Options Daily 17.01.2022

NIFTY Summary:

  1. Jan 18200 calls added 5,50,750 contracts.
  2. Jan 17900 calls shed 76,800.
  3. Jan 18200 puts added 5,91,250.
  4. Jan 17000 puts shed 4,68,100.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 159.53 480.50
5 173.86 539.13
10 195.38 601.31
20 215.80 644.95

NIFTY 50 NIFTY BANK
TrueRange 167.30 462.20
TrueHigh 18286.95 38469.95
TrueLow 18119.65 38007.75
Avg. True Range

NIFTY.50 NIFTY.BANK
3 159.53 480.50
5 173.86 539.13
10 195.38 601.31
20 215.80 644.95

NIFTY 50 NIFTY BANK
TrueRange 167.30 462.20
TrueHigh 18286.95 38469.95
TrueLow 18119.65 38007.75
Avg. True Range

NIFTY.50 NIFTY.BANK
3 159.53 480.50
5 173.86 539.13
10 195.38 601.31
20 215.80 644.95

NIFTY 50 NIFTY BANK
TrueRange 167.30 462.20
TrueHigh 18286.95 38469.95
TrueLow 18119.65 38007.75

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

Comments are closed, but trackbacks and pingbacks are open.