Options Daily 10.12.2021

NIFTY Summary:

  1. Dec 18500 calls added 18,77,650 contracts.
  2. Dec 17350 calls shed 14,100.
  3. Dec 17500 puts added 16,79,250.
  4. Dec 17300 puts shed 29,04,900.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 266.32 718.36
5 285.84 757.62
10 286.81 774.49
20 270.31 759.30

NIFTY 50 NIFTY BANK
TrueRange 163.65 513.10
TrueHigh 17543.25 37397.55
TrueLow 17379.60 36884.45

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: ESCORTS, IBULHSGFIN.
market wide position limit chart

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