8200CE Dec Expiry Lost 50% of its Premium in a Single Day

As only 7 more trading days for the Dec 2016 series to come to an end and markets are trading with compressed volatility theta decay gets faster which erodes the premium on both the call and put sides faster. In todays session Nifty 8200CE lost almost 50% of its premium by the time of writing this post. Currently Open Interest on the call side is highest in both 8200CE and 8300CE suggesting writers are active in those zones. Nifty Spot lost 16.20 points or .25%

India VIX is at 14.38 down by 3%.

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