Options Daily 04.10.2021

NIFTY Summary:

  1. Oct 18200 calls added 1,47,100 contracts.
  2. Oct 18400 calls shed 60,600.
  3. Oct 17000 puts added 1,25,950.
  4. Oct 17700 puts shed 19,950.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 182.65 606.47
5 185.93 619.55
10 179.32 598.91
20 168.85 561.57

NIFTY 50 NIFTY BANK
TrueRange 165.25 548.75
TrueHigh 17618.15 37425.10
TrueLow 17452.90 36876.35
Avg. True Range

NIFTY.50 NIFTY.BANK
3 182.65 606.47
5 185.93 619.55
10 179.32 598.91
20 168.85 561.57

NIFTY 50 NIFTY BANK
TrueRange 165.25 548.75
TrueHigh 17618.15 37425.10
TrueLow 17452.90 36876.35
Avg. True Range

NIFTY.50 NIFTY.BANK
3 182.65 606.47
5 185.93 619.55
10 179.32 598.91
20 168.85 561.57

NIFTY 50 NIFTY BANK
TrueRange 165.25 548.75
TrueHigh 17618.15 37425.10
TrueLow 17452.90 36876.35

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

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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