Options Daily 22.07.2021

NIFTY Summary:

  1. Jul 15700 calls added 13,67,100 contracts.
  2. Jul 16200 calls shed 2,45,350.
  3. Jul 15600 puts added 3,27,350.
  4. Jul 15800 puts shed 5,48,950.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 152.28 596.01
5 141.93 538.67
10 138.38 508.26
20 141.90 509.39

NIFTY 50 NIFTY BANK
TrueRange 173.85 721.85
TrueHigh 15752.40 35079.20
TrueLow 15578.55 34357.35
Avg. True Range

NIFTY.50 NIFTY.BANK
3 152.28 596.01
5 141.93 538.67
10 138.38 508.26
20 141.90 509.39

NIFTY 50 NIFTY BANK
TrueRange 173.85 721.85
TrueHigh 15752.40 35079.20
TrueLow 15578.55 34357.35

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: CADILAHC, CANBK, IBULHSGFIN, NATIONALUM, NMDC, SUNTV.
market wide position limit chart

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