Options Daily 05.10.2021

NIFTY Summary:

  1. Oct 18300 calls added 2,33,700 contracts.
  2. Oct 17500 calls shed 61,100.
  3. Oct 17700 puts added 2,45,000.
  4. Oct 16900 puts shed 3,850.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 194.71 552.58
5 192.45 584.50
10 182.84 582.24
20 170.04 552.73

NIFTY 50 NIFTY BANK
TrueRange 218.85 444.80
TrueHigh 17750.90 37670.70
TrueLow 17532.05 37225.90
Avg. True Range

NIFTY.50 NIFTY.BANK
3 194.71 552.58
5 192.45 584.50
10 182.84 582.24
20 170.04 552.73

NIFTY 50 NIFTY BANK
TrueRange 218.85 444.80
TrueHigh 17750.90 37670.70
TrueLow 17532.05 37225.90

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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