Category: Your Money

Options Daily 17.01.2023

NIFTY Summary:

  1. Jan 18000 calls added 7,28,050 contracts.
  2. Jan 19500 calls shed 49,350.
  3. Jan 17400 puts added 2,16,350.
  4. Jan 17200 puts shed 1,63,200.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 206.61 631.19
5 209.02 641.18
10 207.05 634.17
20 204.60 615.64

NIFTY 50 NIFTY BANK
TrueRange 196.00 649.10
TrueHigh 18049.65 42715.65
TrueLow 17853.65 42066.55
Avg. True Range

NIFTY.50 NIFTY.BANK
3 206.61 631.19
5 209.02 641.18
10 207.05 634.17
20 204.60 615.64

NIFTY 50 NIFTY BANK
TrueRange 196.00 649.10
TrueHigh 18049.65 42715.65
TrueLow 17853.65 42066.55

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JAN NIFTY OI

JAN NIFTY OI chart

JAN BANKNIFTY OI

JAN BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JAN NIFTY Volatility

JAN NIFTY Volatility chart

JAN BANKNIFTY Volatility

JAN 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: GNFC, IBULHSGFIN, L&TFH.
market wide position limit chart