Tag: NIFTY

Options Daily 08.11.2021

NIFTY Summary:

  1. Nov 19000 calls added 19,73,950 contracts.
  2. Nov 18000 calls shed 41,31,450.
  3. Nov 17000 puts added 7,50,400.
  4. Nov 18900 puts shed 800.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 241.87 842.74
5 248.33 846.05
10 241.10 781.63
20 227.58 703.41

NIFTY 50 NIFTY BANK
TrueRange 230.80 855.35
TrueHigh 17988.75 40160.20
TrueLow 17757.95 39304.85
Avg. True Range

NIFTY.50 NIFTY.BANK
3 241.87 842.74
5 248.33 846.05
10 241.10 781.63
20 227.58 703.41

NIFTY 50 NIFTY BANK
TrueRange 230.80 855.35
TrueHigh 17988.75 40160.20
TrueLow 17757.95 39304.85

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

NOV NIFTY Volatility

NOV NIFTY Volatility chart

NOV BANKNIFTY Volatility

NOV 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: ESCORTS, PNB.
market wide position limit chart

Options Weekly 06.11.2021

Summary: Nov NIFTY 18000 calls added 29,97,050 contracts while 18800 calls shed 22,150. On the Put side of the equation, the 17000 strike added 13,61,150 while the 18000’s shed 76,700.

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI chart

NOV NIFTY Volatility

NOV NIFTY Volatility chart

NOV BANKNIFTY Volatility

NOV 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 03.11.2021

NIFTY Summary:

  1. Nov 18000 calls added 4,60,000 contracts.
  2. Nov 17350 calls shed 1,450.
  3. Nov 17900 puts added 2,81,950.
  4. Nov 18450 puts shed 50.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 247.41 836.43
5 252.58 843.46
10 240.70 771.28
20 223.72 691.38

NIFTY 50 NIFTY BANK
TrueRange 164.65 516.90
TrueHigh 18012.25 40107.60
TrueLow 17847.60 39590.70
Avg. True Range

NIFTY.50 NIFTY.BANK
3 247.41 836.43
5 252.58 843.46
10 240.70 771.28
20 223.72 691.38

NIFTY 50 NIFTY BANK
TrueRange 164.65 516.90
TrueHigh 18012.25 40107.60
TrueLow 17847.60 39590.70

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

NOV NIFTY Volatility

NOV NIFTY Volatility chart

NOV BANKNIFTY Volatility

NOV 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: ESCORTS, PNB.
market wide position limit chart

Options Daily 02.11.2021

NIFTY Summary:

  1. Nov 18200 calls added 2,99,000 contracts.
  2. Nov 17650 calls shed 10,500.
  3. Nov 18000 puts added 2,49,500.
  4. Nov 18500 puts shed 2,100.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 288.79 996.19
5 274.65 925.33
10 250.00 802.37
20 228.64 708.31

NIFTY 50 NIFTY BANK
TrueRange 282.45 747.00
TrueHigh 17954.10 39862.60
TrueLow 17671.65 39115.60
Avg. True Range

NIFTY.50 NIFTY.BANK
3 288.79 996.19
5 274.65 925.33
10 250.00 802.37
20 228.64 708.31

NIFTY 50 NIFTY BANK
TrueRange 282.45 747.00
TrueHigh 17954.10 39862.60
TrueLow 17671.65 39115.60

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

NOV NIFTY Volatility

NOV NIFTY Volatility chart

NOV BANKNIFTY Volatility

NOV 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: ESCORTS, PNB.
market wide position limit chart