Tag: NIFTY

Options Daily 30.12.2021

NIFTY Summary:

  1. Jan 17500 calls added 5,31,200 contracts.
  2. Jan 17000 calls shed 11,600.
  3. Jan 16500 puts added 2,81,900.
  4. Jan 16550 puts shed 15,750.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 188.02 571.66
5 216.97 630.07
10 249.11 694.49
20 275.31 744.14

NIFTY 50 NIFTY BANK
TrueRange 109.30 487.50
TrueHigh 17285.95 35378.30
TrueLow 17176.65 34890.80
Avg. True Range

NIFTY.50 NIFTY.BANK
3 188.02 571.66
5 216.97 630.07
10 249.11 694.49
20 275.31 744.14

NIFTY 50 NIFTY BANK
TrueRange 109.30 487.50
TrueHigh 17285.95 35378.30
TrueLow 17176.65 34890.80

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

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC BANKNIFTY Volatility 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

Securities under ban today: IBULHSGFIN, IDEA, RBLBANK.
market wide position limit chart

Options Daily 29.12.2021

NIFTY Summary:

  1. Jan 17200 calls added 2,50,450 contracts.
  2. Jan 17350 calls shed 95,050.
  3. Jan 17000 puts added 4,15,000.
  4. Jan 16450 puts shed 17,250.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 227.39 613.73
5 243.70 665.33
10 261.88 711.31
20 279.33 748.63

NIFTY 50 NIFTY BANK
TrueRange 164.00 314.50
TrueHigh 17250.25 35352.40
TrueLow 17086.25 35037.90
Avg. True Range

NIFTY.50 NIFTY.BANK
3 227.39 613.73
5 243.70 665.33
10 261.88 711.31
20 279.33 748.63

NIFTY 50 NIFTY BANK
TrueRange 164.00 314.50
TrueHigh 17250.25 35352.40
TrueLow 17086.25 35037.90

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

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC BANKNIFTY Volatility 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

Securities under ban today: IBULHSGFIN, IDEA, RBLBANK.
market wide position limit chart

Options Daily 28.12.2021

NIFTY Summary:

  1. Jan 17700 calls added 1,67,100 contracts.
  2. Jan 16400 calls shed 350.
  3. Jan 17000 puts added 2,61,700.
  4. Dec 15850 puts shed 80,550.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 259.08 763.35
5 263.50 752.73
10 270.54 750.15
20 281.67 763.44

NIFTY 50 NIFTY BANK
TrueRange 278.85 910.70
TrueHigh 17112.05 35143.70
TrueLow 16833.20 34233.00
Avg. True Range

NIFTY.50 NIFTY.BANK
3 259.08 763.35
5 263.50 752.73
10 270.54 750.15
20 281.67 763.44

NIFTY 50 NIFTY BANK
TrueRange 278.85 910.70
TrueHigh 17112.05 35143.70
TrueLow 16833.20 34233.00

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

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC BANKNIFTY Volatility 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

Securities under ban today: ESCORTS, IBULHSGFIN, IDEA, RBLBANK.
market wide position limit chart

Options Daily 27.12.2021

NIFTY Summary:

  1. Jan 17300 calls added 1,92,100 contracts.
  2. Jan 16300 calls shed 350.
  3. Jan 17000 puts added 1,60,100.
  4. Jan 17300 puts shed 4,150.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 249.19 689.67
5 259.53 712.99
10 267.25 728.12
20 276.94 747.53

NIFTY 50 NIFTY BANK
TrueRange 246.00 744.55
TrueHigh 17155.60 35327.95
TrueLow 16909.60 34583.40
Avg. True Range

NIFTY.50 NIFTY.BANK
3 249.19 689.67
5 259.53 712.99
10 267.25 728.12
20 276.94 747.53

NIFTY 50 NIFTY BANK
TrueRange 246.00 744.55
TrueHigh 17155.60 35327.95
TrueLow 16909.60 34583.40
Avg. True Range

NIFTY.50 NIFTY.BANK
3 249.19 689.67
5 259.53 712.99
10 267.25 728.12
20 276.94 747.53

NIFTY 50 NIFTY BANK
TrueRange 246.00 744.55
TrueHigh 17155.60 35327.95
TrueLow 16909.60 34583.40

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

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC BANKNIFTY Volatility 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

Securities under ban today: ESCORTS, IBULHSGFIN, IDEA.
market wide position limit chart