Tag: daily

Options Daily 02.11.2021

NIFTY Summary:

  1. Nov 18200 calls added 2,99,000 contracts.
  2. Nov 17650 calls shed 10,500.
  3. Nov 18000 puts added 2,49,500.
  4. Nov 18500 puts shed 2,100.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 288.79 996.19
5 274.65 925.33
10 250.00 802.37
20 228.64 708.31

NIFTY 50 NIFTY BANK
TrueRange 282.45 747.00
TrueHigh 17954.10 39862.60
TrueLow 17671.65 39115.60
Avg. True Range

NIFTY.50 NIFTY.BANK
3 288.79 996.19
5 274.65 925.33
10 250.00 802.37
20 228.64 708.31

NIFTY 50 NIFTY BANK
TrueRange 282.45 747.00
TrueHigh 17954.10 39862.60
TrueLow 17671.65 39115.60

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

NOV NIFTY Volatility

NOV NIFTY Volatility chart

NOV BANKNIFTY Volatility

NOV 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, PNB.
market wide position limit chart

FRED Scan 02.11.2021

Secured Overnight Financing Rate: 1st Percentile

Secured Overnight Financing Rate: 1st Percentile

Total Value of Issues, with a Maturity Between 41 and 80 Days, Used in Calculating the AA Financial Commercial Paper Rates

Total Value of Issues, with a Maturity Between 41 and 80 Days, Used in Calculating the AA Financial Commercial Paper Rates

7-Day A2/P2 Nonfinancial Commercial Paper Interest Rate

7-Day A2/P2 Nonfinancial Commercial Paper Interest Rate

Options Daily 01.11.2021

NIFTY Summary:

  1. Nov 18000 calls added 1,98,150 contracts.
  2. Nov 18800 calls shed 22,150.
  3. Nov 17000 puts added 1,44,150.
  4. Nov 18000 puts shed 76,700.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 291.96 1120.79
5 272.77 970.00
10 247.31 809.84
20 227.84 711.44

NIFTY 50 NIFTY BANK
TrueRange 302.75 1348.60
TrueHigh 17915.85 39775.25
TrueLow 17613.10 38426.65
Avg. True Range

NIFTY.50 NIFTY.BANK
3 291.96 1120.79
5 272.77 970.00
10 247.31 809.84
20 227.84 711.44

NIFTY 50 NIFTY BANK
TrueRange 302.75 1348.60
TrueHigh 17915.85 39775.25
TrueLow 17613.10 38426.65
Avg. True Range

NIFTY.50 NIFTY.BANK
3 291.96 1120.79
5 272.77 970.00
10 247.31 809.84
20 227.84 711.44

NIFTY 50 NIFTY BANK
TrueRange 302.75 1348.60
TrueHigh 17915.85 39775.25
TrueLow 17613.10 38426.65
Avg. True Range

NIFTY.50 NIFTY.BANK
3 291.96 1120.79
5 272.77 970.00
10 247.31 809.84
20 227.84 711.44

NIFTY 50 NIFTY BANK
TrueRange 302.75 1348.60
TrueHigh 17915.85 39775.25
TrueLow 17613.10 38426.65

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

NOV NIFTY Volatility

NOV NIFTY Volatility chart

NOV BANKNIFTY Volatility

NOV 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: PNB.
market wide position limit chart