Options Daily 04.06.2021

NIFTY Summary:

  1. Jun 16000 calls added 14,21,325 contracts.
  2. Jun 15500 calls shed 1,02,300.
  3. Jun 14500 puts added 15,21,675.
  4. Jun 14350 puts shed 3,900.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 142.95 446.55
5 149.78 516.08
10 164.17 604.39
20 178.12 665.42

NIFTY 50 NIFTY BANK
TrueRange 128.90 349.95
TrueHigh 15705.10 35723.70
TrueLow 15576.20 35373.75

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

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

Securities under ban today: BANKBARODA, PNB, SAIL, SUNTV.
market wide position limit chart

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