Options Daily 12.01.2022

NIFTY Summary:

  1. Jan 18400 calls added 2,30,500 contracts.
  2. Jan 17750 calls shed 450.
  3. Jan 18000 puts added 2,08,000.
  4. Jan 17000 puts shed 20,200.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 182.78 633.51
5 197.39 659.92
10 215.76 671.32
20 233.02 677.93

NIFTY 50 NIFTY BANK
TrueRange 116.85 472.85
TrueHigh 18081.25 38504.60
TrueLow 17964.40 38031.75
Avg. True Range

NIFTY.50 NIFTY.BANK
3 182.78 633.51
5 197.39 659.92
10 215.76 671.32
20 233.02 677.93

NIFTY 50 NIFTY BANK
TrueRange 116.85 472.85
TrueHigh 18081.25 38504.60
TrueLow 17964.40 38031.75

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, IDEA, RBLBANK.
market wide position limit chart

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