Author: stockviz

Options Weekly 20.11.2021

Summary: Nov NIFTY 18000 calls added 43,88,150 contracts while 18000 calls shed 8,13,400. On the Put side of the equation, the 17000 strike added 13,00,450 while the 18000’s shed 9,88,200.

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI chart

NOV NIFTY Volatility

NOV NIFTY Volatility chart

NOV BANKNIFTY Volatility

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

VIX Density Plot

VIX kernel density plot

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

Options Daily 18.11.2021

NIFTY Summary:

  1. Nov 18000 calls added 9,77,750 contracts.
  2. Nov 18600 calls shed 3,61,050.
  3. Nov 17800 puts added 1,21,000.
  4. Nov 17000 puts shed 1,22,900.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 169.01 500.11
5 182.01 540.30
10 199.87 602.03
20 213.26 637.63

NIFTY 50 NIFTY BANK
TrueRange 143.40 475.10
TrueHigh 18022.65 38456.30
TrueLow 17879.25 37981.20
Avg. True Range

NIFTY.50 NIFTY.BANK
3 169.01 500.11
5 182.01 540.30
10 199.87 602.03
20 213.26 637.63

NIFTY 50 NIFTY BANK
TrueRange 143.40 475.10
TrueHigh 18022.65 38456.30
TrueLow 17879.25 37981.20

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV 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
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

VIX kernel density plot

Marketwide OI

Securities under ban today: BHEL, IBULHSGFIN, IRCTC, NATIONALUM, SAIL, SUNTV.
market wide position limit chart

Options Daily 17.11.2021

NIFTY Summary:

  1. Nov 18000 calls added 3,66,600 contracts.
  2. Nov 18700 calls shed 2,42,350.
  3. Nov 17400 puts added 3,04,900.
  4. Nov 17300 puts shed 1,23,250.

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

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV 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
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

Marketwide OI

Securities under ban today: BHEL, IBULHSGFIN, IRCTC, NATIONALUM, PNB, SAIL, SUNTV.
market wide position limit chart