Options Daily 29.10.2021

NIFTY Summary:

  1. Nov 20000 calls added 31,12,350 contracts.
  2. Nov 19150 calls shed 6,650.
  3. Nov 17000 puts added 10,27,600.
  4. Nov 18200 puts shed 1,66,200.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 286.57 1006.88
5 265.30 875.35
10 241.84 750.63
20 225.67 682.00

NIFTY 50 NIFTY BANK
TrueRange 411.50 1580.85
TrueHigh 18210.95 40931.05
TrueLow 17799.45 39350.20

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

NOV NIFTY Volatility

NOV NIFTY Volatility chart

NOV BANKNIFTY Volatility

NOV BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

VIX kernel density plot

Marketwide OI

market wide position limit chart

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