Tag: BANKNIFTY

Options Daily 29.04.2022

NIFTY Summary:

  1. May 18000 calls added 14,23,100 contracts.
  2. May 17100 calls shed 2,11,400.
  3. May 16000 puts added 24,42,050.
  4. May 18700 puts shed 50.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 270.89 626.19
5 270.33 657.31
10 264.26 689.85
20 256.19 711.62

NIFTY 50 NIFTY BANK
TrueRange 284.10 550.00
TrueHigh 17322.50 36501.10
TrueLow 17038.40 35951.10

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

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

Options Daily 28.04.2022

NIFTY Summary:

  1. May 17200 calls added 9,91,000 contracts.
  2. May 18050 calls shed 14,750.
  3. May 17000 puts added 6,16,350.
  4. May 16900 puts shed 1,01,650.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 264.29 664.29
5 266.93 684.21
10 263.65 708.06
20 259.03 726.98

NIFTY 50 NIFTY BANK
TrueRange 242.35 657.65
TrueHigh 17200.80 36404.80
TrueLow 16958.45 35747.15
Avg. True Range

NIFTY.50 NIFTY.BANK
3 264.29 664.29
5 266.93 684.21
10 263.65 708.06
20 259.03 726.98

NIFTY 50 NIFTY BANK
TrueRange 242.35 657.65
TrueHigh 17200.80 36404.80
TrueLow 16958.45 35747.15

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

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

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

APR BANKNIFTY Volatility 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 27.04.2022

NIFTY Summary:

  1. May 17400 calls added 3,07,700 contracts.
  2. May 17000 calls shed 2,96,700.
  3. May 16900 puts added 8,45,350.
  4. May 16600 puts shed 85,850.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 275.26 667.61
5 273.03 690.91
10 266.00 714.97
20 261.11 735.46

NIFTY 50 NIFTY BANK
TrueRange 269.90 522.20
TrueHigh 17223.85 36604.55
TrueLow 16953.95 36082.35
Avg. True Range

NIFTY.50 NIFTY.BANK
3 275.26 667.61
5 273.03 690.91
10 266.00 714.97
20 261.11 735.46

NIFTY 50 NIFTY BANK
TrueRange 269.90 522.20
TrueHigh 17223.85 36604.55
TrueLow 16953.95 36082.35

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

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

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

APR BANKNIFTY Volatility 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 26.04.2022

NIFTY Summary:

  1. May 17000 calls added 4,97,700 contracts.
  2. May 18100 calls shed 50,700.
  3. May 17000 puts added 3,52,600.
  4. May 17200 puts shed 2,01,450.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 277.93 740.31
5 273.71 733.01
10 264.69 736.11
20 259.77 747.50

NIFTY 50 NIFTY BANK
TrueRange 283.25 758.75
TrueHigh 17171.95 36270.15
TrueLow 16888.70 35511.40
Avg. True Range

NIFTY.50 NIFTY.BANK
3 277.93 740.31
5 273.71 733.01
10 264.69 736.11
20 259.77 747.50

NIFTY 50 NIFTY BANK
TrueRange 283.25 758.75
TrueHigh 17171.95 36270.15
TrueLow 16888.70 35511.40

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

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

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

APR BANKNIFTY Volatility 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 25.04.2022

NIFTY Summary:

  1. May 18000 calls added 1,96,750 contracts.
  2. May 19150 calls shed 300.
  3. May 16400 puts added 3,48,400.
  4. May 17400 puts shed 10,250.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 275.28 731.09
5 271.43 727.25
10 264.29 743.34
20 263.63 771.56

NIFTY 50 NIFTY BANK
TrueRange 243.40 824.60
TrueHigh 17392.60 36816.10
TrueLow 17149.20 35991.50
Avg. True Range

NIFTY.50 NIFTY.BANK
3 275.28 731.09
5 271.43 727.25
10 264.29 743.34
20 263.63 771.56

NIFTY 50 NIFTY BANK
TrueRange 243.40 824.60
TrueHigh 17392.60 36816.10
TrueLow 17149.20 35991.50
Avg. True Range

NIFTY.50 NIFTY.BANK
3 275.28 731.09
5 271.43 727.25
10 264.29 743.34
20 263.63 771.56

NIFTY 50 NIFTY BANK
TrueRange 243.40 824.60
TrueHigh 17392.60 36816.10
TrueLow 17149.20 35991.50

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

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

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

APR BANKNIFTY Volatility 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