Options Daily 14.12.2021

NIFTY Summary:

  1. Dec 17700 calls added 3,13,800 contracts.
  2. Dec 17000 calls shed 3,400.
  3. Dec 17000 puts added 1,51,500.
  4. Dec 16100 puts shed 2,950.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 241.57 632.06
5 260.12 680.34
10 268.77 709.34
20 258.00 691.80

NIFTY 50 NIFTY BANK
TrueRange 283.55 719.15
TrueHigh 17639.50 37581.05
TrueLow 17355.95 36861.90
Avg. True Range

NIFTY.50 NIFTY.BANK
3 241.57 632.06
5 260.12 680.34
10 268.77 709.34
20 258.00 691.80

NIFTY 50 NIFTY BANK
TrueRange 283.55 719.15
TrueHigh 17639.50 37581.05
TrueLow 17355.95 36861.90

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, IDEA.
market wide position limit chart

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