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banknifty expected movement standard deviation

BankNifty BN Option Chain Analysis, Strangle Straddle Returns, Expected Movement – 12th March 2019

12th March 2019 – BN started with a gap up of close to 150 points and continues to rally to hit a close all time high of 28450 levels. Heavy addition of OI across CEs (28700 to 29000) and PEs (28000 – 28500) Option chain – 28500, 28600 and 28900 act as the resistance on …

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