Options Daily 22.02.2021

NIFTY Summary:

  1. Mar 15000 calls added 1,30,425 contracts.
  2. Mar 16300 calls shed 12,525.
  3. Mar 14200 puts added 1,14,600.
  4. Mar 15200 puts shed 10,425.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 195.62 883.24
5 198.34 888.18
10 216.87 894.68
20 233.78 872.14

NIFTY 50 NIFTY BANK
TrueRange 245.85 1071.60
TrueHigh 15144.05 36656.20
TrueLow 14898.20 35584.60
Avg. True Range

NIFTY.50 NIFTY.BANK
3 195.62 883.24
5 198.34 888.18
10 216.87 894.68
20 233.78 872.14

NIFTY 50 NIFTY BANK
TrueRange 245.85 1071.60
TrueHigh 15144.05 36656.20
TrueLow 14898.20 35584.60

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

FEB NIFTY OI

FEB NIFTY OI chart

FEB BANKNIFTY OI

FEB BANKNIFTY OI chart

MAR NIFTY OI

MAR NIFTY OI chart

MAR BANKNIFTY OI

MAR BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

FEB NIFTY Volatility

FEB NIFTY Volatility chart

FEB BANKNIFTY Volatility

FEB BANKNIFTY Volatility chart

MAR NIFTY Volatility

MAR NIFTY Volatility chart

MAR BANKNIFTY Volatility

MAR 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, CANBK, IDEA, SAIL.
market wide position limit chart

Comments are closed, but trackbacks and pingbacks are open.