[Nitin Bhatia]

Dear sir
On 17 may , from 9:50 to 10:45
Nifty 10300 ce open interest increased by 140000
Nifty moves from 11292 to 11307
Oi addition relatively volume is high during this period of time
1) iv dropped from 41.7 to 40.3 what should we conclude ?
2) if iv increases (41.7 to 42.95) in above case ,what should we conclude ?

[Nitin Bhatia]

You cant conclude based on IV increase or decrease or open interest increased or decreased. you need to view the following parameter to understand the position better.
1. Correlation with Index and Vix
2. Correlation with Implied Volatility
3. Option Chain
4. Position On Chart
5. Volume Candle
6. Market Sentiment ( FII Sentiment)
7. Awaiting for Exit Poll Result Nifty may High Volatile
8. Premium Decay
As this week is news based week we can see both side movement.

[Nitin Bhatia]

Dear uspljacs
My question is in general sense not for current situation.
If call oi increase aggressively relative to volume in particular time period during intraday, and at that time iv and premium also increase then should we conclude that call are bought by big players

[Nitin Bhatia]

There is NO standard rule. Query is answered by the @uspljacs

[Nitin Bhatia]

Sometimes it’s for time being and sometimes its long term positions you can conclude based on volume but as per rule its Long position

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