Options Daily 16.10.2020

NIFTY Summary:

  1. Oct 12500 calls added 22,11,225 contracts.
  2. Oct 12500 calls shed 10,53,000.
  3. Oct 11000 puts added 8,24,175.
  4. Oct 11850 puts shed 19,050.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 220.36 785.51
5 195.68 704.00
10 182.21 639.11
20 176.33 600.50

NIFTY 50 NIFTY BANK
TrueRange 364.15 1116.90
TrueHigh 12025.45 24087.85
TrueLow 11661.30 22970.95

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: ADANIENT, BHEL, CANBK, ESCORTS, IBULHSGFIN, IDEA, JINDALSTEL, MINDTREE, PNB, PVR, SAIL.
market wide position limit chart

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