Author: stockviz

Options Daily 05.09.2022

NIFTY Summary:

  1. Sep 18300 calls added 1,51,300 contracts.
  2. Sep 19300 calls shed 14,600.
  3. Sep 17500 puts added 3,76,200.
  4. Sep 16200 puts shed 89,650.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 267.26 744.61
5 260.99 742.88
10 236.86 680.78
20 216.56 618.22

NIFTY 50 NIFTY BANK
TrueRange 167.40 395.40
TrueHigh 17643.85 39595.85
TrueLow 17476.45 39200.45
Avg. True Range

NIFTY.50 NIFTY.BANK
3 267.26 744.61
5 260.99 742.88
10 236.86 680.78
20 216.56 618.22

NIFTY 50 NIFTY BANK
TrueRange 167.40 395.40
TrueHigh 17643.85 39595.85
TrueLow 17476.45 39200.45
Avg. True Range

NIFTY.50 NIFTY.BANK
3 267.26 744.61
5 260.99 742.88
10 236.86 680.78
20 216.56 618.22

NIFTY 50 NIFTY BANK
TrueRange 167.40 395.40
TrueHigh 17643.85 39595.85
TrueLow 17476.45 39200.45

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 Weekly 03.09.2022

Summary: Sep NIFTY 18000 calls added 51,56,950 contracts while 18100 calls shed 3,78,050. On the Put side of the equation, the 17300 strike added 44,77,950 while the 17300’s shed 13,17,900.

SEP NIFTY OI

SEP NIFTY OI chart

SEP BANKNIFTY OI

SEP BANKNIFTY OI 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

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot