Options Daily 12.10.2021

NIFTY Summary:

  1. Oct 18200 calls added 2,06,450 contracts.
  2. Oct 17850 calls shed 19,300.
  3. Oct 17800 puts added 2,32,350.
  4. Oct 17250 puts shed 61,250.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 197.75 570.75
5 198.59 563.56
10 191.71 562.59
20 179.93 549.16

NIFTY 50 NIFTY BANK
TrueRange 202.85 750.65
TrueHigh 18041.95 38495.30
TrueLow 17839.10 37744.65
Avg. True Range

NIFTY.50 NIFTY.BANK
3 197.75 570.75
5 198.59 563.56
10 191.71 562.59
20 179.93 549.16

NIFTY 50 NIFTY BANK
TrueRange 202.85 750.65
TrueHigh 18041.95 38495.30
TrueLow 17839.10 37744.65

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: BANKBARODA, BHEL, CANBK, IBULHSGFIN, IRCTC, NATIONALUM, PNB, SAIL, SUNTV.
market wide position limit chart

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