Options Daily 28.05.2021

NIFTY Summary:

  1. Jun 15700 calls added 10,42,725 contracts.
  2. Jun 14300 calls shed 1,500.
  3. Jun 15300 puts added 11,23,125.
  4. Jun 14100 puts shed 94,200.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 137.85 669.93
5 154.31 689.45
10 177.43 721.29
20 198.80 766.78

NIFTY 50 NIFTY BANK
TrueRange 112.05 691.10
TrueHigh 15384.55 35220.80
TrueLow 15272.50 34529.70

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

MAY NIFTY OI

MAY NIFTY OI chart

MAY BANKNIFTY OI

MAY BANKNIFTY OI chart

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

JUN BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

VIX kernel density plot

Marketwide OI

market wide position limit chart

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