Options Daily 04.08.2022

NIFTY Summary:

  1. Aug 17400 calls added 4,02,850 contracts.
  2. Aug 18650 calls shed 32,450.
  3. Aug 15000 puts added 7,49,300.
  4. Aug 15700 puts shed 15,050.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 197.54 488.06
5 199.72 507.60
10 197.33 516.16
20 194.88 515.64

NIFTY 50 NIFTY BANK
TrueRange 181.65 375.65
TrueHigh 17407.50 38068.60
TrueLow 17225.85 37692.95
Avg. True Range

NIFTY.50 NIFTY.BANK
3 197.54 488.06
5 199.72 507.60
10 197.33 516.16
20 194.88 515.64

NIFTY 50 NIFTY BANK
TrueRange 181.65 375.65
TrueHigh 17407.50 38068.60
TrueLow 17225.85 37692.95

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

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