Tag: NIFTY

Options Weekly 26.03.2022

Summary: Mar NIFTY 18000 calls added 55,87,150 contracts while 18300 calls shed 12,09,400. On the Put side of the equation, the 17200 strike added 31,73,450 while the 15500’s shed 8,93,300.

MAR NIFTY OI

MAR NIFTY OI chart

MAR BANKNIFTY OI

MAR BANKNIFTY OI chart

MAR NIFTY Volatility

MAR NIFTY Volatility chart

MAR BANKNIFTY Volatility

MAR 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 25.03.2022

NIFTY Summary:

  1. Mar 18500 calls added 30,87,400 contracts.
  2. Mar 15000 calls shed 25,950.
  3. Mar 17200 puts added 15,41,800.
  4. Mar 17000 puts shed 92,950.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 263.43 822.04
5 292.56 884.37
10 324.93 967.44
20 345.77 1016.99

NIFTY 50 NIFTY BANK
TrueRange 200.60 725.65
TrueHigh 17291.75 36147.35
TrueLow 17091.15 35421.70

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

MAR NIFTY OI

MAR NIFTY OI chart

MAR BANKNIFTY OI

MAR BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

MAR NIFTY Volatility

MAR NIFTY Volatility chart

MAR BANKNIFTY Volatility

MAR 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: BALRAMCHIN, DELTACORP, IBULHSGFIN, IDEA, L&TFH, SAIL, SUNTV.
market wide position limit chart

Options Daily 24.03.2022

NIFTY Summary:

  1. Mar 18000 calls added 6,65,800 contracts.
  2. Mar 17000 calls shed 2,13,950.
  3. Mar 17300 puts added 3,34,950.
  4. Mar 17400 puts shed 88,550.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 294.85 870.23
5 315.37 923.56
10 337.30 990.32
20 348.10 1017.15

NIFTY 50 NIFTY BANK
TrueRange 242.80 762.85
TrueHigh 17442.40 36827.60
TrueLow 17199.60 36064.75
Avg. True Range

NIFTY.50 NIFTY.BANK
3 294.85 870.23
5 315.37 923.56
10 337.30 990.32
20 348.10 1017.15

NIFTY 50 NIFTY BANK
TrueRange 242.80 762.85
TrueHigh 17442.40 36827.60
TrueLow 17199.60 36064.75

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

MAR NIFTY OI

MAR NIFTY OI chart

MAR BANKNIFTY OI

MAR BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

MAR NIFTY Volatility

MAR NIFTY Volatility chart

MAR BANKNIFTY Volatility

MAR 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: BALRAMCHIN, DELTACORP, GNFC, IBULHSGFIN, SAIL, SUNTV.
market wide position limit chart

Options Daily 23.03.2022

NIFTY Summary:

  1. Mar 17450 calls added 3,39,650 contracts.
  2. Mar 17200 calls shed 6,18,200.
  3. Mar 16700 puts added 1,63,950.
  4. Mar 17200 puts shed 4,53,900.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 320.88 923.93
5 333.46 963.74
10 347.28 1015.80
20 350.34 1024.95

NIFTY 50 NIFTY BANK
TrueRange 328.10 1084.05
TrueHigh 17334.40 36468.80
TrueLow 17006.30 35384.75
Avg. True Range

NIFTY.50 NIFTY.BANK
3 320.88 923.93
5 333.46 963.74
10 347.28 1015.80
20 350.34 1024.95

NIFTY 50 NIFTY BANK
TrueRange 328.10 1084.05
TrueHigh 17334.40 36468.80
TrueLow 17006.30 35384.75

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

MAR NIFTY OI

MAR NIFTY OI chart

MAR BANKNIFTY OI

MAR BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

MAR NIFTY Volatility

MAR NIFTY Volatility chart

MAR BANKNIFTY Volatility

MAR 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: BALRAMCHIN, DELTACORP, GNFC, IBULHSGFIN, SUNTV.
market wide position limit chart

Options Daily 22.03.2022

NIFTY Summary:

  1. Mar 17200 calls added 7,54,500 contracts.
  2. Mar 17000 calls shed 86,150.
  3. Mar 17200 puts added 5,45,100.
  4. Mar 16500 puts shed 2,36,600.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 317.27 843.87
5 334.96 933.98
10 351.01 1010.20
20 353.24 1020.75

NIFTY 50 NIFTY BANK
TrueRange 256.95 700.00
TrueHigh 17353.35 36600.20
TrueLow 17096.40 35900.20
Avg. True Range

NIFTY.50 NIFTY.BANK
3 317.27 843.87
5 334.96 933.98
10 351.01 1010.20
20 353.24 1020.75

NIFTY 50 NIFTY BANK
TrueRange 256.95 700.00
TrueHigh 17353.35 36600.20
TrueLow 17096.40 35900.20

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

MAR NIFTY OI

MAR NIFTY OI chart

MAR BANKNIFTY OI

MAR BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

MAR NIFTY Volatility

MAR NIFTY Volatility chart

MAR BANKNIFTY Volatility

MAR 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: BALRAMCHIN, DELTACORP, IBULHSGFIN.
market wide position limit chart