This time I only plan to short CE on weekly Banknifty options....
Based on the BN E.O.D Option data.
BN: 24675
Max OI: 25500 CE vs 24800 PE
Max Change in OI: 25000 CE vs 24800 PE
Short 25300 CE 2 lot @ 14 points
Will add few lots every other day to average the price.
Expiry on 10th Aug 2017
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