Options Daily 20.11.2020

NIFTY Summary:

  1. Nov 12900 calls added 18,66,375 contracts.
  2. Nov 12500 calls shed 30,525.
  3. Nov 12000 puts added 7,68,300.
  4. Nov 10500 puts shed 1,33,875.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 165.44 765.35
5 162.97 757.85
10 166.55 749.22
20 169.43 725.85

NIFTY 50 NIFTY BANK
TrueRange 217.25 930.30
TrueHigh 12963.00 29749.85
TrueLow 12745.75 28819.55

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

Securities under ban today: BANKBARODA, BHEL, CANBK, DLF, IBULHSGFIN, IDEA, L&TFH, PNB, RBLBANK, SAIL, SUNTV.
market wide position limit chart

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