Tag: BANKNIFTY

Options Daily 06.05.2022

NIFTY Summary:

  1. May 17000 calls added 28,12,150 contracts.
  2. May 18350 calls shed 2,200.
  3. May 15100 puts added 19,85,600.
  4. May 17000 puts shed 1,20,900.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 324.04 817.74
5 307.71 772.97
10 283.30 736.02
20 260.49 719.53

NIFTY 50 NIFTY BANK
TrueRange 293.85 801.05
TrueHigh 16945.70 35934.85
TrueLow 16651.85 35133.80

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 05.05.2022

NIFTY Summary:

  1. May 17000 calls added 12,79,200 contracts.
  2. May 18700 calls shed 5,800.
  3. May 16500 puts added 5,69,650.
  4. May 17400 puts shed 15,450.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 339.13 826.09
5 311.27 766.32
10 283.46 733.38
20 261.61 727.08

NIFTY 50 NIFTY BANK
TrueRange 508.90 1181.45
TrueHigh 17132.85 36309.30
TrueLow 16623.95 35127.85
Avg. True Range

NIFTY.50 NIFTY.BANK
3 339.13 826.09
5 311.27 766.32
10 283.46 733.38
20 261.61 727.08

NIFTY 50 NIFTY BANK
TrueRange 508.90 1181.45
TrueHigh 17132.85 36309.30
TrueLow 16623.95 35127.85

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 04.05.2022

NIFTY Summary:

  1. May 17500 calls added 3,72,350 contracts.
  2. May 18500 calls shed 5,050.
  3. May 16200 puts added 2,72,150.
  4. May 17300 puts shed 1,95,500.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 254.25 648.40
5 261.87 662.47
10 258.96 683.80
20 249.06 701.77

NIFTY 50 NIFTY BANK
TrueRange 185.30 617.05
TrueHigh 17102.55 36235.25
TrueLow 16917.25 35618.20
Avg. True Range

NIFTY.50 NIFTY.BANK
3 254.25 648.40
5 261.87 662.47
10 258.96 683.80
20 249.06 701.77

NIFTY 50 NIFTY BANK
TrueRange 185.30 617.05
TrueHigh 17102.55 36235.25
TrueLow 16917.25 35618.20

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 02.05.2022

NIFTY Summary:

  1. May 18100 calls added 1,76,100 contracts.
  2. May 15400 calls shed 100.
  3. May 17300 puts added 2,23,700.
  4. May 15900 puts shed 2,850.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 288.73 664.08
5 281.12 673.87
10 269.25 694.03
20 256.75 710.82

NIFTY 50 NIFTY BANK
TrueRange 324.40 739.85
TrueHigh 17377.65 36718.80
TrueLow 17053.25 35978.95
Avg. True Range

NIFTY.50 NIFTY.BANK
3 288.73 664.08
5 281.12 673.87
10 269.25 694.03
20 256.75 710.82

NIFTY 50 NIFTY BANK
TrueRange 324.40 739.85
TrueHigh 17377.65 36718.80
TrueLow 17053.25 35978.95
Avg. True Range

NIFTY.50 NIFTY.BANK
3 288.73 664.08
5 281.12 673.87
10 269.25 694.03
20 256.75 710.82

NIFTY 50 NIFTY BANK
TrueRange 324.40 739.85
TrueHigh 17377.65 36718.80
TrueLow 17053.25 35978.95

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 30.04.2022

Summary: May NIFTY 18000 calls added 56,01,150 contracts while 17000 calls shed 2,96,700. On the Put side of the equation, the 17100 strike added 40,03,300 while the 17200’s shed 2,39,450.

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