Options Daily 01.10.2021

NIFTY Summary:

  1. Oct 19000 calls added 27,33,550 contracts.
  2. Oct 17050 calls shed 100.
  3. Oct 17500 puts added 9,26,700.
  4. Oct 18000 puts shed 32,600.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 191.35 635.32
5 191.15 637.35
10 181.20 606.07
20 170.40 566.19

NIFTY 50 NIFTY BANK
TrueRange 156.80 530.60
TrueHigh 17742.15 37884.85
TrueLow 17585.35 37354.25

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

SEP NIFTY OI

SEP NIFTY OI chart

SEP BANKNIFTY OI

SEP BANKNIFTY OI chart

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

OCT 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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