Tag: NIFTY

Options Daily 15.03.2022

NIFTY Summary:

  1. Mar 18000 calls added 2,79,550 contracts.
  2. Mar 16500 calls shed 7,950.
  3. Mar 16000 puts added 8,00,550.
  4. Mar 16500 puts shed 20,100.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 327.09 1062.52
5 353.17 1121.53
10 359.16 1105.59
20 345.89 1042.70

NIFTY 50 NIFTY BANK
TrueRange 281.45 888.85
TrueHigh 16887.95 35435.10
TrueLow 16606.50 34546.25
Avg. True Range

NIFTY.50 NIFTY.BANK
3 327.09 1062.52
5 353.17 1121.53
10 359.16 1105.59
20 345.89 1042.70

NIFTY 50 NIFTY BANK
TrueRange 281.45 888.85
TrueHigh 16887.95 35435.10
TrueLow 16606.50 34546.25

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: BALRAMCHIN.
market wide position limit chart

Options Daily 14.03.2022

NIFTY Summary:

  1. Mar 18500 calls added 88,750 contracts.
  2. Mar 17450 calls shed 2,850.
  3. Mar 16500 puts added 1,55,350.
  4. Mar 17000 puts shed 650.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 349.92 1149.35
5 371.15 1179.47
10 368.32 1126.67
20 348.50 1038.25

NIFTY 50 NIFTY BANK
TrueRange 223.50 785.75
TrueHigh 16694.40 34880.05
TrueLow 16470.90 34094.30
Avg. True Range

NIFTY.50 NIFTY.BANK
3 349.92 1149.35
5 371.15 1179.47
10 368.32 1126.67
20 348.50 1038.25

NIFTY 50 NIFTY BANK
TrueRange 223.50 785.75
TrueHigh 16694.40 34880.05
TrueLow 16470.90 34094.30
Avg. True Range

NIFTY.50 NIFTY.BANK
3 349.92 1149.35
5 371.15 1179.47
10 368.32 1126.67
20 348.50 1038.25

NIFTY 50 NIFTY BANK
TrueRange 223.50 785.75
TrueHigh 16694.40 34880.05
TrueLow 16470.90 34094.30

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

market wide position limit chart

Options Weekly 12.03.2022

Summary: Mar NIFTY 17500 calls added 42,11,850 contracts while 16300 calls shed 1,61,800. On the Put side of the equation, the 16000 strike added 34,56,300 while the 16000’s shed 48,150.

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 11.03.2022

NIFTY Summary:

  1. Mar 18000 calls added 24,11,800 contracts.
  2. Mar 16300 calls shed 1,61,800.
  3. Mar 16000 puts added 13,90,300.
  4. Mar 15750 puts shed 11,750.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 413.13 1331.14
5 408.07 1277.95
10 384.76 1165.28
20 354.24 1049.00

NIFTY 50 NIFTY BANK
TrueRange 411.95 1558.70
TrueHigh 16757.30 35374.15
TrueLow 16345.35 33815.45

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

market wide position limit chart