Author: stockviz

Options Daily 18.08.2022

NIFTY Summary:

  1. Aug 18100 calls added 10,33,950 contracts.
  2. Aug 17800 calls shed 4,86,750.
  3. Aug 17900 puts added 14,01,800.
  4. Aug 16900 puts shed 3,83,300.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 149.46 398.62
5 162.16 443.43
10 175.58 485.21
20 181.28 506.76

NIFTY 50 NIFTY BANK
TrueRange 140.70 301.70
TrueHigh 17965.95 39504.50
TrueLow 17825.25 39202.80
Avg. True Range

NIFTY.50 NIFTY.BANK
3 149.46 398.62
5 162.16 443.43
10 175.58 485.21
20 181.28 506.76

NIFTY 50 NIFTY BANK
TrueRange 140.70 301.70
TrueHigh 17965.95 39504.50
TrueLow 17825.25 39202.80

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: BALRAMCHIN, DELTACORP, TATACHEM.
market wide position limit chart

Options Daily 17.08.2022

NIFTY Summary:

  1. Aug 18500 calls added 7,29,450 contracts.
  2. Aug 17700 calls shed 3,73,250.
  3. Aug 17800 puts added 10,95,400.
  4. Aug 16700 puts shed 4,12,800.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 153.85 447.08
5 167.60 478.94
10 180.28 506.76
20 184.99 519.92

NIFTY 50 NIFTY BANK
TrueRange 140.95 402.30
TrueHigh 17839.10 39444.60
TrueLow 17698.15 39042.30
Avg. True Range

NIFTY.50 NIFTY.BANK
3 153.85 447.08
5 167.60 478.94
10 180.28 506.76
20 184.99 519.92

NIFTY 50 NIFTY BANK
TrueRange 140.95 402.30
TrueHigh 17839.10 39444.60
TrueLow 17698.15 39042.30

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: BALRAMCHIN, DELTACORP, TATACHEM.
market wide position limit chart

Options Daily 16.08.2022

NIFTY Summary:

  1. Aug 17600 calls added 3,82,000 contracts.
  2. Aug 17500 calls shed 1,19,000.
  3. Aug 17600 puts added 9,90,900.
  4. Aug 16500 puts shed 1,87,000.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 160.29 469.47
5 174.27 498.03
10 184.80 517.75
20 187.25 523.92

NIFTY 50 NIFTY BANK
TrueRange 126.80 348.95
TrueHigh 17724.65 39088.90
TrueLow 17597.85 38739.95
Avg. True Range

NIFTY.50 NIFTY.BANK
3 160.29 469.47
5 174.27 498.03
10 184.80 517.75
20 187.25 523.92

NIFTY 50 NIFTY BANK
TrueRange 126.80 348.95
TrueHigh 17724.65 39088.90
TrueLow 17597.85 38739.95
Avg. True Range

NIFTY.50 NIFTY.BANK
3 160.29 469.47
5 174.27 498.03
10 184.80 517.75
20 187.25 523.92

NIFTY 50 NIFTY BANK
TrueRange 126.80 348.95
TrueHigh 17724.65 39088.90
TrueLow 17597.85 38739.95

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

market wide position limit chart