Author: stockviz

Options Daily 25.11.2021

NIFTY Summary:

  1. Dec 17600 calls added 5,39,900 contracts.
  2. Dec 19650 calls shed 1,050.
  3. Dec 16500 puts added 2,34,150.
  4. Dec 16750 puts shed 6,600.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 293.75 777.63
5 271.34 732.83
10 247.99 697.57
20 239.50 700.66

NIFTY 50 NIFTY BANK
TrueRange 246.60 653.85
TrueHigh 17600.60 37891.90
TrueLow 17354.00 37238.05
Avg. True Range

NIFTY.50 NIFTY.BANK
3 293.75 777.63
5 271.34 732.83
10 247.99 697.57
20 239.50 700.66

NIFTY 50 NIFTY BANK
TrueRange 246.60 653.85
TrueHigh 17600.60 37891.90
TrueLow 17354.00 37238.05

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: ESCORTS, IBULHSGFIN.
market wide position limit chart

Options Daily 24.11.2021

NIFTY Summary:

  1. Dec 18300 calls added 2,39,500 contracts.
  2. Dec 18600 calls shed 19,750.
  3. Dec 17400 puts added 2,74,500.
  4. Dec 17600 puts shed 83,650.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 317.32 839.53
5 277.55 752.79
10 247.72 703.53
20 238.25 704.20

NIFTY 50 NIFTY BANK
TrueRange 337.60 801.20
TrueHigh 17553.70 37448.75
TrueLow 17216.10 36647.55
Avg. True Range

NIFTY.50 NIFTY.BANK
3 317.32 839.53
5 277.55 752.79
10 247.72 703.53
20 238.25 704.20

NIFTY 50 NIFTY BANK
TrueRange 337.60 801.20
TrueHigh 17553.70 37448.75
TrueLow 17216.10 36647.55

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: ESCORTS, IDEA.
market wide position limit chart

Options Daily 23.11.2021

NIFTY Summary:

  1. Dec 17700 calls added 5,04,200 contracts.
  2. Dec 18400 calls shed 67,350.
  3. Dec 17500 puts added 2,92,200.
  4. Dec 17900 puts shed 54,200.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 307.18 858.69
5 262.50 740.56
10 236.72 690.59
20 230.40 689.40

NIFTY 50 NIFTY BANK
TrueRange 524.80 1585.60
TrueHigh 17805.25 38241.00
TrueLow 17280.45 36655.40
Avg. True Range

NIFTY.50 NIFTY.BANK
3 307.18 858.69
5 262.50 740.56
10 236.72 690.59
20 230.40 689.40

NIFTY 50 NIFTY BANK
TrueRange 524.80 1585.60
TrueHigh 17805.25 38241.00
TrueLow 17280.45 36655.40

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: ESCORTS, IDEA.
market wide position limit chart