Options Daily 05.07.2021

NIFTY Summary:

  1. Jul 16000 calls added 1,71,900 contracts.
  2. Jul 17000 calls shed 2,32,350.
  3. Jul 14900 puts added 2,47,575.
  4. Jul 13350 puts shed 75.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 111.86 360.13
5 124.97 420.12
10 137.97 478.81
20 141.71 504.12

NIFTY 50 NIFTY BANK
TrueRange 102.40 261.85
TrueHigh 15738.35 34894.45
TrueLow 15635.95 34632.60
Avg. True Range

NIFTY.50 NIFTY.BANK
3 111.86 360.13
5 124.97 420.12
10 137.97 478.81
20 141.71 504.12

NIFTY 50 NIFTY BANK
TrueRange 102.40 261.85
TrueHigh 15738.35 34894.45
TrueLow 15635.95 34632.60
Avg. True Range

NIFTY.50 NIFTY.BANK
3 111.86 360.13
5 124.97 420.12
10 137.97 478.81
20 141.71 504.12

NIFTY 50 NIFTY BANK
TrueRange 102.40 261.85
TrueHigh 15738.35 34894.45
TrueLow 15635.95 34632.60

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JUL NIFTY OI

JUL NIFTY OI chart

JUL BANKNIFTY OI

JUL BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JUL NIFTY Volatility

JUL NIFTY Volatility chart

JUL BANKNIFTY Volatility

JUL 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: NATIONALUM, PNB.
market wide position limit chart

Comments are closed, but trackbacks and pingbacks are open.