Category: Your Money

Options Daily 12.01.2023

NIFTY Summary:

  1. Jan 18000 calls added 7,14,450 contracts.
  2. Jan 18450 calls shed 73,150.
  3. Jan 17900 puts added 3,79,200.
  4. Jan 18050 puts shed 17,200.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 215.90 673.48
5 215.27 670.62
10 207.99 639.38
20 199.57 590.80

NIFTY 50 NIFTY BANK
TrueRange 152.00 589.00
TrueHigh 17976.35 42318.00
TrueLow 17824.35 41729.00
Avg. True Range

NIFTY.50 NIFTY.BANK
3 215.90 673.48
5 215.27 670.62
10 207.99 639.38
20 199.57 590.80

NIFTY 50 NIFTY BANK
TrueRange 152.00 589.00
TrueHigh 17976.35 42318.00
TrueLow 17824.35 41729.00

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.
market wide position limit chart

Options Daily 11.01.2023

NIFTY Summary:

  1. Jan 18000 calls added 5,93,850 contracts.
  2. Jan 18750 calls shed 87,900.
  3. Jan 17800 puts added 3,05,800.
  4. Jan 18100 puts shed 46,850.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 247.85 715.72
5 231.07 691.10
10 213.99 645.68
20 200.05 586.94

NIFTY 50 NIFTY BANK
TrueRange 271.60 838.50
TrueHigh 18127.60 42674.25
TrueLow 17856.00 41835.75
Avg. True Range

NIFTY.50 NIFTY.BANK
3 247.85 715.72
5 231.07 691.10
10 213.99 645.68
20 200.05 586.94

NIFTY 50 NIFTY BANK
TrueRange 271.60 838.50
TrueHigh 18127.60 42674.25
TrueLow 17856.00 41835.75

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.
market wide position limit chart