Options Daily 22.06.2022

NIFTY Summary:

  1. Jun 16400 calls added 3,79,100 contracts.
  2. Jun 15300 calls shed 6,11,200.
  3. Jun 15600 puts added 6,33,700.
  4. Jun 15300 puts shed 3,84,750.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 291.40 736.91
5 283.93 709.18
10 279.42 692.79
20 281.77 700.10

NIFTY 50 NIFTY BANK
TrueRange 357.10 909.00
TrueHigh 15707.25 33593.80
TrueLow 15350.15 32684.80

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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