Options Daily 30.03.2022

NIFTY Summary:

  1. Apr 18000 calls added 2,66,400 contracts.
  2. Apr 17200 calls shed 43,000.
  3. Apr 17300 puts added 3,11,650.
  4. Apr 16100 puts shed 36,000.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 202.33 644.20
5 239.00 733.33
10 287.01 861.52
20 324.66 965.41

NIFTY 50 NIFTY BANK
TrueRange 121.65 470.65
TrueHigh 17343.65 35977.20
TrueLow 17222.00 35506.55
Avg. True Range

NIFTY.50 NIFTY.BANK
3 202.33 644.20
5 239.00 733.33
10 287.01 861.52
20 324.66 965.41

NIFTY 50 NIFTY BANK
TrueRange 121.65 470.65
TrueHigh 17343.65 35977.20
TrueLow 17222.00 35506.55

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: IDEA, PVR, SUNTV.
market wide position limit chart

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