Tag: daily

Options Daily 28.12.2021

NIFTY Summary:

  1. Jan 17700 calls added 1,67,100 contracts.
  2. Jan 16400 calls shed 350.
  3. Jan 17000 puts added 2,61,700.
  4. Dec 15850 puts shed 80,550.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 259.08 763.35
5 263.50 752.73
10 270.54 750.15
20 281.67 763.44

NIFTY 50 NIFTY BANK
TrueRange 278.85 910.70
TrueHigh 17112.05 35143.70
TrueLow 16833.20 34233.00
Avg. True Range

NIFTY.50 NIFTY.BANK
3 259.08 763.35
5 263.50 752.73
10 270.54 750.15
20 281.67 763.44

NIFTY 50 NIFTY BANK
TrueRange 278.85 910.70
TrueHigh 17112.05 35143.70
TrueLow 16833.20 34233.00

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

JAN NIFTY OI

JAN NIFTY OI chart

JAN BANKNIFTY OI

JAN 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

JAN NIFTY Volatility

JAN NIFTY Volatility chart

JAN BANKNIFTY Volatility

JAN 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, RBLBANK.
market wide position limit chart

Options Daily 27.12.2021

NIFTY Summary:

  1. Jan 17300 calls added 1,92,100 contracts.
  2. Jan 16300 calls shed 350.
  3. Jan 17000 puts added 1,60,100.
  4. Jan 17300 puts shed 4,150.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 249.19 689.67
5 259.53 712.99
10 267.25 728.12
20 276.94 747.53

NIFTY 50 NIFTY BANK
TrueRange 246.00 744.55
TrueHigh 17155.60 35327.95
TrueLow 16909.60 34583.40
Avg. True Range

NIFTY.50 NIFTY.BANK
3 249.19 689.67
5 259.53 712.99
10 267.25 728.12
20 276.94 747.53

NIFTY 50 NIFTY BANK
TrueRange 246.00 744.55
TrueHigh 17155.60 35327.95
TrueLow 16909.60 34583.40
Avg. True Range

NIFTY.50 NIFTY.BANK
3 249.19 689.67
5 259.53 712.99
10 267.25 728.12
20 276.94 747.53

NIFTY 50 NIFTY BANK
TrueRange 246.00 744.55
TrueHigh 17155.60 35327.95
TrueLow 16909.60 34583.40

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

JAN NIFTY OI

JAN NIFTY OI chart

JAN BANKNIFTY OI

JAN 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

JAN NIFTY Volatility

JAN NIFTY Volatility chart

JAN BANKNIFTY Volatility

JAN 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 24.12.2021

NIFTY Summary:

  1. Dec 18500 calls added 33,23,250 contracts.
  2. Dec 16900 calls shed 3,15,750.
  3. Dec 17000 puts added 24,82,875.
  4. Dec 17600 puts shed 23,200.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 250.79 662.23
5 262.98 704.97
10 269.10 720.77
20 277.42 734.97

NIFTY 50 NIFTY BANK
TrueRange 163.20 447.80
TrueHigh 17118.65 35477.30
TrueLow 16955.45 35029.50

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, ZEEL.
market wide position limit chart

Options Daily 23.12.2021

NIFTY Summary:

  1. Dec 17200 calls added 4,91,300 contracts.
  2. Dec 17050 calls shed 3,52,850.
  3. Dec 16900 puts added 5,04,500.
  4. Dec 17400 puts shed 1,12,500.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 294.58 769.45
5 287.96 769.46
10 280.39 751.59
20 281.12 747.48

NIFTY 50 NIFTY BANK
TrueRange 200.15 504.25
TrueHigh 16971.00 35112.10
TrueLow 16770.85 34607.85
Avg. True Range

NIFTY.50 NIFTY.BANK
3 294.58 769.45
5 287.96 769.46
10 280.39 751.59
20 281.12 747.48

NIFTY 50 NIFTY BANK
TrueRange 200.15 504.25
TrueHigh 16971.00 35112.10
TrueLow 16770.85 34607.85

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, ZEEL.
market wide position limit chart