Author: stockviz

Options Daily 08.05.2015

Summary: May NIFTY 8100 calls added 438,050 contracts while 8300 calls shed 269,250. On the Put side of the equation, the 7800 strike added 811,600 while the 8300’s shed 397,275.

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

MAY NIFTY OI

MAY NIFTY OI chart

MAY BANKNIFTY OI

MAY BANKNIFTY OI chart

MAY NIFTY Volatility

MAY NIFTY Volatility chart

MAY BANKNIFTY Volatility

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

Options Daily 07.05.2015

Summary: May NIFTY 8300 calls added 1,691,075 contracts while 9200 calls shed 167,250. On the Put side of the equation, the 8000 strike added 1,090,850 while the 8400’s shed 346,375.

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

MAY NIFTY OI

MAY NIFTY OI chart

MAY BANKNIFTY OI

MAY BANKNIFTY OI chart

MAY NIFTY Volatility

MAY NIFTY Volatility chart

MAY BANKNIFTY Volatility

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

Options Daily 06.05.2015

Summary: May NIFTY 8500 calls added 419,975 contracts while 8200 calls shed 6,500. On the Put side of the equation, the 7700 strike added 432,750 while the 8200’s shed 62,975.

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

MAY NIFTY OI

MAY NIFTY OI chart

MAY BANKNIFTY OI

MAY BANKNIFTY OI chart

MAY NIFTY Volatility

MAY NIFTY Volatility chart

MAY BANKNIFTY Volatility

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

Options Daily 05.05.2015

Summary: May NIFTY 8600 calls added 1,002,625 contracts while 8200 calls shed 194,450. On the Put side of the equation, the 7700 strike added 1,151,250 while the 8600’s shed 101,100.

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

MAY NIFTY OI

MAY NIFTY OI chart

MAY BANKNIFTY OI

MAY BANKNIFTY OI chart

MAY NIFTY Volatility

MAY NIFTY Volatility chart

MAY BANKNIFTY Volatility

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

Options Daily 04.05.2015

Summary: May NIFTY 8500 calls added 880,375 contracts while 9500 calls shed 100,175. On the Put side of the equation, the 8000 strike added 499,100 while the 8300’s shed 107,850.

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

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

MAY NIFTY OI

MAY NIFTY OI chart

MAY BANKNIFTY OI

MAY BANKNIFTY OI chart

MAY NIFTY Volatility

MAY NIFTY Volatility chart

MAY BANKNIFTY Volatility

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