Category: Your Money

Options Weekly 23.10.2021

stockviz October 23, 2021 0

Summary: Oct NIFTY 18200 calls added 56,64,250 contracts while 18000 calls shed 10,11,150. On the Put side of the equation, the 18200 strike added 20,86,500 while the 18500’s shed 10,11,100.

OCT NIFTY OI

OCT BANKNIFTY OI

OCT NIFTY Volatility

OCT BANKNIFTY Volatility

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

VIX Density Plot

Nifty 50 Returns Density Plot

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

Options Daily 22.10.2021

stockviz October 22, 2021 0

NIFTY Summary:

Oct 19500 calls added 31,50,950 contracts.
Oct 14500 calls shed 58,100.
Oct 18200 puts added 14,09,750.
Oct 18300 puts shed 1,18,800.

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

Avg. True Range

	NIFTY.50	NIFTY.BANK
3	258.45	623.64
5	235.11	593.68
10	212.56	575.49
20	197.41	575.96

	NIFTY 50	NIFTY BANK
TrueRange	336.20	772.35
TrueHigh	18384.20	40200.45
TrueLow	18048.00	39428.10

Nifty 50 Returns Density Plot

OCT NIFTY OI

OCT BANKNIFTY OI

NIFTY Weighted Avg. Open Interest

OCT NIFTY Volatility

OCT BANKNIFTY Volatility

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

VIX Density Plot

Marketwide OI

Securities under ban today: AMARAJABAT, ESCORTS, IDEA, IRCTC, L&TFH, NATIONALUM, PNB, SAIL, SUNTV, TATAPOWER.

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

FRED Scan 22.10.2021

stockviz October 22, 2021 0

Total Value of Issues, with a Maturity Between 41 and 80 Days, Used in Calculating the AA Financial Commercial Paper Rates

30-Day AA Asset-Backed Commercial Paper Interest Rate

Effective Federal Funds Rate: 99th Percentile

Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity

Categories Your Money Tags daily

Options Daily 21.10.2021

stockviz October 21, 2021 0

NIFTY Summary:

Oct 18300 calls added 7,94,050 contracts.
Oct 17800 calls shed 71,800.
Oct 18200 puts added 1,83,950.
Oct 18500 puts shed 7,65,950.

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

Avg. True Range

	NIFTY.50	NIFTY.BANK
3	219.57	549.28
5	209.86	549.11
10	198.45	552.34
20	188.39	561.80

	NIFTY 50	NIFTY BANK
TrueRange	248.95	481.75
TrueHigh	18458.30	39774.55
TrueLow	18209.35	39292.80

Avg. True Range

	NIFTY.50	NIFTY.BANK
3	219.57	549.28
5	209.86	549.11
10	198.45	552.34
20	188.39	561.80

	NIFTY 50	NIFTY BANK
TrueRange	248.95	481.75
TrueHigh	18458.30	39774.55
TrueLow	18209.35	39292.80

Nifty 50 Returns Density Plot

OCT NIFTY OI

OCT BANKNIFTY OI

NIFTY Weighted Avg. Open Interest

OCT NIFTY Volatility

OCT BANKNIFTY Volatility

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

VIX Density Plot

Marketwide OI

Securities under ban today: AMARAJABAT, ESCORTS, IDEA, IRCTC, L&TFH, NATIONALUM, PNB, SAIL, SUNTV, TATAPOWER.

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

FRED Scan 21.10.2021

stockviz October 21, 2021 0

Total Value of Issues, with a Maturity Between 41 and 80 Days, Used in Calculating the AA Financial Commercial Paper Rates

Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity

Categories Your Money Tags daily