Author: stockviz

Options Daily 12.06.2015

Summary: Jun NIFTY 8000 calls added 1,459,750 contracts while 8800 calls shed 346,175. On the Put side of the equation, the 7600 strike added 861,825 while the 8000’s shed 719,025.

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

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

JUN BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

Options Daily 11.06.2015

Summary: Jun NIFTY 8700 calls added 392,550 contracts while 8300 calls shed 437,100. On the Put side of the equation, the 7800 strike added 917,950 while the 7700’s shed 858,125.

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

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

JUN BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

Options Daily 10.06.2015

Summary: Jun NIFTY 8300 calls added 993,400 contracts while 8800 calls shed 61,400. On the Put side of the equation, the 7800 strike added 440,300 while the 8200’s shed 293,525.

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

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

JUN BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

Options Daily 09.06.2015

Summary: Jun NIFTY 8200 calls added 648,625 contracts while 8600 calls shed 301,350. On the Put side of the equation, the 7800 strike added 481,725 while the 8050’s shed 909,225.

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

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

JUN BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

Options Daily 08.06.2015

Summary: Jun NIFTY 8200 calls added 312,250 contracts while 8700 calls shed 273,325. On the Put side of the equation, the 7900 strike added 556,425 while the 8050’s shed 962,825.

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

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

JUN BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.