Options Daily 03.08.2022

NIFTY Summary:

  1. Aug 18000 calls added 4,21,050 contracts.
  2. Aug 17100 calls shed 60,100.
  3. Aug 16500 puts added 1,09,000.
  4. Aug 16900 puts shed 31,500.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 205.49 544.27
5 204.30 540.88
10 199.81 535.43
20 197.69 531.34

NIFTY 50 NIFTY BANK
TrueRange 174.30 547.55
TrueHigh 17390.15 38179.85
TrueLow 17215.85 37632.30
Avg. True Range

NIFTY.50 NIFTY.BANK
3 205.49 544.27
5 204.30 540.88
10 199.81 535.43
20 197.69 531.34

NIFTY 50 NIFTY BANK
TrueRange 174.30 547.55
TrueHigh 17390.15 38179.85
TrueLow 17215.85 37632.30

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

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

Comments are closed, but trackbacks and pingbacks are open.