Participant Data aur IV se Market Direction Samjhe (Hindi)

This lesson shows how to read market direction by combining participant data with volatility signals. It looks at how FIIs, DIIs and retail traders are positioned through their open interest, and what that behaviour can say before price moves.

It then adds three volatility inputs: IV skew pressure, the trend in implied volatility, and the spread between implied and historical volatility. The final part explains how to put these together into a directional bias for Nifty, BankNifty and stock options.

SPEAKERShlok PokhriyalTrainer

With 4 years of hands-on experience in options trading, I specialize in crafting effective option strategies and building robust risk management tools. My focus lies in identifying market opportunities, managing trade risks, and optimizing strategies across varying market conditions.

All 9 videos by Shlok →