Author: stockviz

Options Daily 17.09.2021

NIFTY Summary:

  1. Sep 18000 calls added 19,11,250 contracts.
  2. Sep 17400 calls shed 1,58,600.
  3. Sep 16500 puts added 21,24,600.
  4. Sep 17150 puts shed 9,900.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 125.44 553.87
5 128.14 506.70
10 136.40 487.58
20 142.33 486.51

NIFTY 50 NIFTY BANK
TrueRange 134.15 867.90
TrueHigh 17644.60 37720.15
TrueLow 17510.45 36852.25

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: ESCORTS, EXIDEIND, NATIONALUM, SAIL, SUNTV, ZEEL.
market wide position limit chart

Options Daily 16.09.2021

NIFTY Summary:

  1. Sep 17900 calls added 3,55,750 contracts.
  2. Sep 17300 calls shed 1,07,800.
  3. Sep 17200 puts added 9,75,350.
  4. Sep 17150 puts shed 7,95,150.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 121.09 396.86
5 126.66 416.93
10 136.94 453.28
20 142.91 482.71

NIFTY 50 NIFTY BANK
TrueRange 152.70 453.65
TrueHigh 17532.70 36949.70
TrueLow 17380.00 36496.05
Avg. True Range

NIFTY.50 NIFTY.BANK
3 121.09 396.86
5 126.66 416.93
10 136.94 453.28
20 142.91 482.71

NIFTY 50 NIFTY BANK
TrueRange 152.70 453.65
TrueHigh 17532.70 36949.70
TrueLow 17380.00 36496.05

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: CANBK, ESCORTS, EXIDEIND, IDEA, IRCTC, LICHSGFIN, NATIONALUM, SUNTV, ZEEL.
market wide position limit chart

Options Daily 15.09.2021

NIFTY Summary:

  1. Sep 17400 calls added 3,02,900 contracts.
  2. Sep 17200 calls shed 20,400.
  3. Sep 17400 puts added 2,47,800.
  4. Sep 16700 puts shed 34,000.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 105.28 368.46
5 120.27 407.74
10 136.82 454.69
20 145.80 486.46

NIFTY 50 NIFTY BANK
TrueRange 83.25 284.20
TrueHigh 17438.55 36756.00
TrueLow 17355.30 36471.80
Avg. True Range

NIFTY.50 NIFTY.BANK
3 105.28 368.46
5 120.27 407.74
10 136.82 454.69
20 145.80 486.46

NIFTY 50 NIFTY BANK
TrueRange 83.25 284.20
TrueHigh 17438.55 36756.00
TrueLow 17355.30 36471.80

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: CANBK, ESCORTS, EXIDEIND, IDEA, IRCTC, LICHSGFIN, NATIONALUM, SUNTV.
market wide position limit chart