Tag: NIFTY

Options Daily 21.03.2022

NIFTY Summary:

  1. Mar 18000 calls added 16,66,750 contracts.
  2. Mar 17000 calls shed 3,45,100.
  3. Mar 17000 puts added 20,22,700.
  4. Mar 16550 puts shed 48,250.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 347.42 915.80
5 354.35 992.38
10 359.14 1041.55
20 351.97 1028.15

NIFTY 50 NIFTY BANK
TrueRange 369.25 863.70
TrueHigh 17344.60 36611.95
TrueLow 16975.35 35748.25
Avg. True Range

NIFTY.50 NIFTY.BANK
3 347.42 915.80
5 354.35 992.38
10 359.14 1041.55
20 351.97 1028.15

NIFTY 50 NIFTY BANK
TrueRange 369.25 863.70
TrueHigh 17344.60 36611.95
TrueLow 16975.35 35748.25

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: IBULHSGFIN.
market wide position limit chart

Options Weekly 19.03.2022

Summary: Mar NIFTY 18000 calls added 25,96,300 contracts while 17000 calls shed 3,45,100. On the Put side of the equation, the 16000 strike added 28,14,800 while the 16000’s shed 2,08,900.

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 17.03.2022

NIFTY Summary:

  1. Mar 18000 calls added 4,42,450 contracts.
  2. Mar 16700 calls shed 69,750.
  3. Mar 16400 puts added 4,69,250.
  4. Mar 15300 puts shed 18,250.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 336.51 941.85
5 350.63 1024.31
10 357.32 1056.12
20 348.69 1023.00

NIFTY 50 NIFTY BANK
TrueRange 324.90 783.70
TrueHigh 16987.90 35806.35
TrueLow 16663.00 35022.65
Avg. True Range

NIFTY.50 NIFTY.BANK
3 336.51 941.85
5 350.63 1024.31
10 357.32 1056.12
20 348.69 1023.00

NIFTY 50 NIFTY BANK
TrueRange 324.90 783.70
TrueHigh 16987.90 35806.35
TrueLow 16663.00 35022.65

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.
market wide position limit chart

Options Daily 16.03.2022

NIFTY Summary:

  1. Mar 17500 calls added 2,59,400 contracts.
  2. Mar 16500 calls shed 23,250.
  3. Mar 14800 puts added 1,60,900.
  4. Mar 16000 puts shed 2,08,900.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 342.31 1020.93
5 357.00 1084.54
10 359.46 1085.69
20 346.02 1032.66

NIFTY 50 NIFTY BANK
TrueRange 372.75 937.75
TrueHigh 16927.75 35643.80
TrueLow 16555.00 34706.05
Avg. True Range

NIFTY.50 NIFTY.BANK
3 342.31 1020.93
5 357.00 1084.54
10 359.46 1085.69
20 346.02 1032.66

NIFTY 50 NIFTY BANK
TrueRange 372.75 937.75
TrueHigh 16927.75 35643.80
TrueLow 16555.00 34706.05

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.
market wide position limit chart