Options Daily 07.04.2021

NIFTY Summary:

  1. Apr 15500 calls added 2,34,225 contracts.
  2. Apr 15050 calls shed 7,875.
  3. Apr 13500 puts added 2,31,375.
  4. Apr 14850 puts shed 825.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 264.18 900.63
5 266.94 892.26
10 271.49 904.79
20 275.34 926.26

NIFTY 50 NIFTY BANK
TrueRange 205.20 669.25
TrueHigh 14779.10 33007.65
TrueLow 14573.90 32338.40
Avg. True Range

NIFTY.50 NIFTY.BANK
3 264.18 900.63
5 266.94 892.26
10 271.49 904.79
20 275.34 926.26

NIFTY 50 NIFTY BANK
TrueRange 205.20 669.25
TrueHigh 14779.10 33007.65
TrueLow 14573.90 32338.40

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

APR 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: SAIL.
market wide position limit chart

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