Author: stockviz

Options Daily 04.06.2015

Summary: Jun NIFTY 8300 calls added 1,269,500 contracts while 8700 calls shed 284,675. On the Put side of the equation, the 7800 strike added 673,225 while the 8300’s shed 651,725.

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

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

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

Options Daily 03.06.2015

Summary: Jun NIFTY 8500 calls added 1,397,025 contracts while 9100 calls shed 141,050. On the Put side of the equation, the 7700 strike added 954,975 while the 8400’s shed 224,825.

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

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

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

Options Daily 02.06.2015

Summary: Jun NIFTY 9000 calls added 598,400 contracts while 8300 calls shed 71,300. On the Put side of the equation, the 8100 strike added 425,875 while the 7700’s shed 82,050.

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

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

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

Options Daily 01.06.2015

Summary: Jun NIFTY 8700 calls added 665,450 contracts while 8200 calls shed 50,650. On the Put side of the equation, the 8300 strike added 654,800 while the 7300’s shed 28,925.

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

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

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