Tag: NIFTY

Options Weekly 04.12.2021

Summary: Dec NIFTY 18000 calls added 57,64,250 contracts while 17100 calls shed 7,13,700. On the Put side of the equation, the 17000 strike added 28,55,950 while the 17300’s shed 13,26,950.

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI 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

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

Options Daily 03.12.2021

NIFTY Summary:

  1. Dec 18000 calls added 16,08,300 contracts.
  2. Dec 17100 calls shed 5,44,850.
  3. Dec 17300 puts added 22,28,800.
  4. Dec 17000 puts shed 23,45,950.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 308.42 766.09
5 310.36 801.31
10 290.84 788.85
20 268.96 774.04

NIFTY 50 NIFTY BANK
TrueRange 271.05 396.80
TrueHigh 17420.35 36563.50
TrueLow 17149.30 36166.70

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: IBULHSGFIN, IDEA.
market wide position limit chart

Options Daily 02.12.2021

NIFTY Summary:

  1. Dec 17100 calls added 7,46,750 contracts.
  2. Dec 17000 calls shed 17,000.
  3. Dec 17100 puts added 8,67,300.
  4. Dec 16150 puts shed 2,500.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 327.11 950.74
5 320.16 902.10
10 292.74 826.66
20 269.66 786.75

NIFTY 50 NIFTY BANK
TrueRange 229.85 750.05
TrueHigh 17213.05 36445.35
TrueLow 16983.20 35695.30
Avg. True Range

NIFTY.50 NIFTY.BANK
3 327.11 950.74
5 320.16 902.10
10 292.74 826.66
20 269.66 786.75

NIFTY 50 NIFTY BANK
TrueRange 229.85 750.05
TrueHigh 17213.05 36445.35
TrueLow 16983.20 35695.30

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: IBULHSGFIN.
market wide position limit chart

Options Daily 01.12.2021

NIFTY Summary:

  1. Dec 17400 calls added 1,81,800 contracts.
  2. Dec 17700 calls shed 80,650.
  3. Dec 17000 puts added 3,33,650.
  4. Dec 16850 puts shed 8,100.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 375.74 1051.08
5 342.69 939.91
10 299.01 831.31
20 271.70 785.80

NIFTY 50 NIFTY BANK
TrueRange 393.25 1247.85
TrueHigh 17324.65 36774.20
TrueLow 16931.40 35526.35
Avg. True Range

NIFTY.50 NIFTY.BANK
3 375.74 1051.08
5 342.69 939.91
10 299.01 831.31
20 271.70 785.80

NIFTY 50 NIFTY BANK
TrueRange 393.25 1247.85
TrueHigh 17324.65 36774.20
TrueLow 16931.40 35526.35

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: IBULHSGFIN.
market wide position limit chart

Options Daily 30.11.2021

NIFTY Summary:

  1. Dec 17700 calls added 2,35,350 contracts.
  2. Dec 18150 calls shed 4,450.
  3. Dec 16800 puts added 2,17,050.
  4. Dec 17300 puts shed 12,250.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 366.98 952.69
5 329.98 862.92
10 287.61 781.21
20 264.46 758.09

NIFTY 50 NIFTY BANK
TrueRange 378.30 1019.95
TrueHigh 17160.70 36347.85
TrueLow 16782.40 35327.90
Avg. True Range

NIFTY.50 NIFTY.BANK
3 366.98 952.69
5 329.98 862.92
10 287.61 781.21
20 264.46 758.09

NIFTY 50 NIFTY BANK
TrueRange 378.30 1019.95
TrueHigh 17160.70 36347.85
TrueLow 16782.40 35327.90

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: IBULHSGFIN.
market wide position limit chart