Category: Your Money

Options Daily 06.07.2022

NIFTY Summary:

  1. Jul 16000 calls added 3,63,250 contracts.
  2. Jul 15700 calls shed 63,400.
  3. Jul 16000 puts added 2,61,800.
  4. Jul 14600 puts shed 60,500.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 220.78 535.39
5 223.45 542.38
10 233.84 569.43
20 242.00 589.47

NIFTY 50 NIFTY BANK
TrueRange 240.30 604.05
TrueHigh 16025.75 34361.05
TrueLow 15785.45 33757.00
Avg. True Range

NIFTY.50 NIFTY.BANK
3 220.78 535.39
5 223.45 542.38
10 233.84 569.43
20 242.00 589.47

NIFTY 50 NIFTY BANK
TrueRange 240.30 604.05
TrueHigh 16025.75 34361.05
TrueLow 15785.45 33757.00

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JUL NIFTY OI

JUL NIFTY OI chart

JUL BANKNIFTY OI

JUL BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JUL NIFTY Volatility

JUL NIFTY Volatility chart

JUL BANKNIFTY Volatility

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

VIX Density Plot

VIX kernel density plot

Marketwide OI

market wide position limit chart

Options Daily 05.07.2022

NIFTY Summary:

  1. Jul 16500 calls added 3,32,750 contracts.
  2. Jul 15600 calls shed 11,200.
  3. Jul 15000 puts added 2,82,700.
  4. Jul 14250 puts shed 2,850.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 211.02 501.05
5 219.20 526.77
10 232.98 564.08
20 240.73 582.43

NIFTY 50 NIFTY BANK
TrueRange 190.55 462.90
TrueHigh 15852.35 33978.50
TrueLow 15661.80 33515.60
Avg. True Range

NIFTY.50 NIFTY.BANK
3 211.02 501.05
5 219.20 526.77
10 232.98 564.08
20 240.73 582.43

NIFTY 50 NIFTY BANK
TrueRange 190.55 462.90
TrueHigh 15852.35 33978.50
TrueLow 15661.80 33515.60

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JUL NIFTY OI

JUL NIFTY OI chart

JUL BANKNIFTY OI

JUL BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JUL NIFTY Volatility

JUL NIFTY Volatility chart

JUL BANKNIFTY Volatility

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

VIX Density Plot

VIX kernel density plot

Marketwide OI

market wide position limit chart

Options Daily 04.07.2022

NIFTY Summary:

  1. Jul 16500 calls added 2,44,750 contracts.
  2. Jul 16900 calls shed 44,800.
  3. Jul 15500 puts added 2,40,550.
  4. Jul 15900 puts shed 3,900.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 221.25 520.13
5 226.28 542.62
10 237.13 574.33
20 241.23 584.31

NIFTY 50 NIFTY BANK
TrueRange 282.90 586.05
TrueHigh 15793.95 33666.50
TrueLow 15511.05 33080.45
Avg. True Range

NIFTY.50 NIFTY.BANK
3 221.25 520.13
5 226.28 542.62
10 237.13 574.33
20 241.23 584.31

NIFTY 50 NIFTY BANK
TrueRange 282.90 586.05
TrueHigh 15793.95 33666.50
TrueLow 15511.05 33080.45
Avg. True Range

NIFTY.50 NIFTY.BANK
3 221.25 520.13
5 226.28 542.62
10 237.13 574.33
20 241.23 584.31

NIFTY 50 NIFTY BANK
TrueRange 282.90 586.05
TrueHigh 15793.95 33666.50
TrueLow 15511.05 33080.45

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JUL NIFTY OI

JUL NIFTY OI chart

JUL BANKNIFTY OI

JUL BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JUL NIFTY Volatility

JUL NIFTY Volatility chart

JUL BANKNIFTY Volatility

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

VIX Density Plot

VIX kernel density plot

Marketwide OI

market wide position limit chart