Author: stockviz

Options Daily 15.07.2022

NIFTY Summary:

  1. Jul 16000 calls added 25,36,700 contracts.
  2. Jul 17150 calls shed 6,850.
  3. Jul 14000 puts added 18,13,350.
  4. Jul 16100 puts shed 91,950.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 189.12 493.02
5 190.25 504.51
10 205.90 533.88
20 226.15 569.99

NIFTY 50 NIFTY BANK
TrueRange 212.65 469.15
TrueHigh 16070.85 35027.60
TrueLow 15858.20 34558.45

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JUL NIFTY OI

JUL NIFTY OI chart

JUL BANKNIFTY OI

JUL BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JUL NIFTY Volatility

JUL NIFTY Volatility chart

JUL BANKNIFTY Volatility

JUL 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 14.07.2022

NIFTY Summary:

  1. Jul 16000 calls added 8,81,150 contracts.
  2. Jul 16800 calls shed 11,900.
  3. Jul 14000 puts added 6,02,750.
  4. Jul 16200 puts shed 34,700.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 177.36 504.95
5 184.66 513.63
10 204.43 542.70
20 226.13 580.84

NIFTY 50 NIFTY BANK
TrueRange 189.85 550.55
TrueHigh 16140.00 35308.15
TrueLow 15950.15 34757.60
Avg. True Range

NIFTY.50 NIFTY.BANK
3 177.36 504.95
5 184.66 513.63
10 204.43 542.70
20 226.13 580.84

NIFTY 50 NIFTY BANK
TrueRange 189.85 550.55
TrueHigh 16140.00 35308.15
TrueLow 15950.15 34757.60

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JUL NIFTY OI

JUL NIFTY OI chart

JUL BANKNIFTY OI

JUL BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JUL NIFTY Volatility

JUL NIFTY Volatility chart

JUL BANKNIFTY Volatility

JUL 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 13.07.2022

NIFTY Summary:

  1. Jul 17200 calls added 4,53,750 contracts.
  2. Jul 15800 calls shed 27,250.
  3. Jul 16000 puts added 3,94,000.
  4. Jul 16200 puts shed 64,100.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 171.11 482.15
5 183.36 504.15
10 205.47 537.46
20 226.50 571.97

NIFTY 50 NIFTY BANK
TrueRange 184.85 422.15
TrueHigh 16216.00 35469.65
TrueLow 16031.15 35047.50
Avg. True Range

NIFTY.50 NIFTY.BANK
3 171.11 482.15
5 183.36 504.15
10 205.47 537.46
20 226.50 571.97

NIFTY 50 NIFTY BANK
TrueRange 184.85 422.15
TrueHigh 16216.00 35469.65
TrueLow 16031.15 35047.50

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JUL NIFTY OI

JUL NIFTY OI chart

JUL BANKNIFTY OI

JUL BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JUL NIFTY Volatility

JUL NIFTY Volatility chart

JUL BANKNIFTY Volatility

JUL 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 12.07.2022

NIFTY Summary:

  1. Jul 16700 calls added 2,27,500 contracts.
  2. Jul 18000 calls shed 7,250.
  3. Jul 15500 puts added 3,06,900.
  4. Jul 14000 puts shed 21,750.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 164.24 512.15
5 183.00 524.65
10 207.14 548.52
20 227.32 575.72

NIFTY 50 NIFTY BANK
TrueRange 133.05 536.55
TrueHigh 16248.55 35543.10
TrueLow 16115.50 35006.55
Avg. True Range

NIFTY.50 NIFTY.BANK
3 164.24 512.15
5 183.00 524.65
10 207.14 548.52
20 227.32 575.72

NIFTY 50 NIFTY BANK
TrueRange 133.05 536.55
TrueHigh 16248.55 35543.10
TrueLow 16115.50 35006.55

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JUL NIFTY OI

JUL NIFTY OI chart

JUL BANKNIFTY OI

JUL BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JUL NIFTY Volatility

JUL NIFTY Volatility chart

JUL BANKNIFTY Volatility

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

VIX Density Plot

VIX kernel density plot

Marketwide OI

market wide position limit chart

Options Daily 11.07.2022

NIFTY Summary:

  1. Jul 16900 calls added 1,75,900 contracts.
  2. Jul 16100 calls shed 10,000.
  3. Jul 16200 puts added 2,55,100.
  4. Jul 14000 puts shed 13,700.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 179.84 499.95
5 195.45 521.79
10 214.17 549.60
20 229.55 576.81

NIFTY 50 NIFTY BANK
TrueRange 142.60 341.80
TrueHigh 16275.50 35262.10
TrueLow 16132.90 34920.30
Avg. True Range

NIFTY.50 NIFTY.BANK
3 179.84 499.95
5 195.45 521.79
10 214.17 549.60
20 229.55 576.81

NIFTY 50 NIFTY BANK
TrueRange 142.60 341.80
TrueHigh 16275.50 35262.10
TrueLow 16132.90 34920.30
Avg. True Range

NIFTY.50 NIFTY.BANK
3 179.84 499.95
5 195.45 521.79
10 214.17 549.60
20 229.55 576.81

NIFTY 50 NIFTY BANK
TrueRange 142.60 341.80
TrueHigh 16275.50 35262.10
TrueLow 16132.90 34920.30

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JUL NIFTY OI

JUL NIFTY OI chart

JUL BANKNIFTY OI

JUL BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JUL NIFTY Volatility

JUL NIFTY Volatility chart

JUL BANKNIFTY Volatility

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

VIX Density Plot

VIX kernel density plot

Marketwide OI

market wide position limit chart