Category: Your Money

Options Weekly 03.12.2022

Summary: Dec NIFTY 19000 calls added 85,53,100 contracts while 18500 calls shed 2,12,400. On the Put side of the equation, the 18700 strike added 43,28,750 while the 18800’s shed 7,45,300.

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC 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 02.12.2022

NIFTY Summary:

  1. Dec 19000 calls added 41,42,300 contracts.
  2. Dec 18600 calls shed 1,30,150.
  3. Dec 18800 puts added 31,98,700.
  4. Dec 15150 puts shed 200.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 159.02 404.61
5 159.92 394.23
10 160.11 407.59
20 161.31 442.05

NIFTY 50 NIFTY BANK
TrueRange 129.25 413.20
TrueHigh 18887.60 43515.05
TrueLow 18758.35 43101.85

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC 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: BHEL, DELTACORP, IBULHSGFIN, PNB.
market wide position limit chart

Options Daily 01.12.2022

NIFTY Summary:

  1. Dec 19000 calls added 6,73,400 contracts.
  2. Dec 18500 calls shed 55,150.
  3. Dec 18600 puts added 10,68,600.
  4. Dec 17600 puts shed 29,950.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 173.90 400.31
5 167.55 389.30
10 163.17 405.65
20 162.17 442.36

NIFTY 50 NIFTY BANK
TrueRange 199.50 452.25
TrueHigh 18816.05 43332.30
TrueLow 18616.55 42880.05
Avg. True Range

NIFTY.50 NIFTY.BANK
3 173.90 400.31
5 167.55 389.30
10 163.17 405.65
20 162.17 442.36

NIFTY 50 NIFTY BANK
TrueRange 199.50 452.25
TrueHigh 18816.05 43332.30
TrueLow 18616.55 42880.05

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC 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: BHEL, DELTACORP, IBULHSGFIN, PNB.
market wide position limit chart

Options Daily 30.11.2022

NIFTY Summary:

  1. Dec 19300 calls added 5,86,950 contracts.
  2. Dec 18500 calls shed 99,800.
  3. Dec 18600 puts added 4,86,550.
  4. Dec 18450 puts shed 54,250.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 161.11 374.34
5 159.62 373.44
10 159.85 400.02
20 161.90 442.40

NIFTY 50 NIFTY BANK
TrueRange 125.95 320.20
TrueHigh 18678.10 43279.60
TrueLow 18552.15 42959.40
Avg. True Range

NIFTY.50 NIFTY.BANK
3 161.11 374.34
5 159.62 373.44
10 159.85 400.02
20 161.90 442.40

NIFTY 50 NIFTY BANK
TrueRange 125.95 320.20
TrueHigh 18678.10 43279.60
TrueLow 18552.15 42959.40

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC 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: BHEL, DELTACORP, IBULHSGFIN, PNB.
market wide position limit chart

Options Daily 29.11.2022

NIFTY Summary:

  1. Dec 19000 calls added 2,23,850 contracts.
  2. Dec 18300 calls shed 4,250.
  3. Dec 18500 puts added 3,67,750.
  4. Dec 19000 puts shed 12,500.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 178.68 401.41
5 168.09 386.96
10 164.44 412.61
20 165.72 458.93

NIFTY 50 NIFTY BANK
TrueRange 248.65 419.80
TrueHigh 18614.25 43159.80
TrueLow 18365.60 42740.00
Avg. True Range

NIFTY.50 NIFTY.BANK
3 178.68 401.41
5 168.09 386.96
10 164.44 412.61
20 165.72 458.93

NIFTY 50 NIFTY BANK
TrueRange 248.65 419.80
TrueHigh 18614.25 43159.80
TrueLow 18365.60 42740.00

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC 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: BHEL, DELTACORP, IBULHSGFIN.
market wide position limit chart