i have never in my life seen such mispricing of options .... for e.g. 3100 call was quoting around 10 rs when the market was at 2400 three days before last expiry it would have taken upper circuits for two days to reach 3100 ....there was the opportunity to write that call and i took it . Now today a 3300 calls day high is 99 while a 2800 call was quoting at 124 around the nifty fut level of 3040 ... both being equi-distant from that level should have quoted at the same price.Now looking for trades to catch this mispricing .
When puts demand a higher premium than calls doesnt it show that the market is even now extremely bearish.So a safer trade will be to buy a nearby put with a bit faraway call just to pocket the arbitrage and with so many events to unfold this week . I bought a 2800 put and a 3300 call around 3000 nif fut.
When puts demand a higher premium than calls doesnt it show that the market is even now extremely bearish.So a safer trade will be to buy a nearby put with a bit faraway call just to pocket the arbitrage and with so many events to unfold this week . I bought a 2800 put and a 3300 call around 3000 nif fut.
