Options Daily 10.11.2021

NIFTY Summary:

  1. Nov 18000 calls added 2,12,500 contracts.
  2. Nov 17900 calls shed 16,800.
  3. Nov 18000 puts added 2,09,350.
  4. Nov 17950 puts shed 27,200.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 188.32 576.25
5 208.52 662.05
10 221.68 696.21
20 221.23 668.42

NIFTY 50 NIFTY BANK
TrueRange 129.55 337.20
TrueHigh 18112.60 39560.60
TrueLow 17983.05 39223.40
Avg. True Range

NIFTY.50 NIFTY.BANK
3 188.32 576.25
5 208.52 662.05
10 221.68 696.21
20 221.23 668.42

NIFTY 50 NIFTY BANK
TrueRange 129.55 337.20
TrueHigh 18112.60 39560.60
TrueLow 17983.05 39223.40

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

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

Securities under ban today: ESCORTS, PNB, SUNTV.
market wide position limit chart

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