Tag: daily

Options Daily 22.12.2021

NIFTY Summary:

  1. Dec 17050 calls added 4,21,450 contracts.
  2. Dec 16600 calls shed 3,86,000.
  3. Dec 16500 puts added 4,71,700.
  4. Dec 17000 puts shed 3,55,050.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 341.80 902.06
5 309.87 835.75
10 287.85 776.66
20 280.69 751.66

NIFTY 50 NIFTY BANK
TrueRange 322.20 660.05
TrueHigh 16936.40 35050.00
TrueLow 16614.20 34389.95
Avg. True Range

NIFTY.50 NIFTY.BANK
3 341.80 902.06
5 309.87 835.75
10 287.85 776.66
20 280.69 751.66

NIFTY 50 NIFTY BANK
TrueRange 322.20 660.05
TrueHigh 16936.40 35050.00
TrueLow 16614.20 34389.95

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

Securities under ban today: ESCORTS, IBULHSGFIN, ZEEL.
market wide position limit chart

Options Daily 21.12.2021

NIFTY Summary:

  1. Dec 16800 calls added 9,27,550 contracts.
  2. Dec 18000 calls shed 5,74,075.
  3. Dec 16300 puts added 2,68,800.
  4. Dec 17000 puts shed 13,64,525.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 351.60 1023.06
5 306.73 879.51
10 282.49 785.32
20 273.56 743.34

NIFTY 50 NIFTY BANK
TrueRange 575.00 1600.20
TrueHigh 16985.20 35618.65
TrueLow 16410.20 34018.45
Avg. True Range

NIFTY.50 NIFTY.BANK
3 351.60 1023.06
5 306.73 879.51
10 282.49 785.32
20 273.56 743.34

NIFTY 50 NIFTY BANK
TrueRange 575.00 1600.20
TrueHigh 16985.20 35618.65
TrueLow 16410.20 34018.45

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

Securities under ban today: ESCORTS, IBULHSGFIN.
market wide position limit chart

Options Daily 20.12.2021

NIFTY Summary:

  1. Dec 17100 calls added 11,35,300 contracts.
  2. Dec 18500 calls shed 81,050.
  3. Dec 17100 puts added 4,68,400.
  4. Dec 17300 puts shed 5,58,350.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 239.89 734.49
5 239.73 699.60
10 250.42 696.65
20 256.94 699.09

NIFTY 50 NIFTY BANK
TrueRange 331.70 1015.70
TrueHigh 17298.15 36550.75
TrueLow 16966.45 35535.05
Avg. True Range

NIFTY.50 NIFTY.BANK
3 239.89 734.49
5 239.73 699.60
10 250.42 696.65
20 256.94 699.09

NIFTY 50 NIFTY BANK
TrueRange 331.70 1015.70
TrueHigh 17298.15 36550.75
TrueLow 16966.45 35535.05
Avg. True Range

NIFTY.50 NIFTY.BANK
3 239.89 734.49
5 239.73 699.60
10 250.42 696.65
20 256.94 699.09

NIFTY 50 NIFTY BANK
TrueRange 331.70 1015.70
TrueHigh 17298.15 36550.75
TrueLow 16966.45 35535.05

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

Securities under ban today: ESCORTS, IBULHSGFIN, IDEA.
market wide position limit chart

Options Daily 17.12.2021

NIFTY Summary:

  1. Dec 18500 calls added 41,90,250 contracts.
  2. Dec 17050 calls shed 10,950.
  3. Dec 17300 puts added 20,43,800.
  4. Dec 16800 puts shed 11,03,000.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 193.99 593.88
5 216.67 620.36
10 240.42 658.80
20 248.17 670.23

NIFTY 50 NIFTY BANK
TrueRange 194.40 773.55
TrueHigh 17379.35 37159.30
TrueLow 17184.95 36385.75

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

Securities under ban today: ESCORTS, IDEA.
market wide position limit chart

Options Daily 16.12.2021

NIFTY Summary:

  1. Dec 17400 calls added 6,75,200 contracts.
  2. Dec 18250 calls shed 4,050.
  3. Dec 17200 puts added 6,44,600.
  4. Dec 17450 puts shed 9,900.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 193.79 504.05
5 222.30 582.42
10 246.29 650.94
20 250.03 669.80

NIFTY 50 NIFTY BANK
TrueRange 159.00 340.30
TrueHigh 17351.20 37083.50
TrueLow 17192.20 36743.20
Avg. True Range

NIFTY.50 NIFTY.BANK
3 193.79 504.05
5 222.30 582.42
10 246.29 650.94
20 250.03 669.80

NIFTY 50 NIFTY BANK
TrueRange 159.00 340.30
TrueHigh 17351.20 37083.50
TrueLow 17192.20 36743.20

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

Securities under ban today: ESCORTS, IBULHSGFIN, IDEA.
market wide position limit chart