Options Daily 10.06.2021

NIFTY Summary:

  1. Jun 15800 calls added 6,34,275 contracts.
  2. Jun 16000 calls shed 36,075.
  3. Jun 15600 puts added 2,70,150.
  4. Jun 15750 puts shed 12,525.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 154.32 550.50
5 148.55 539.26
10 156.35 580.02
20 169.50 630.01

NIFTY 50 NIFTY BANK
TrueRange 233.55 761.25
TrueHigh 15800.45 35402.45
TrueLow 15566.90 34641.20
Avg. True Range

NIFTY.50 NIFTY.BANK
3 154.32 550.50
5 148.55 539.26
10 156.35 580.02
20 169.50 630.01

NIFTY 50 NIFTY BANK
TrueRange 233.55 761.25
TrueHigh 15800.45 35402.45
TrueLow 15566.90 34641.20

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: BHEL, CANBK, NATIONALUM, SAIL, SUNTV.
market wide position limit chart

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