Options Daily 14.01.2022

NIFTY Summary:

  1. Jan 19000 calls added 21,49,000 contracts.
  2. Jan 18200 calls shed 29,86,650.
  3. Jan 17000 puts added 26,45,600.
  4. Jan 16850 puts shed 3,500.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 155.65 489.64
5 175.58 558.34
10 199.80 616.46
20 221.24 653.97

NIFTY 50 NIFTY BANK
TrueRange 108.45 351.40
TrueHigh 18272.25 38727.55
TrueLow 18163.80 38376.15

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: IBULHSGFIN, IDEA, SAIL.
market wide position limit chart

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