Options Daily 11.01.2022

NIFTY Summary:

  1. Jan 18600 calls added 1,12,400 contracts.
  2. Jan 17850 calls shed 12,550.
  3. Jan 16300 puts added 3,62,100.
  4. Jan 16900 puts shed 8,250.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 215.74 713.85
5 217.45 706.71
10 226.44 694.90
20 238.23 690.73

NIFTY 50 NIFTY BANK
TrueRange 204.75 660.75
TrueHigh 18017.45 38400.35
TrueLow 17812.70 37739.60
Avg. True Range

NIFTY.50 NIFTY.BANK
3 215.74 713.85
5 217.45 706.71
10 226.44 694.90
20 238.23 690.73

NIFTY 50 NIFTY BANK
TrueRange 204.75 660.75
TrueHigh 18017.45 38400.35
TrueLow 17812.70 37739.60

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JAN NIFTY OI

JAN NIFTY OI chart

JAN BANKNIFTY OI

JAN BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JAN NIFTY Volatility

JAN NIFTY Volatility chart

JAN BANKNIFTY Volatility

JAN 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: DELTACORP, IBULHSGFIN, RBLBANK.
market wide position limit chart

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