Tag: NIFTY

Options Daily 05.10.2021

NIFTY Summary:

  1. Oct 18300 calls added 2,33,700 contracts.
  2. Oct 17500 calls shed 61,100.
  3. Oct 17700 puts added 2,45,000.
  4. Oct 16900 puts shed 3,850.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 194.71 552.58
5 192.45 584.50
10 182.84 582.24
20 170.04 552.73

NIFTY 50 NIFTY BANK
TrueRange 218.85 444.80
TrueHigh 17750.90 37670.70
TrueLow 17532.05 37225.90
Avg. True Range

NIFTY.50 NIFTY.BANK
3 194.71 552.58
5 192.45 584.50
10 182.84 582.24
20 170.04 552.73

NIFTY 50 NIFTY BANK
TrueRange 218.85 444.80
TrueHigh 17750.90 37670.70
TrueLow 17532.05 37225.90

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

OCT 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 Daily 04.10.2021

NIFTY Summary:

  1. Oct 18200 calls added 1,47,100 contracts.
  2. Oct 18400 calls shed 60,600.
  3. Oct 17000 puts added 1,25,950.
  4. Oct 17700 puts shed 19,950.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 182.65 606.47
5 185.93 619.55
10 179.32 598.91
20 168.85 561.57

NIFTY 50 NIFTY BANK
TrueRange 165.25 548.75
TrueHigh 17618.15 37425.10
TrueLow 17452.90 36876.35
Avg. True Range

NIFTY.50 NIFTY.BANK
3 182.65 606.47
5 185.93 619.55
10 179.32 598.91
20 168.85 561.57

NIFTY 50 NIFTY BANK
TrueRange 165.25 548.75
TrueHigh 17618.15 37425.10
TrueLow 17452.90 36876.35
Avg. True Range

NIFTY.50 NIFTY.BANK
3 182.65 606.47
5 185.93 619.55
10 179.32 598.91
20 168.85 561.57

NIFTY 50 NIFTY BANK
TrueRange 165.25 548.75
TrueHigh 17618.15 37425.10
TrueLow 17452.90 36876.35

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

OCT 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 02.10.2021

Summary: Oct NIFTY 18500 calls added 45,76,850 contracts while 18250 calls shed 1,62,350. On the Put side of the equation, the 17400 strike added 27,86,150 while the 17600’s shed 4,06,100.

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

OCT 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 01.10.2021

NIFTY Summary:

  1. Oct 19000 calls added 27,33,550 contracts.
  2. Oct 17050 calls shed 100.
  3. Oct 17500 puts added 9,26,700.
  4. Oct 18000 puts shed 32,600.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 191.35 635.32
5 191.15 637.35
10 181.20 606.07
20 170.40 566.19

NIFTY 50 NIFTY BANK
TrueRange 156.80 530.60
TrueHigh 17742.15 37884.85
TrueLow 17585.35 37354.25

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

SEP NIFTY OI

SEP NIFTY OI chart

SEP BANKNIFTY OI

SEP BANKNIFTY OI chart

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

OCT 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