Category: Your Money

Options Daily 05.08.2021

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

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: CANBK, IBULHSGFIN, SUNTV.
market wide position limit chart

Options Daily 04.08.2021

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

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: SUNTV.
market wide position limit chart

Options Daily 03.08.2021

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

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: SUNTV.
market wide position limit chart