Options Daily 30.07.2021

NIFTY Summary:

  1. Aug 16000 calls added 13,81,000 contracts.
  2. Aug 15700 calls shed 3,24,900.
  3. Aug 15000 puts added 13,37,650.
  4. Aug 15250 puts shed 29,350.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 159.62 494.52
5 156.64 516.52
10 151.48 520.11
20 148.81 516.54

NIFTY 50 NIFTY BANK
TrueRange 107.95 282.95
TrueHigh 15817.35 34778.15
TrueLow 15709.40 34495.20

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JUL NIFTY OI

JUL NIFTY OI chart

JUL BANKNIFTY OI

JUL BANKNIFTY OI chart

AUG NIFTY OI

AUG NIFTY OI chart

AUG BANKNIFTY OI

AUG BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

AUG NIFTY Volatility

AUG NIFTY Volatility chart

AUG BANKNIFTY Volatility

AUG BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

VIX kernel density plot

Marketwide OI

market wide position limit chart

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