Options Daily 13.10.2021

NIFTY Summary:

  1. Oct 18000 calls added 1,73,500 contracts.
  2. Oct 17300 calls shed 850.
  3. Oct 17800 puts added 1,60,800.
  4. Oct 17000 puts shed 46,800.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 179.74 535.50
5 187.55 543.96
10 185.56 554.02
20 176.02 551.98

NIFTY 50 NIFTY BANK
TrueRange 143.70 465.00
TrueHigh 18008.65 38609.60
TrueLow 17864.95 38144.60
Avg. True Range

NIFTY.50 NIFTY.BANK
3 179.74 535.50
5 187.55 543.96
10 185.56 554.02
20 176.02 551.98

NIFTY 50 NIFTY BANK
TrueRange 143.70 465.00
TrueHigh 18008.65 38609.60
TrueLow 17864.95 38144.60

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, IBULHSGFIN, IRCTC, NATIONALUM, PNB, SAIL, SUNTV.
market wide position limit chart

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