Options Daily 14.10.2021

NIFTY Summary:

  1. Oct 18200 calls added 3,61,000 contracts.
  2. Oct 17900 calls shed 2,26,250.
  3. Oct 18000 puts added 5,66,100.
  4. Oct 17300 puts shed 1,40,700.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 188.44 449.12
5 191.19 490.37
10 187.03 524.41
20 177.42 538.15

NIFTY 50 NIFTY BANK
TrueRange 205.85 276.35
TrueHigh 18197.80 38779.05
TrueLow 17991.95 38502.70
Avg. True Range

NIFTY.50 NIFTY.BANK
3 188.44 449.12
5 191.19 490.37
10 187.03 524.41
20 177.42 538.15

NIFTY 50 NIFTY BANK
TrueRange 205.85 276.35
TrueHigh 18197.80 38779.05
TrueLow 17991.95 38502.70

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

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