Options Daily 20.09.2022

NIFTY Summary:

  1. Sep 18850 calls added 2,98,850 contracts.
  2. Sep 18000 calls shed 1,63,700.
  3. Sep 17200 puts added 3,53,300.
  4. Sep 16500 puts shed 1,33,650.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 261.87 701.76
5 244.18 679.87
10 226.07 649.48
20 214.67 626.95

NIFTY 50 NIFTY BANK
TrueRange 237.50 674.35
TrueHigh 17667.20 41184.25
TrueLow 17429.70 40509.90
Avg. True Range

NIFTY.50 NIFTY.BANK
3 261.87 701.76
5 244.18 679.87
10 226.07 649.48
20 214.67 626.95

NIFTY 50 NIFTY BANK
TrueRange 237.50 674.35
TrueHigh 17667.20 41184.25
TrueLow 17429.70 40509.90

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

SEP NIFTY OI

SEP NIFTY OI chart

SEP BANKNIFTY OI

SEP BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

SEP NIFTY Volatility

SEP NIFTY Volatility chart

SEP BANKNIFTY Volatility

SEP 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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