Tag: BANKNIFTY

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

Options Daily 10.05.2022

NIFTY Summary:

  1. May 17000 calls added 2,12,400 contracts.
  2. May 17700 calls shed 39,800.
  3. May 16000 puts added 2,11,750.
  4. May 16700 puts shed 22,750.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 309.68 780.25
5 305.41 768.04
10 287.13 741.69
20 265.87 721.94

NIFTY 50 NIFTY BANK
TrueRange 269.15 664.00
TrueHigh 16411.25 34591.20
TrueLow 16142.10 33927.20
Avg. True Range

NIFTY.50 NIFTY.BANK
3 309.68 780.25
5 305.41 768.04
10 287.13 741.69
20 265.87 721.94

NIFTY 50 NIFTY BANK
TrueRange 269.15 664.00
TrueHigh 16411.25 34591.20
TrueLow 16142.10 33927.20

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 09.05.2022

NIFTY Summary:

  1. May 17000 calls added 4,34,350 contracts.
  2. May 17800 calls shed 32,150.
  3. May 15500 puts added 1,67,000.
  4. May 16700 puts shed 43,600.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 329.94 838.37
5 314.48 794.19
10 288.88 750.24
20 264.42 725.64

NIFTY 50 NIFTY BANK
TrueRange 341.75 879.65
TrueHigh 16682.65 35232.85
TrueLow 16340.90 34353.20
Avg. True Range

NIFTY.50 NIFTY.BANK
3 329.94 838.37
5 314.48 794.19
10 288.88 750.24
20 264.42 725.64

NIFTY 50 NIFTY BANK
TrueRange 341.75 879.65
TrueHigh 16682.65 35232.85
TrueLow 16340.90 34353.20
Avg. True Range

NIFTY.50 NIFTY.BANK
3 329.94 838.37
5 314.48 794.19
10 288.88 750.24
20 264.42 725.64

NIFTY 50 NIFTY BANK
TrueRange 341.75 879.65
TrueHigh 16682.65 35232.85
TrueLow 16340.90 34353.20

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 Weekly 07.05.2022

Summary: May NIFTY 17000 calls added 59,01,200 contracts while 17700 calls shed 11,79,800. On the Put side of the equation, the 15100 strike added 37,75,800 while the 16700’s shed 5,98,250.

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