Options Daily 13.05.2022

NIFTY Summary:

  1. May 16000 calls added 35,43,450 contracts.
  2. May 17450 calls shed 3,250.
  3. May 14650 puts added 13,73,600.
  4. May 16200 puts shed 3,53,750.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 338.72 930.42
5 321.40 853.98
10 299.56 792.47
20 279.41 758.37

NIFTY 50 NIFTY BANK
TrueRange 431.35 1395.50
TrueHigh 16167.10 34693.15
TrueLow 15735.75 33297.65

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

MAY NIFTY OI

MAY NIFTY OI chart

MAY BANKNIFTY OI

MAY BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

MAY NIFTY Volatility

MAY NIFTY Volatility chart

MAY BANKNIFTY Volatility

MAY 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, PNB.
market wide position limit chart

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