Options Daily 29.07.2022

NIFTY Summary:

  1. Aug 18000 calls added 22,66,100 contracts.
  2. Aug 16600 calls shed 7,65,700.
  3. Aug 16000 puts added 49,78,350.
  4. Aug 15350 puts shed 34,200.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 224.75 554.85
5 207.32 542.82
10 200.55 537.83
20 203.31 538.68

NIFTY 50 NIFTY BANK
TrueRange 305.85 630.65
TrueHigh 16947.65 37414.40
TrueLow 16641.80 36783.75

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JUL NIFTY OI

JUL NIFTY OI chart

JUL BANKNIFTY OI

JUL BANKNIFTY OI chart

AUG NIFTY OI

AUG NIFTY OI chart

AUG BANKNIFTY OI

AUG BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

AUG NIFTY Volatility

AUG NIFTY Volatility chart

AUG BANKNIFTY Volatility

AUG 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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