Options Daily 13.09.2021

NIFTY Summary:

  1. Sep 18000 calls added 26,44,500 contracts.
  2. Sep 17100 calls shed 1,05,650.
  3. Sep 16500 puts added 28,35,900.
  4. Sep 16150 puts shed 32,250.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 119.85 416.98
5 134.51 448.17
10 145.61 475.33
20 149.37 487.16

NIFTY 50 NIFTY BANK
TrueRange 76.95 290.50
TrueHigh 17379.65 36857.20
TrueLow 17302.70 36566.70
Avg. True Range

NIFTY.50 NIFTY.BANK
3 119.85 416.98
5 134.51 448.17
10 145.61 475.33
20 149.37 487.16

NIFTY 50 NIFTY BANK
TrueRange 76.95 290.50
TrueHigh 17379.65 36857.20
TrueLow 17302.70 36566.70

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

SEP NIFTY OI

SEP NIFTY OI chart

SEP BANKNIFTY OI

SEP BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

SEP NIFTY Volatility

SEP NIFTY Volatility chart

SEP BANKNIFTY Volatility

SEP 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, IRCTC, NATIONALUM.
market wide position limit chart

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