Options Daily 09.07.2021

NIFTY Summary:

  1. Jul 15800 calls added 27,86,625 contracts.
  2. Jul 15150 calls shed 450.
  3. Jul 15500 puts added 11,96,700.
  4. Jul 16000 puts shed 18,375.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 144.00 515.40
5 137.21 491.74
10 139.86 494.36
20 144.99 506.01

NIFTY 50 NIFTY BANK
TrueRange 202.85 676.35
TrueHigh 15885.75 35811.00
TrueLow 15682.90 35134.65

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: IBULHSGFIN, NATIONALUM, NMDC, PNB, SAIL.
market wide position limit chart

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