Tag: NIFTY

Options Daily 19.06.2015

Summary: Jun NIFTY 8300 calls added 245,250 contracts while 8100 calls shed 1,355,650. On the Put side of the equation, the 8100 strike added 1,474,250 while the 7850’s shed 996,950.

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

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

JUN BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

Options Daily 18.06.2015

Summary: Jun NIFTY 8100 calls added 640,575 contracts while 8000 calls shed 342,775. On the Put side of the equation, the 7850 strike added 961,475 while the 7800’s shed 758,150.

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

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

JUN BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

Options Daily 17.06.2015

Summary: Jun NIFTY 8200 calls added 392,800 contracts while 8000 calls shed 295,925. On the Put side of the equation, the 8000 strike added 521,150 while the 7800’s shed 988,175.

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

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

JUN BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

Options Daily 16.06.2015

Summary: Jun NIFTY 8250 calls added 174,575 contracts while 8000 calls shed 386,950. On the Put side of the equation, the 7700 strike added 430,875 while the 7900’s shed 115,025.

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

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

JUN BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.