today 28th January
IV of call side in Banknifty ATM 37700 is 54 and premium 1071 ( weekly Expiry)
while put side IV is 22 and premium only 404 Rs.
Does it give any signal of market sentiment
indication of up or down?
data has not been updated on NSE website. The LTP of both were around 700.
right.
checked it now
by the way,
if one side premium is much higher than other side
say ce premium would have been high.
is it indication of directional movement?