| Time | IV | CE OI | PE OI | OI Bias
OI Bias = PE OI - CE OI
OI Bias(+) = Bullish bias OI Bias(-) = Bearish bias |
Day High | Day Low | Vega
CE Vega = 9:15 CE vega - Current CE vega
PE Vega = 9:15 PE vega - Current PE vega Vega = CE vega - PE vega CE and PE strickes consider ATM to OTM (delta 0.55 to 0.05) Vega(+) = Bullish bias Vega(-) = Bearish bias |
Theta
CE Theta = 9:15 CE Theta - Current CE Theta
PE Vega = 9:15 PE Theta - Current PE Theta Vega = CE Theta - PE Theta CE and PE strickes consider ATM to OTM (delta 0.55 to 0.05) Theta(+) = Bullish bias Theta(-) = Bearish bias Theta Bullish / Bearish Threshold (±) consider as per Days to Expiry |
LTP | LTP Change | Trending OI
Trending OI = PE Chg OI - CE Chg OI
Trending OI(+) = Bullish bias Trending OI(-) = Bearish bias Trending OI Bullish / Bearish Threshold (±) consider as per Days to Expiry Consider every 3min because OI data update every 3min |
Interpretation |
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