Options Daily 08.04.2021

NIFTY Summary:

  1. Apr 15500 calls added 3,94,725 contracts.
  2. Apr 14750 calls shed 10,950.
  3. Apr 14500 puts added 4,45,275.
  4. Apr 13100 puts shed 18,075.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 252.77 950.47
5 259.51 923.98
10 266.36 919.21
20 270.15 930.15

NIFTY 50 NIFTY BANK
TrueRange 229.95 1050.15
TrueHigh 14879.80 33191.70
TrueLow 14649.85 32141.55
Avg. True Range

NIFTY.50 NIFTY.BANK
3 252.77 950.47
5 259.51 923.98
10 266.36 919.21
20 270.15 930.15

NIFTY 50 NIFTY BANK
TrueRange 229.95 1050.15
TrueHigh 14879.80 33191.70
TrueLow 14649.85 32141.55

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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