Category: Your Money

Options Daily 30.09.2021

NIFTY Summary:

  1. Oct 17800 calls added 5,85,200 contracts.
  2. Oct 17550 calls shed 2,250.
  3. Oct 17600 puts added 3,85,500.
  4. Oct 17900 puts shed 43,800.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 208.62 687.69
5 199.75 664.24
10 183.86 618.29
20 171.73 578.12

NIFTY 50 NIFTY BANK
TrueRange 173.60 573.95
TrueHigh 17781.75 37945.00
TrueLow 17608.15 37371.05
Avg. True Range

NIFTY.50 NIFTY.BANK
3 208.62 687.69
5 199.75 664.24
10 183.86 618.29
20 171.73 578.12

NIFTY 50 NIFTY BANK
TrueRange 173.60 573.95
TrueHigh 17781.75 37945.00
TrueLow 17608.15 37371.05

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

SEP NIFTY OI

SEP NIFTY OI chart

SEP BANKNIFTY OI

SEP BANKNIFTY OI chart

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

SEP NIFTY Volatility

SEP NIFTY Volatility chart

SEP BANKNIFTY Volatility

SEP BANKNIFTY Volatility 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: SUNTV.
market wide position limit chart

Options Daily 29.09.2021

NIFTY Summary:

  1. Oct 17800 calls added 3,93,850 contracts.
  2. Oct 18100 calls shed 25,600.
  3. Oct 17500 puts added 1,95,950.
  4. Oct 17900 puts shed 94,300.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 226.13 744.55
5 206.24 686.62
10 184.52 622.17
20 171.16 577.95

NIFTY 50 NIFTY BANK
TrueRange 336.75 1062.05
TrueHigh 17912.85 38377.25
TrueLow 17576.10 37315.20
Avg. True Range

NIFTY.50 NIFTY.BANK
3 226.13 744.55
5 206.24 686.62
10 184.52 622.17
20 171.16 577.95

NIFTY 50 NIFTY BANK
TrueRange 336.75 1062.05
TrueHigh 17912.85 38377.25
TrueLow 17576.10 37315.20

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

SEP NIFTY OI

SEP NIFTY OI chart

SEP BANKNIFTY OI

SEP BANKNIFTY OI chart

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

SEP NIFTY Volatility

SEP NIFTY Volatility chart

SEP BANKNIFTY Volatility

SEP BANKNIFTY Volatility 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: IDEA, SAIL, SUNTV, ZEEL.
market wide position limit chart