Options Daily 28.03.2022

NIFTY Summary:

  1. Apr 17200 calls added 2,31,850 contracts.
  2. Apr 18700 calls shed 4,300.
  3. Apr 17200 puts added 2,76,550.
  4. Apr 15350 puts shed 3,300.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 248.41 719.21
5 277.87 810.56
10 315.53 924.65
20 344.70 1005.90

NIFTY 50 NIFTY BANK
TrueRange 218.35 513.55
TrueHigh 17294.90 35717.40
TrueLow 17076.55 35203.85
Avg. True Range

NIFTY.50 NIFTY.BANK
3 248.41 719.21
5 277.87 810.56
10 315.53 924.65
20 344.70 1005.90

NIFTY 50 NIFTY BANK
TrueRange 218.35 513.55
TrueHigh 17294.90 35717.40
TrueLow 17076.55 35203.85
Avg. True Range

NIFTY.50 NIFTY.BANK
3 248.41 719.21
5 277.87 810.56
10 315.53 924.65
20 344.70 1005.90

NIFTY 50 NIFTY BANK
TrueRange 218.35 513.55
TrueHigh 17294.90 35717.40
TrueLow 17076.55 35203.85

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

MAR NIFTY OI

MAR NIFTY OI chart

MAR BANKNIFTY OI

MAR BANKNIFTY OI chart

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

MAR NIFTY Volatility

MAR NIFTY Volatility chart

MAR BANKNIFTY Volatility

MAR BANKNIFTY Volatility chart

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

APR 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, L&TFH, SAIL, SUNTV.
market wide position limit chart

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