Author: stockviz

Options Daily 22.08.2022

NIFTY Summary:

  1. Sep 18000 calls added 7,07,150 contracts.
  2. Aug 17400 calls shed 86,500.
  3. Sep 17800 puts added 5,37,450.
  4. Sep 16000 puts shed 11,400.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 186.11 572.42
5 178.67 531.77
10 180.74 519.11
20 183.44 517.36

NIFTY 50 NIFTY BANK
TrueRange 281.45 910.75
TrueHigh 17992.20 39759.15
TrueLow 17710.75 38848.40
Avg. True Range

NIFTY.50 NIFTY.BANK
3 186.11 572.42
5 178.67 531.77
10 180.74 519.11
20 183.44 517.36

NIFTY 50 NIFTY BANK
TrueRange 281.45 910.75
TrueHigh 17992.20 39759.15
TrueLow 17710.75 38848.40
Avg. True Range

NIFTY.50 NIFTY.BANK
3 186.11 572.42
5 178.67 531.77
10 180.74 519.11
20 183.44 517.36

NIFTY 50 NIFTY BANK
TrueRange 281.45 910.75
TrueHigh 17992.20 39759.15
TrueLow 17710.75 38848.40

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

AUG NIFTY OI

AUG NIFTY OI chart

AUG BANKNIFTY OI

AUG BANKNIFTY OI chart

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

AUG NIFTY Volatility

AUG NIFTY Volatility chart

AUG BANKNIFTY Volatility

AUG BANKNIFTY Volatility 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: BALRAMCHIN, DELTACORP, TATACHEM.
market wide position limit chart

Options Weekly 20.08.2022

Summary: Aug NIFTY 18000 calls added 92,11,450 contracts while 17500 calls shed 10,03,550. On the Put side of the equation, the 17900 strike added 45,70,350 while the 17900’s shed 20,63,300.

AUG NIFTY OI

AUG NIFTY OI chart

AUG BANKNIFTY OI

AUG BANKNIFTY OI chart

AUG NIFTY Volatility

AUG NIFTY Volatility chart

AUG BANKNIFTY Volatility

AUG 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 19.08.2022

NIFTY Summary:

  1. Aug 19000 calls added 38,91,600 contracts.
  2. Aug 17600 calls shed 2,23,400.
  3. Aug 17000 puts added 36,88,450.
  4. Aug 15300 puts shed 1,00,950.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 138.44 403.26
5 152.97 437.19
10 169.23 477.40
20 177.37 500.69

NIFTY 50 NIFTY BANK
TrueRange 116.40 412.55
TrueHigh 17968.45 39703.70
TrueLow 17852.05 39291.15

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

AUG NIFTY OI

AUG NIFTY OI chart

AUG BANKNIFTY OI

AUG BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

AUG NIFTY Volatility

AUG NIFTY Volatility chart

AUG BANKNIFTY Volatility

AUG 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: BALRAMCHIN, DELTACORP.
market wide position limit chart