Tag: daily

Options Daily 28.09.2022

NIFTY Summary:

  1. Oct 17000 calls added 3,28,050 contracts.
  2. Oct 18400 calls shed 28,350.
  3. Oct 17000 puts added 1,49,850.
  4. Oct 17500 puts shed 1,33,950.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 273.88 922.36
5 264.89 863.21
10 249.08 781.27
20 239.02 730.06

NIFTY 50 NIFTY BANK
TrueRange 234.10 865.60
TrueHigh 17176.45 39050.50
TrueLow 16942.35 38184.90

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

OCT 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: IDEA, ZEEL.
market wide position limit chart

Options Daily 27.09.2022

NIFTY Summary:

  1. Oct 17200 calls added 3,15,050 contracts.
  2. Oct 18600 calls shed 74,750.
  3. Oct 16600 puts added 2,19,400.
  4. Oct 17400 puts shed 1,09,250.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 293.77 950.75
5 272.53 862.44
10 249.60 768.25
20 236.97 715.80

NIFTY 50 NIFTY BANK
TrueRange 349.05 1054.05
TrueHigh 17327.35 39546.25
TrueLow 16978.30 38492.20

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

OCT 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: IDEA, PNB, ZEEL.
market wide position limit chart

Options Daily 26.09.2022

NIFTY Summary:

  1. Oct 17500 calls added 5,04,450 contracts.
  2. Oct 18700 calls shed 33,750.
  3. Oct 17500 puts added 2,56,350.
  4. Oct 17800 puts shed 33,600.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 266.13 899.09
5 253.36 814.39
10 237.59 733.08
20 228.34 689.07

NIFTY 50 NIFTY BANK
TrueRange 350.50 1217.90
TrueHigh 17642.15 40630.60
TrueLow 17291.65 39412.70

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

OCT 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: AMBUJACEM, CANFINHOME, DELTACORP, IDEA, PNB, ZEEL.
market wide position limit chart

Options Daily 23.09.2022

NIFTY Summary:

  1. Sep 19000 calls added 49,21,700 contracts.
  2. Sep 15000 calls shed 21,000.
  3. Sep 16000 puts added 19,24,700.
  4. Sep 17800 puts shed 1,31,750.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 223.94 739.69
5 229.13 713.77
10 224.92 680.01
20 221.02 661.54

NIFTY 50 NIFTY BANK
TrueRange 190.30 843.25
TrueHigh 17722.75 41203.45
TrueLow 17532.45 40360.20

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

SEP NIFTY OI

SEP NIFTY OI chart

SEP BANKNIFTY OI

SEP BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

SEP NIFTY Volatility

SEP NIFTY Volatility chart

SEP BANKNIFTY Volatility

SEP 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: AMBUJACEM, CANFINHOME, DELTACORP, PNB, RBLBANK.
market wide position limit chart

Options Daily 22.09.2022

NIFTY Summary:

  1. Sep 18100 calls added 7,67,050 contracts.
  2. Sep 19100 calls shed 31,150.
  3. Sep 17400 puts added 8,90,600.
  4. Sep 17550 puts shed 6,28,150.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 240.76 687.91
5 238.81 681.23
10 227.90 657.34
20 219.75 639.51

NIFTY 50 NIFTY BANK
TrueRange 175.10 612.55
TrueHigh 17838.70 41501.70
TrueLow 17663.60 40889.15
Avg. True Range

NIFTY.50 NIFTY.BANK
3 240.76 687.91
5 238.81 681.23
10 227.90 657.34
20 219.75 639.51

NIFTY 50 NIFTY BANK
TrueRange 175.10 612.55
TrueHigh 17838.70 41501.70
TrueLow 17663.60 40889.15

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

SEP NIFTY OI

SEP NIFTY OI chart

SEP BANKNIFTY OI

SEP BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

SEP NIFTY Volatility

SEP NIFTY Volatility chart

SEP BANKNIFTY Volatility

SEP 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: AMBUJACEM, CANFINHOME, DELTACORP, ESCORTS, PVR, RBLBANK.
market wide position limit chart