Options Daily 23.02.2021

NIFTY Summary:

  1. Mar 15000 calls added 3,71,100 contracts.
  2. Mar 15800 calls shed 35,025.
  3. Mar 14000 puts added 1,69,050.
  4. Mar 15000 puts shed 43,950.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 255.43 932.61
5 233.71 916.85
10 233.46 910.47
20 244.47 894.21

NIFTY 50 NIFTY BANK
TrueRange 375.05 1031.35
TrueHigh 15010.10 36128.90
TrueLow 14635.05 35097.55
Avg. True Range

NIFTY.50 NIFTY.BANK
3 255.43 932.61
5 233.71 916.85
10 233.46 910.47
20 244.47 894.21

NIFTY 50 NIFTY BANK
TrueRange 375.05 1031.35
TrueHigh 15010.10 36128.90
TrueLow 14635.05 35097.55

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

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