Options Daily 14.07.2022

NIFTY Summary:

  1. Jul 16000 calls added 8,81,150 contracts.
  2. Jul 16800 calls shed 11,900.
  3. Jul 14000 puts added 6,02,750.
  4. Jul 16200 puts shed 34,700.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 177.36 504.95
5 184.66 513.63
10 204.43 542.70
20 226.13 580.84

NIFTY 50 NIFTY BANK
TrueRange 189.85 550.55
TrueHigh 16140.00 35308.15
TrueLow 15950.15 34757.60
Avg. True Range

NIFTY.50 NIFTY.BANK
3 177.36 504.95
5 184.66 513.63
10 204.43 542.70
20 226.13 580.84

NIFTY 50 NIFTY BANK
TrueRange 189.85 550.55
TrueHigh 16140.00 35308.15
TrueLow 15950.15 34757.60

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

Securities under ban today: DELTACORP.
market wide position limit chart

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