Options Daily 12.07.2022

NIFTY Summary:

  1. Jul 16700 calls added 2,27,500 contracts.
  2. Jul 18000 calls shed 7,250.
  3. Jul 15500 puts added 3,06,900.
  4. Jul 14000 puts shed 21,750.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 164.24 512.15
5 183.00 524.65
10 207.14 548.52
20 227.32 575.72

NIFTY 50 NIFTY BANK
TrueRange 133.05 536.55
TrueHigh 16248.55 35543.10
TrueLow 16115.50 35006.55
Avg. True Range

NIFTY.50 NIFTY.BANK
3 164.24 512.15
5 183.00 524.65
10 207.14 548.52
20 227.32 575.72

NIFTY 50 NIFTY BANK
TrueRange 133.05 536.55
TrueHigh 16248.55 35543.10
TrueLow 16115.50 35006.55

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JUL NIFTY OI

JUL NIFTY OI chart

JUL BANKNIFTY OI

JUL BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JUL NIFTY Volatility

JUL NIFTY Volatility chart

JUL BANKNIFTY Volatility

JUL BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

VIX kernel density plot

Marketwide OI

market wide position limit chart

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