Options Daily 05.08.2022

NIFTY Summary:

  1. Aug 17500 calls added 21,40,100 contracts.
  2. Aug 15950 calls shed 100.
  3. Aug 17000 puts added 21,83,300.
  4. Aug 14850 puts shed 300.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 241.51 652.82
5 225.66 602.44
10 210.67 561.90
20 201.57 536.60

NIFTY 50 NIFTY BANK
TrueRange 329.45 982.35
TrueHigh 17490.70 38231.85
TrueLow 17161.25 37249.50

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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