Tag: BANKNIFTY

Options Weekly 12.06.2021

Summary: Jun NIFTY 16000 calls added 28,09,125 contracts while 15700 calls shed 4,53,300. On the Put side of the equation, the 15000 strike added 35,25,150 while the 14800’s shed 5,40,150.

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

JUN 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 11.06.2021

NIFTY Summary:

  1. Jun 16000 calls added 10,84,425 contracts.
  2. Jun 15650 calls shed 16,725.
  3. Jun 15700 puts added 14,38,050.
  4. Jun 16150 puts shed 2,700.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 141.51 510.75
5 142.03 517.58
10 151.86 561.14
20 165.37 611.47

NIFTY 50 NIFTY BANK
TrueRange 115.90 431.25
TrueHigh 15751.25 35165.65
TrueLow 15635.35 34734.40

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

JUN 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: BHEL, CANBK, IBULHSGFIN, NATIONALUM, SUNTV.
market wide position limit chart

Options Daily 10.06.2021

NIFTY Summary:

  1. Jun 15800 calls added 6,34,275 contracts.
  2. Jun 16000 calls shed 36,075.
  3. Jun 15600 puts added 2,70,150.
  4. Jun 15750 puts shed 12,525.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 154.32 550.50
5 148.55 539.26
10 156.35 580.02
20 169.50 630.01

NIFTY 50 NIFTY BANK
TrueRange 233.55 761.25
TrueHigh 15800.45 35402.45
TrueLow 15566.90 34641.20
Avg. True Range

NIFTY.50 NIFTY.BANK
3 154.32 550.50
5 148.55 539.26
10 156.35 580.02
20 169.50 630.01

NIFTY 50 NIFTY BANK
TrueRange 233.55 761.25
TrueHigh 15800.45 35402.45
TrueLow 15566.90 34641.20

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

JUN 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: BHEL, CANBK, NATIONALUM, SAIL, SUNTV.
market wide position limit chart

Options Daily 09.06.2021

NIFTY Summary:

  1. Jun 16000 calls added 1,45,950 contracts.
  2. Jun 15350 calls shed 4,650.
  3. Jun 15600 puts added 1,16,850.
  4. Jun 14600 puts shed 7,950.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 114.70 445.12
5 127.28 483.86
10 148.32 564.45
20 167.70 633.57

NIFTY 50 NIFTY BANK
TrueRange 98.80 486.85
TrueHigh 15778.80 35449.50
TrueLow 15680.00 34962.65
Avg. True Range

NIFTY.50 NIFTY.BANK
3 114.70 445.12
5 127.28 483.86
10 148.32 564.45
20 167.70 633.57

NIFTY 50 NIFTY BANK
TrueRange 98.80 486.85
TrueHigh 15778.80 35449.50
TrueLow 15680.00 34962.65

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

JUN 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, NATIONALUM, PNB, SAIL, SUNTV.
market wide position limit chart

Options Daily 08.06.2021

NIFTY Summary:

  1. Jun 16300 calls added 2,98,275 contracts.
  2. Jun 15500 calls shed 13,050.
  3. Jun 15700 puts added 1,89,000.
  4. Jun 15000 puts shed 2,23,950.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 122.65 424.26
5 134.33 482.80
10 153.53 571.65
20 170.99 638.51

NIFTY 50 NIFTY BANK
TrueRange 103.20 254.20
TrueHigh 15773.45 35545.85
TrueLow 15670.25 35291.65
Avg. True Range

NIFTY.50 NIFTY.BANK
3 122.65 424.26
5 134.33 482.80
10 153.53 571.65
20 170.99 638.51

NIFTY 50 NIFTY BANK
TrueRange 103.20 254.20
TrueHigh 15773.45 35545.85
TrueLow 15670.25 35291.65

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

JUN 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, SAIL, SUNTV.
market wide position limit chart