Options Daily 08.10.2021

NIFTY Summary:

  1. Oct 19000 calls added 14,19,400 contracts.
  2. Oct 17700 calls shed 2,71,900.
  3. Oct 17800 puts added 15,26,850.
  4. Oct 18600 puts shed 50.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 217.06 505.78
5 209.07 538.47
10 196.31 557.42
20 182.59 546.49

NIFTY 50 NIFTY BANK
TrueRange 211.55 402.10
TrueHigh 17857.55 37923.65
TrueLow 17646.00 37521.55

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

Securities under ban today: CANBK, IBULHSGFIN, NATIONALUM, PNB, SAIL.
market wide position limit chart

Comments are closed, but trackbacks and pingbacks are open.