Options Daily 21.06.2022

NIFTY Summary:

  1. Jun 15500 calls added 3,40,200 contracts.
  2. Jun 16300 calls shed 2,24,600.
  3. Jun 15200 puts added 2,59,450.
  4. Jun 16000 puts shed 1,27,950.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 258.55 650.86
5 265.61 658.90
10 270.70 665.99
20 279.37 687.92

NIFTY 50 NIFTY BANK
TrueRange 191.40 499.70
TrueHigh 15382.50 32926.10
TrueLow 15191.10 32426.40

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

JUN 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, RBLBANK.
market wide position limit chart

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