Options Daily 09.10.2018

NIFTY Summary:

  1. Oct 10500 calls added 7,10,550 contracts.
  2. Oct 11200 calls shed 7,72,800.
  3. Oct 10000 puts added 14,58,450.
  4. Oct 10600 puts shed 3,60,975.

Our trend model indicates a SHORT on the NIFTY and LONG on the BANKNIFTY.

Avg. True Range

NIFTY.50 NIFTY.BANK
3 241.98 594.80
5 228.70 584.92
10 201.55 542.27
20 173.08 480.38

NIFTY 50 NIFTY BANK
TrueRange 199.95 505.30
TrueHigh 10398.35 24745.35
TrueLow 10198.40 24240.05

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

OCT BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

VIX kernel density plot

Marketwide OI

Securities under ban today: IDBI.
market wide position limit chart

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