Category: Your Money

Options Daily 05.08.2021

stockviz August 5, 2021 0

NIFTY Summary:

1. Aug 16300 calls added 4,76,300 contracts.
2. Aug 16100 calls shed 2,40,600.
3. Aug 16200 puts added 9,07,500.
4. Aug 15900 puts shed 1,46,150.

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

Avg. True Range

	NIFTY.50	NIFTY.BANK
3	173.73	636.14
5	166.46	573.45
10	153.99	528.50
20	141.76	495.73

	NIFTY 50	NIFTY BANK
TrueRange	159.45	1012.35
TrueHigh	16290.20	36219.80
TrueLow	16130.75	35207.45

Avg. True Range

	NIFTY.50	NIFTY.BANK
3	173.73	636.14
5	166.46	573.45
10	153.99	528.50
20	141.76	495.73

	NIFTY 50	NIFTY BANK
TrueRange	159.45	1012.35
TrueHigh	16290.20	36219.80
TrueLow	16130.75	35207.45

Nifty 50 Returns Density Plot

AUG NIFTY OI

AUG BANKNIFTY OI

NIFTY Weighted Avg. Open Interest

AUG NIFTY Volatility

AUG BANKNIFTY Volatility

Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

Marketwide OI

Securities under ban today: CANBK, IBULHSGFIN, SUNTV.

Categories Your Money Tags BANKNIFTY, daily, NIFTY, open interest, options

FRED Scan 05.08.2021

stockviz August 5, 2021 0

Secured Overnight Financing Volume

2-Month AA Financial Commercial Paper Rate

Categories Your Money Tags daily

Options Daily 04.08.2021

stockviz August 4, 2021 0

NIFTY Summary:

1. Aug 16200 calls added 2,65,300 contracts.
2. Aug 15800 calls shed 33,350.
3. Aug 16000 puts added 10,79,950.
4. Aug 15350 puts shed 83,550.

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

Avg. True Range

	NIFTY.50	NIFTY.BANK
3	180.87	448.04
5	168.28	463.69
10	154.40	474.47
20	142.82	466.90

	NIFTY 50	NIFTY BANK
TrueRange	261.75	589.25
TrueHigh	16146.90	35238.45
TrueLow	15885.15	34649.20

Avg. True Range

	NIFTY.50	NIFTY.BANK
3	180.87	448.04
5	168.28	463.69
10	154.40	474.47
20	142.82	466.90

	NIFTY 50	NIFTY BANK
TrueRange	261.75	589.25
TrueHigh	16146.90	35238.45
TrueLow	15885.15	34649.20

Nifty 50 Returns Density Plot

AUG NIFTY OI

AUG BANKNIFTY OI

NIFTY Weighted Avg. Open Interest

AUG NIFTY Volatility

AUG BANKNIFTY Volatility

Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

Marketwide OI

Securities under ban today: SUNTV.

Categories Your Money Tags BANKNIFTY, daily, NIFTY, open interest, options

FRED Scan 04.08.2021

stockviz August 4, 2021 0

60-Day AA Financial Commercial Paper Interest Rate

Categories Your Money Tags daily

Options Daily 03.08.2021

stockviz August 3, 2021 0

NIFTY Summary:

1. Aug 16100 calls added 2,23,050 contracts.
2. Aug 15700 calls shed 12,800.
3. Aug 15800 puts added 3,73,700.
4. Aug 15250 puts shed 4,650.

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

Avg. True Range

	NIFTY.50	NIFTY.BANK
3	140.44	377.44
5	144.93	432.46
10	142.83	464.56
20	137.26	465.81

	NIFTY 50	NIFTY BANK
TrueRange	129.85	277.40
TrueHigh	15892.90	34861.75
TrueLow	15763.05	34584.35

Avg. True Range

	NIFTY.50	NIFTY.BANK
3	140.44	377.44
5	144.93	432.46
10	142.83	464.56
20	137.26	465.81

	NIFTY 50	NIFTY BANK
TrueRange	129.85	277.40
TrueHigh	15892.90	34861.75
TrueLow	15763.05	34584.35

Nifty 50 Returns Density Plot

AUG NIFTY OI

AUG BANKNIFTY OI

NIFTY Weighted Avg. Open Interest

AUG NIFTY Volatility

AUG BANKNIFTY Volatility

Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

Marketwide OI

Securities under ban today: SUNTV.

Categories Your Money Tags BANKNIFTY, daily, NIFTY, open interest, options