Tag: BANKNIFTY

Options Daily 17.01.2022

NIFTY Summary:

  1. Jan 18200 calls added 5,50,750 contracts.
  2. Jan 17900 calls shed 76,800.
  3. Jan 18200 puts added 5,91,250.
  4. Jan 17000 puts shed 4,68,100.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 159.53 480.50
5 173.86 539.13
10 195.38 601.31
20 215.80 644.95

NIFTY 50 NIFTY BANK
TrueRange 167.30 462.20
TrueHigh 18286.95 38469.95
TrueLow 18119.65 38007.75
Avg. True Range

NIFTY.50 NIFTY.BANK
3 159.53 480.50
5 173.86 539.13
10 195.38 601.31
20 215.80 644.95

NIFTY 50 NIFTY BANK
TrueRange 167.30 462.20
TrueHigh 18286.95 38469.95
TrueLow 18119.65 38007.75
Avg. True Range

NIFTY.50 NIFTY.BANK
3 159.53 480.50
5 173.86 539.13
10 195.38 601.31
20 215.80 644.95

NIFTY 50 NIFTY BANK
TrueRange 167.30 462.20
TrueHigh 18286.95 38469.95
TrueLow 18119.65 38007.75

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: ESCORTS, IBULHSGFIN, IDEA, SAIL.
market wide position limit chart

Options Weekly 15.01.2022

Summary: Jan NIFTY 19000 calls added 74,49,600 contracts while 18000 calls shed 94,300. On the Put side of the equation, the 18200 strike added 50,71,000 while the 17000’s shed 2,65,000.

JAN NIFTY OI

JAN NIFTY OI chart

JAN BANKNIFTY OI

JAN BANKNIFTY OI 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

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

Options Daily 14.01.2022

NIFTY Summary:

  1. Jan 19000 calls added 21,49,000 contracts.
  2. Jan 18200 calls shed 29,86,650.
  3. Jan 17000 puts added 26,45,600.
  4. Jan 16850 puts shed 3,500.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 155.65 489.64
5 175.58 558.34
10 199.80 616.46
20 221.24 653.97

NIFTY 50 NIFTY BANK
TrueRange 108.45 351.40
TrueHigh 18272.25 38727.55
TrueLow 18163.80 38376.15

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: IBULHSGFIN, IDEA, SAIL.
market wide position limit chart

Options Daily 13.01.2022

NIFTY Summary:

  1. Jan 18200 calls added 6,16,500 contracts.
  2. Jan 18000 calls shed 94,300.
  3. Jan 18200 puts added 6,41,550.
  4. Jan 16400 puts shed 15,950.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 179.25 558.76
5 192.39 610.10
10 211.04 647.95
20 229.35 673.31

NIFTY 50 NIFTY BANK
TrueRange 172.20 409.25
TrueHigh 18227.95 38851.45
TrueLow 18055.75 38442.20
Avg. True Range

NIFTY.50 NIFTY.BANK
3 179.25 558.76
5 192.39 610.10
10 211.04 647.95
20 229.35 673.31

NIFTY 50 NIFTY BANK
TrueRange 172.20 409.25
TrueHigh 18227.95 38851.45
TrueLow 18055.75 38442.20

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: DELTACORP, IBULHSGFIN, IDEA, RBLBANK, SAIL.
market wide position limit chart

Options Daily 12.01.2022

NIFTY Summary:

  1. Jan 18400 calls added 2,30,500 contracts.
  2. Jan 17750 calls shed 450.
  3. Jan 18000 puts added 2,08,000.
  4. Jan 17000 puts shed 20,200.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 182.78 633.51
5 197.39 659.92
10 215.76 671.32
20 233.02 677.93

NIFTY 50 NIFTY BANK
TrueRange 116.85 472.85
TrueHigh 18081.25 38504.60
TrueLow 17964.40 38031.75
Avg. True Range

NIFTY.50 NIFTY.BANK
3 182.78 633.51
5 197.39 659.92
10 215.76 671.32
20 233.02 677.93

NIFTY 50 NIFTY BANK
TrueRange 116.85 472.85
TrueHigh 18081.25 38504.60
TrueLow 17964.40 38031.75

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: DELTACORP, IBULHSGFIN, IDEA, RBLBANK.
market wide position limit chart