Author: stockviz

Options Daily 08.09.2022

NIFTY Summary:

  1. Sep 17600 calls added 6,25,100 contracts.
  2. Sep 18800 calls shed 36,300.
  3. Sep 17200 puts added 8,01,100.
  4. Sep 17850 puts shed 11,000.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 196.91 537.74
5 214.71 602.09
10 219.47 620.29
20 213.05 595.16

NIFTY 50 NIFTY BANK
TrueRange 171.30 408.25
TrueHigh 17655.60 39666.50
TrueLow 17484.30 39258.25
Avg. True Range

NIFTY.50 NIFTY.BANK
3 196.91 537.74
5 214.71 602.09
10 219.47 620.29
20 213.05 595.16

NIFTY 50 NIFTY BANK
TrueRange 171.30 408.25
TrueHigh 17655.60 39666.50
TrueLow 17484.30 39258.25

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: DELTACORP.
market wide position limit chart

Options Daily 07.09.2022

NIFTY Summary:

  1. Sep 17700 calls added 2,98,350 contracts.
  2. Sep 17550 calls shed 6,250.
  3. Sep 16800 puts added 1,99,450.
  4. Sep 16400 puts shed 1,33,050.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 209.72 602.49
5 225.49 650.57
10 223.99 643.80
20 213.80 604.82

NIFTY 50 NIFTY BANK
TrueRange 177.00 509.45
TrueHigh 17764.65 40073.75
TrueLow 17587.65 39564.30
Avg. True Range

NIFTY.50 NIFTY.BANK
3 209.72 602.49
5 225.49 650.57
10 223.99 643.80
20 213.80 604.82

NIFTY 50 NIFTY BANK
TrueRange 177.00 509.45
TrueHigh 17764.65 40073.75
TrueLow 17587.65 39564.30

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: DELTACORP.
market wide position limit chart

Options Daily 06.09.2022

NIFTY Summary:

  1. Sep 18550 calls added 4,54,000 contracts.
  2. Sep 17500 calls shed 41,200.
  3. Sep 17000 puts added 3,75,600.
  4. Sep 15500 puts shed 5,600.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 226.08 649.01
5 237.55 685.93
10 228.23 659.48
20 214.23 612.66

NIFTY 50 NIFTY BANK
TrueRange 143.70 457.80
TrueHigh 17683.15 39865.20
TrueLow 17539.45 39407.40
Avg. True Range

NIFTY.50 NIFTY.BANK
3 226.08 649.01
5 237.55 685.93
10 228.23 659.48
20 214.23 612.66

NIFTY 50 NIFTY BANK
TrueRange 143.70 457.80
TrueHigh 17683.15 39865.20
TrueLow 17539.45 39407.40

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: DELTACORP.
market wide position limit chart