Options Daily 29.11.2021

NIFTY Summary:

  1. Dec 17500 calls added 2,42,300 contracts.
  2. Dec 18300 calls shed 15,750.
  3. Dec 16000 puts added 1,10,450.
  4. Dec 17350 puts shed 30,000.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 361.33 919.07
5 317.84 823.78
10 276.53 753.78
20 257.03 744.95

NIFTY 50 NIFTY BANK
TrueRange 550.55 1460.65
TrueHigh 17536.25 37364.75
TrueLow 16985.70 35904.10
Avg. True Range

NIFTY.50 NIFTY.BANK
3 361.33 919.07
5 317.84 823.78
10 276.53 753.78
20 257.03 744.95

NIFTY 50 NIFTY BANK
TrueRange 550.55 1460.65
TrueHigh 17536.25 37364.75
TrueLow 16985.70 35904.10
Avg. True Range

NIFTY.50 NIFTY.BANK
3 361.33 919.07
5 317.84 823.78
10 276.53 753.78
20 257.03 744.95

NIFTY 50 NIFTY BANK
TrueRange 550.55 1460.65
TrueHigh 17536.25 37364.75
TrueLow 16985.70 35904.10

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC 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: IBULHSGFIN.
market wide position limit chart

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