Category: Your Money

Options Daily 20.10.2021

NIFTY Summary:

  1. Oct 18600 calls added 3,25,000 contracts.
  2. Oct 18000 calls shed 1,18,850.
  3. Oct 18400 puts added 8,86,200.
  4. Oct 17500 puts shed 2,14,400.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 204.88 583.05
5 200.14 566.12
10 192.67 559.85
20 184.36 564.76

NIFTY 50 NIFTY BANK
TrueRange 226.75 616.90
TrueHigh 18604.45 40011.15
TrueLow 18377.70 39394.25
Avg. True Range

NIFTY.50 NIFTY.BANK
3 204.88 583.05
5 200.14 566.12
10 192.67 559.85
20 184.36 564.76

NIFTY 50 NIFTY BANK
TrueRange 226.75 616.90
TrueHigh 18604.45 40011.15
TrueLow 18377.70 39394.25

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, BHEL, ESCORTS, IDEA, IRCTC, NATIONALUM, PNB, SAIL, SUNTV.
market wide position limit chart

Options Daily 19.10.2021

NIFTY Summary:

  1. Oct 18900 calls added 2,96,550 contracts.
  2. Oct 18000 calls shed 3,93,350.
  3. Oct 18500 puts added 12,84,000.
  4. Oct 17200 puts shed 2,96,600.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 193.95 566.13
5 193.48 553.38
10 188.29 551.36
20 179.98 555.38

NIFTY 50 NIFTY BANK
TrueRange 204.60 606.70
TrueHigh 18543.15 39947.60
TrueLow 18338.55 39340.90
Avg. True Range

NIFTY.50 NIFTY.BANK
3 193.95 566.13
5 193.48 553.38
10 188.29 551.36
20 179.98 555.38

NIFTY 50 NIFTY BANK
TrueRange 204.60 606.70
TrueHigh 18543.15 39947.60
TrueLow 18338.55 39340.90

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, BHEL, ESCORTS, IBULHSGFIN, IDEA, NATIONALUM, SUNTV.
market wide position limit chart

FRED Scan 19.10.2021

Equity Market-related Economic Uncertainty Index

Equity Market-related Economic Uncertainty Index

Total Value of Issues, with a Maturity Between 10 and 20 Days, Used in Calculating the AA Nonfinancial Commercial Paper Rates

Total Value of Issues, with a Maturity Between 10 and 20 Days, Used in Calculating the AA Nonfinancial Commercial Paper Rates

Overnight Bank Funding Volume

Overnight Bank Funding Volume

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

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

Venezuela / U.S. Foreign Exchange Rate

Venezuela / U.S. Foreign Exchange Rate

Options Daily 18.10.2021

NIFTY Summary:

  1. Oct 19000 calls added 14,14,950 contracts.
  2. Oct 18200 calls shed 1,67,400.
  3. Oct 18300 puts added 15,89,550.
  4. Oct 17100 puts shed 96,700.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 188.63 545.84
5 190.71 540.20
10 186.41 546.44
20 177.41 552.72

NIFTY 50 NIFTY BANK
TrueRange 189.00 739.30
TrueHigh 18350.75 39375.05
TrueLow 18161.75 38635.75
Avg. True Range

NIFTY.50 NIFTY.BANK
3 188.63 545.84
5 190.71 540.20
10 186.41 546.44
20 177.41 552.72

NIFTY 50 NIFTY BANK
TrueRange 189.00 739.30
TrueHigh 18350.75 39375.05
TrueLow 18161.75 38635.75

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: BANKBARODA, BHEL, IBULHSGFIN, IDEA, IRCTC, SUNTV.
market wide position limit chart