Options Daily 14.01.2021

NIFTY Summary:

  1. Jan 14600 calls added 5,06,025 contracts.
  2. Jan 14300 calls shed 45,900.
  3. Jan 14600 puts added 4,87,425.
  4. Jan 13600 puts shed 72,825.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 183.48 523.35
5 176.17 511.73
10 170.63 511.37
20 168.81 514.37

NIFTY 50 NIFTY BANK
TrueRange 217.65 535.25
TrueHigh 14653.35 32683.50
TrueLow 14435.70 32148.25
Avg. True Range

NIFTY.50 NIFTY.BANK
3 183.48 523.35
5 176.17 511.73
10 170.63 511.37
20 168.81 514.37

NIFTY 50 NIFTY BANK
TrueRange 217.65 535.25
TrueHigh 14653.35 32683.50
TrueLow 14435.70 32148.25

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JAN NIFTY OI

JAN NIFTY OI chart

JAN BANKNIFTY OI

JAN BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JAN NIFTY Volatility

JAN NIFTY Volatility chart

JAN BANKNIFTY Volatility

JAN 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: BHEL, SAIL.
market wide position limit chart

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