Tag: BANKNIFTY

Options Daily 16.05.2022

NIFTY Summary:

  1. May 17000 calls added 1,44,300 contracts.
  2. May 16000 calls shed 4,78,950.
  3. May 14500 puts added 4,08,850.
  4. May 16000 puts shed 5,38,250.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 340.06 951.72
5 325.72 882.31
10 304.18 814.40
20 284.38 774.37

NIFTY 50 NIFTY BANK
TrueRange 342.75 994.30
TrueHigh 16083.60 34002.20
TrueLow 15740.85 33007.90
Avg. True Range

NIFTY.50 NIFTY.BANK
3 340.06 951.72
5 325.72 882.31
10 304.18 814.40
20 284.38 774.37

NIFTY 50 NIFTY BANK
TrueRange 342.75 994.30
TrueHigh 16083.60 34002.20
TrueLow 15740.85 33007.90
Avg. True Range

NIFTY.50 NIFTY.BANK
3 340.06 951.72
5 325.72 882.31
10 304.18 814.40
20 284.38 774.37

NIFTY 50 NIFTY BANK
TrueRange 342.75 994.30
TrueHigh 16083.60 34002.20
TrueLow 15740.85 33007.90

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

MAY NIFTY OI

MAY NIFTY OI chart

MAY BANKNIFTY OI

MAY BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

MAY NIFTY Volatility

MAY NIFTY Volatility chart

MAY BANKNIFTY Volatility

MAY 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, PNB.
market wide position limit chart

Options Weekly 14.05.2022

Summary: May NIFTY 17000 calls added 61,62,250 contracts while 16900 calls shed 5,63,450. On the Put side of the equation, the 15000 strike added 31,49,400 while the 15900’s shed 7,69,400.

MAY NIFTY OI

MAY NIFTY OI chart

MAY BANKNIFTY OI

MAY BANKNIFTY OI chart

MAY NIFTY Volatility

MAY NIFTY Volatility chart

MAY BANKNIFTY Volatility

MAY 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 13.05.2022

NIFTY Summary:

  1. May 16000 calls added 35,43,450 contracts.
  2. May 17450 calls shed 3,250.
  3. May 14650 puts added 13,73,600.
  4. May 16200 puts shed 3,53,750.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 338.72 930.42
5 321.40 853.98
10 299.56 792.47
20 279.41 758.37

NIFTY 50 NIFTY BANK
TrueRange 431.35 1395.50
TrueHigh 16167.10 34693.15
TrueLow 15735.75 33297.65

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

MAY NIFTY OI

MAY NIFTY OI chart

MAY BANKNIFTY OI

MAY BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

MAY NIFTY Volatility

MAY NIFTY Volatility chart

MAY BANKNIFTY Volatility

MAY 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, PNB.
market wide position limit chart

Options Daily 12.05.2022

NIFTY Summary:

  1. May 16200 calls added 7,07,150 contracts.
  2. May 17150 calls shed 15,200.
  3. May 15000 puts added 4,20,400.
  4. May 16400 puts shed 47,750.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 292.41 697.89
5 293.78 718.23
10 283.62 722.26
20 267.29 717.12

NIFTY 50 NIFTY BANK
TrueRange 326.15 650.00
TrueHigh 16318.75 34793.20
TrueLow 15992.60 34143.20
Avg. True Range

NIFTY.50 NIFTY.BANK
3 292.41 697.89
5 293.78 718.23
10 283.62 722.26
20 267.29 717.12

NIFTY 50 NIFTY BANK
TrueRange 326.15 650.00
TrueHigh 16318.75 34793.20
TrueLow 15992.60 34143.20

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

MAY NIFTY OI

MAY NIFTY OI chart

MAY BANKNIFTY OI

MAY BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

MAY NIFTY Volatility

MAY NIFTY Volatility chart

MAY BANKNIFTY Volatility

MAY BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

VIX kernel density plot

Marketwide OI

market wide position limit chart

Options Daily 11.05.2022

NIFTY Summary:

  1. May 16500 calls added 3,12,950 contracts.
  2. May 17900 calls shed 8,700.
  3. May 15500 puts added 3,27,350.
  4. May 17000 puts shed 53,550.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 275.54 721.83
5 285.74 735.45
10 279.10 730.83
20 263.71 722.20

NIFTY 50 NIFTY BANK
TrueRange 207.25 605.00
TrueHigh 16404.55 34781.80
TrueLow 16197.30 34176.80
Avg. True Range

NIFTY.50 NIFTY.BANK
3 275.54 721.83
5 285.74 735.45
10 279.10 730.83
20 263.71 722.20

NIFTY 50 NIFTY BANK
TrueRange 207.25 605.00
TrueHigh 16404.55 34781.80
TrueLow 16197.30 34176.80

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

MAY NIFTY OI

MAY NIFTY OI chart

MAY BANKNIFTY OI

MAY BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

MAY NIFTY Volatility

MAY NIFTY Volatility chart

MAY BANKNIFTY Volatility

MAY BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

VIX kernel density plot

Marketwide OI

market wide position limit chart