Options Daily 22.10.2021

NIFTY Summary:

  1. Oct 19500 calls added 31,50,950 contracts.
  2. Oct 14500 calls shed 58,100.
  3. Oct 18200 puts added 14,09,750.
  4. Oct 18300 puts shed 1,18,800.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 258.45 623.64
5 235.11 593.68
10 212.56 575.49
20 197.41 575.96

NIFTY 50 NIFTY BANK
TrueRange 336.20 772.35
TrueHigh 18384.20 40200.45
TrueLow 18048.00 39428.10

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: AMARAJABAT, ESCORTS, IDEA, IRCTC, L&TFH, NATIONALUM, PNB, SAIL, SUNTV, TATAPOWER.
market wide position limit chart

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