Quantitative data set up: Fall in Bank Nifty implied volatility rules out any major dip - Moneycontrol.com 03-Aug-2020

Quantitative data set up: Fall in Bank Nifty implied volatility rules out any major dip - Moneycontrol.com


Put Call Ratio based on Open Interest of Bank Nifty remained in between 0.63 to 0.90 and closed the week with PCR OI of 0.73 which suggests a grip of Call writers with multiple hurdles at higher zones.

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