Options Daily 02.08.2022

NIFTY Summary:

  1. Aug 18000 calls added 3,83,400 contracts.
  2. Aug 17100 calls shed 59,400.
  3. Aug 17300 puts added 3,80,000.
  4. Aug 15600 puts shed 25,100.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 221.08 542.62
5 211.84 539.10
10 203.18 532.76
20 200.76 527.39

NIFTY 50 NIFTY BANK
TrueRange 201.45 532.40
TrueHigh 17356.25 37939.60
TrueLow 17154.80 37407.20
Avg. True Range

NIFTY.50 NIFTY.BANK
3 221.08 542.62
5 211.84 539.10
10 203.18 532.76
20 200.76 527.39

NIFTY 50 NIFTY BANK
TrueRange 201.45 532.40
TrueHigh 17356.25 37939.60
TrueLow 17154.80 37407.20

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

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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