Options Daily 15.07.2022

NIFTY Summary:

  1. Jul 16000 calls added 25,36,700 contracts.
  2. Jul 17150 calls shed 6,850.
  3. Jul 14000 puts added 18,13,350.
  4. Jul 16100 puts shed 91,950.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 189.12 493.02
5 190.25 504.51
10 205.90 533.88
20 226.15 569.99

NIFTY 50 NIFTY BANK
TrueRange 212.65 469.15
TrueHigh 16070.85 35027.60
TrueLow 15858.20 34558.45

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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