Options Daily 23.09.2022

NIFTY Summary:

  1. Sep 19000 calls added 49,21,700 contracts.
  2. Sep 15000 calls shed 21,000.
  3. Sep 16000 puts added 19,24,700.
  4. Sep 17800 puts shed 1,31,750.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 223.94 739.69
5 229.13 713.77
10 224.92 680.01
20 221.02 661.54

NIFTY 50 NIFTY BANK
TrueRange 190.30 843.25
TrueHigh 17722.75 41203.45
TrueLow 17532.45 40360.20

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

Securities under ban today: AMBUJACEM, CANFINHOME, DELTACORP, PNB, RBLBANK.
market wide position limit chart

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