Options Daily 09.11.2018

NIFTY Summary:

  1. Nov 11200 calls added 1,06,725 contracts.
  2. Nov 10700 calls shed 3,22,125.
  3. Nov 10600 puts added 3,58,425.
  4. Nov 9700 puts shed 84,000.
Avg. True Range

NIFTY.50 NIFTY.BANK
3 120.91 322.56
5 139.75 374.53
10 161.35 434.01
20 178.20 480.25

NIFTY 50 NIFTY BANK
TrueRange 86.45 226.40
TrueHigh 10616.45 25824.40
TrueLow 10530.00 25598.00

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

NOV NIFTY Volatility

NOV NIFTY Volatility chart

NOV BANKNIFTY Volatility

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

VIX Density Plot

VIX kernel density plot

Marketwide OI

market wide position limit chart

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