Tag: BANKNIFTY

Options Daily 02.12.2020

NIFTY Summary:

  1. Dec 13600 calls added 2,51,850 contracts.
  2. Dec 12900 calls shed 14,400.
  3. Dec 13000 puts added 2,77,200.
  4. Dec 11000 puts shed 2,925.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 177.41 572.48
5 178.16 645.99
10 175.81 698.36
20 175.63 721.62

NIFTY 50 NIFTY BANK
TrueRange 165.60 408.75
TrueHigh 13128.40 29919.75
TrueLow 12962.80 29511.00
Avg. True Range

NIFTY.50 NIFTY.BANK
3 177.41 572.48
5 178.16 645.99
10 175.81 698.36
20 175.63 721.62

NIFTY 50 NIFTY BANK
TrueRange 165.60 408.75
TrueHigh 13128.40 29919.75
TrueLow 12962.80 29511.00

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC 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 01.12.2020

NIFTY Summary:

  1. Dec 13000 calls added 1,21,050 contracts.
  2. Dec 12700 calls shed 18,375.
  3. Dec 12400 puts added 1,37,025.
  4. Dec 13300 puts shed 75.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 183.31 654.35
5 181.25 705.12
10 176.05 726.09
20 174.24 726.48

NIFTY 50 NIFTY BANK
TrueRange 121.00 348.15
TrueHigh 13035.30 29716.85
TrueLow 12914.30 29368.70
Avg. True Range

NIFTY.50 NIFTY.BANK
3 183.31 654.35
5 181.25 705.12
10 176.05 726.09
20 174.24 726.48

NIFTY 50 NIFTY BANK
TrueRange 121.00 348.15
TrueHigh 13035.30 29716.85
TrueLow 12914.30 29368.70
Avg. True Range

NIFTY.50 NIFTY.BANK
3 183.31 654.35
5 181.25 705.12
10 176.05 726.09
20 174.24 726.48

NIFTY 50 NIFTY BANK
TrueRange 121.00 348.15
TrueHigh 13035.30 29716.85
TrueLow 12914.30 29368.70

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC 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 Weekly 28.11.2020

Summary: Dec NIFTY 13500 calls added 30,15,675 contracts while 12900 calls shed 37,275. On the Put side of the equation, the 12900 strike added 24,59,775 while the 12200’s shed 1,10,625.

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC 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 27.11.2020

NIFTY Summary:

  1. Dec 13500 calls added 11,17,800 contracts.
  2. Nov 12900 calls shed 16,11,600.
  3. Dec 12800 puts added 11,79,150.
  4. Dec 14000 puts shed 150.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 214.46 807.45
5 196.31 794.65
10 181.67 770.56
20 175.87 747.84

NIFTY 50 NIFTY BANK
TrueRange 227.60 699.90
TrueHigh 13018.00 29623.00
TrueLow 12790.40 28923.10

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI chart

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC 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 26.11.2020

NIFTY Summary:

  1. Dec 13500 calls added 5,30,850 contracts.
  2. Dec 12650 calls shed 300.
  3. Dec 11500 puts added 4,16,700.
  4. Dec 12350 puts shed 20,925.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 207.90 861.23
5 188.46 818.33
10 176.00 777.81
20 171.52 745.11

NIFTY 50 NIFTY BANK
TrueRange 312.20 1065.55
TrueHigh 13145.85 30197.85
TrueLow 12833.65 29132.30
Avg. True Range

NIFTY.50 NIFTY.BANK
3 207.90 861.23
5 188.46 818.33
10 176.00 777.81
20 171.52 745.11

NIFTY 50 NIFTY BANK
TrueRange 312.20 1065.55
TrueHigh 13145.85 30197.85
TrueLow 12833.65 29132.30

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI chart

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

NOV NIFTY Volatility

NOV NIFTY Volatility chart

NOV BANKNIFTY Volatility

NOV BANKNIFTY Volatility chart

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC 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: CANBK, IBULHSGFIN, NATIONALUM, SAIL, TATAMOTORS.
market wide position limit chart