Below values are taken after market close,
Days to Expiry : 23
PCR : 1.34
Max Pain : 10700
IV Percentile : 89
Base nifty price and entry at 9:30 AM
Lessons Learned:
Fixed delta from yesterday, but volatility was the villan today. None of the long options made money today. Try correlating underlying movement, ivx and PL from below charts.
Days to Expiry : 23
PCR : 1.34
Max Pain : 10700
IV Percentile : 89
Base nifty price and entry at 9:30 AM
Lessons Learned:
Fixed delta from yesterday, but volatility was the villan today. None of the long options made money today. Try correlating underlying movement, ivx and PL from below charts.