Options Daily 24.11.2022

NIFTY Summary:

  1. Dec 18300 calls added 11,64,000 contracts.
  2. Dec 18100 calls shed 54,000.
  3. Dec 18300 puts added 12,84,200.
  4. Dec 17400 puts shed 1,64,300.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 124.75 309.67
5 137.60 335.40
10 153.40 406.47
20 165.15 479.73

NIFTY 50 NIFTY BANK
TrueRange 81.20 403.50
TrueHigh 18325.40 42860.55
TrueLow 18244.20 42457.05
Avg. True Range

NIFTY.50 NIFTY.BANK
3 124.75 309.67
5 137.60 335.40
10 153.40 406.47
20 165.15 479.73

NIFTY 50 NIFTY BANK
TrueRange 81.20 403.50
TrueHigh 18325.40 42860.55
TrueLow 18244.20 42457.05

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI chart

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

NOV NIFTY Volatility

NOV NIFTY Volatility chart

NOV BANKNIFTY Volatility

NOV BANKNIFTY Volatility chart

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC 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: PNB.
market wide position limit chart

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