Tag: NIFTY

Options Daily 04.01.2022

NIFTY Summary:

  1. Jan 17700 calls added 2,19,700 contracts.
  2. Jan 17200 calls shed 51,800.
  3. Jan 17500 puts added 3,16,800.
  4. Jan 17100 puts shed 28,850.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 214.42 688.08
5 216.10 664.55
10 236.67 686.24
20 257.88 716.79

NIFTY 50 NIFTY BANK
TrueRange 292.60 1010.40
TrueHigh 17646.65 36492.10
TrueLow 17354.05 35481.70
Avg. True Range

NIFTY.50 NIFTY.BANK
3 214.42 688.08
5 216.10 664.55
10 236.67 686.24
20 257.88 716.79

NIFTY 50 NIFTY BANK
TrueRange 292.60 1010.40
TrueHigh 17646.65 36492.10
TrueLow 17354.05 35481.70

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JAN NIFTY OI

JAN NIFTY OI chart

JAN BANKNIFTY OI

JAN BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JAN NIFTY Volatility

JAN NIFTY Volatility chart

JAN BANKNIFTY Volatility

JAN 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 03.01.2022

NIFTY Summary:

  1. Jan 17850 calls added 2,03,000 contracts.
  2. Jan 17000 calls shed 16,400.
  3. Jan 17100 puts added 2,63,850.
  4. Jan 16300 puts shed 4,100.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 175.34 526.92
5 196.97 578.01
10 230.64 650.01
20 257.49 701.73

NIFTY 50 NIFTY BANK
TrueRange 196.85 533.35
TrueHigh 17400.80 35596.95
TrueLow 17203.95 35063.60
Avg. True Range

NIFTY.50 NIFTY.BANK
3 175.34 526.92
5 196.97 578.01
10 230.64 650.01
20 257.49 701.73

NIFTY 50 NIFTY BANK
TrueRange 196.85 533.35
TrueHigh 17400.80 35596.95
TrueLow 17203.95 35063.60

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JAN NIFTY OI

JAN NIFTY OI chart

JAN BANKNIFTY OI

JAN BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JAN NIFTY Volatility

JAN NIFTY Volatility chart

JAN BANKNIFTY Volatility

JAN 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 01.01.2022

Summary: Jan NIFTY 18000 calls added 38,78,600 contracts while 17200 calls shed 9,07,600. On the Put side of the equation, the 17300 strike added 36,44,200 while the 15800’s shed 52,400.

JAN NIFTY OI

JAN NIFTY OI chart

JAN BANKNIFTY OI

JAN BANKNIFTY OI chart

JAN NIFTY Volatility

JAN NIFTY Volatility chart

JAN BANKNIFTY Volatility

JAN 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 31.12.2021

NIFTY Summary:

  1. Jan 18500 calls added 19,10,650 contracts.
  2. Jan 16400 calls shed 150.
  3. Jan 17200 puts added 21,11,350.
  4. Dec 17000 puts shed 37,72,575.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 164.58 523.71
5 197.17 589.89
10 237.09 673.14
20 268.41 737.04

NIFTY 50 NIFTY BANK
TrueRange 117.70 427.80
TrueHigh 17264.05 35179.05
TrueLow 17146.35 34751.25

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

JAN NIFTY OI

JAN NIFTY OI chart

JAN BANKNIFTY OI

JAN BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JAN NIFTY Volatility

JAN NIFTY Volatility chart

JAN BANKNIFTY Volatility

JAN 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