Category: Your Money

Options Weekly 23.10.2021

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 NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

OCT 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 22.10.2021

NIFTY Summary:

  1. Oct 19500 calls added 31,50,950 contracts.
  2. Oct 14500 calls shed 58,100.
  3. Oct 18200 puts added 14,09,750.
  4. 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

NIFTY 50 kernel density plot

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

OCT 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: AMARAJABAT, ESCORTS, IDEA, IRCTC, L&TFH, NATIONALUM, PNB, SAIL, SUNTV, TATAPOWER.
market wide position limit chart

FRED Scan 22.10.2021

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

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

30-Day AA Asset-Backed Commercial Paper Interest Rate

Effective Federal Funds Rate: 99th Percentile

Effective Federal Funds Rate: 99th Percentile

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

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

Options Daily 21.10.2021

NIFTY Summary:

  1. Oct 18300 calls added 7,94,050 contracts.
  2. Oct 17800 calls shed 71,800.
  3. Oct 18200 puts added 1,83,950.
  4. 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

NIFTY 50 kernel density plot

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

OCT 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: AMARAJABAT, ESCORTS, IDEA, IRCTC, L&TFH, NATIONALUM, PNB, SAIL, SUNTV, TATAPOWER.
market wide position limit chart