Options Daily 16.07.2021

NIFTY Summary:

  1. Jul 16200 calls added 15,62,175 contracts.
  2. Jul 15850 calls shed 1,00,800.
  3. Jul 15900 puts added 21,36,000.
  4. Jul 15700 puts shed 27,22,725.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 116.63 408.40
5 121.96 427.91
10 129.53 455.59
20 139.14 487.93

NIFTY 50 NIFTY BANK
TrueRange 98.40 359.55
TrueHigh 15952.35 35985.25
TrueLow 15853.95 35625.70

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

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