Build Up	OC
BANK NIFTY	38631.9	41.20 K	21.37	0.440	0.0075	930	182.75	62.73	11.20 K	Position Build Up	OC
BANK NIFTY	38631.9	40.50 K	21.41	0.275	0.062	25115	311.00	73.55	178.88 K	Position Build Up	OC
BANK NIFTY	38631.9	41.00 K	21.41	0.313	0.0344	39985	214.75	69.43	390.05 K	Short Covering	OC
BANK NIFTY	38631.9	41.60 K	21.43	0.147	0.0070	718	133.35	52.40	9325.00	Position Build Up	OC
BANK NIFTY	38631.9	40.30 K	21.45	0.123	0.0122	1717	359.65	70.45	9975.00	Position Build Up	OC
BANK NIFTY	38631.9	41.80 K	21.47	0.058	0.0017	588	113.45	50.56	17.23 K	Position Build Up	OC
BANK NIFTY	38631.9	41.70 K	21.49	0.114	0.0032	308	123.80	51.72	10.05 K	Short Covering	OC
BANK NIFTY	38631.9	41.90 K	21.49	0.380	0.0179	504	104.55	45.61	7375.00	Position Build Up	OC
BANK NIFTY	38631.9	41.40 K	21.51	0.409	0.0086	935	158.95	61.04	8800.00	Short Covering	OC
BANK NIFTY	38631.9	40.70 K	21.55	0.275	0.0297	1550	273.40	76.44	14.75 K	Position Build Up	OC
BANK NIFTY	38631.9	41.50 K	21.56	0.273	0.0331	19261	147.60	56.94	190.70 K	Position Build Up	OC
BANK NIFTY	38631.9	42.00 K	21.59	0.179	0.0074	36652	97.65	41.32	358.80 K	Short Covering	OC
BANK NIFTY	38631.9	40.60 K	21.60	0.542	0.0199	1504	295.55	79.23	7475.00	Position Build Up	OC
Name	Spot Price	Strike Price	Implied Volatility	PCR OI	PCR Vol	Contracts	Close	% Change	Open Interest	Reading	Option Chain
BANK NIFTY	38631.9	41.30 K	21.62	0.166	0.0056	1244	174.80	67.51	18.73 K	Short Covering	OC
BANK NIFTY	38631.9	42.30 K	21.63	0	0	167	75.50	27.75	3500.00	Position Build Up	OC
Dr. Reddy's Laboratories Ltd.	4335.7	4200.00	21.64	1.31	5.55	182	194.35	-17.53	29.50 K	Position UnWinding	OC
BANK NIFTY	38631.9	40.20 K	21.70	0.621	0.0359	1975	394.10	72.62	9575.00	Position Build Up	OC
BANK NIFTY	38631.9	42.10 K	21.72	0.209	0.082	487	91.60	43.24	6350.00	Short Covering	OC
BANK NIFTY	38631.9	42.20 K	21.78	0	0	457	84.90	36.94	5950.00	Short Covering	OC
BANK NIFTY	38631.9	42.40 K	21.81	0	0	329	71.55	39.07	3175.00	Short Covering	OC
BANK NIFTY	38631.9	40.00 K	21.84	0.357	0.057	60145	455.00	73.80	360.52 K	Position Build Up	OC
BANK NIFTY	38631.9	39.70 K	21.86	0.239	0.0358	1314	550.45	69.27	17.80 K	Position Build Up	OC

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