Tag: NIFTY

Options Daily 01.11.2021

NIFTY Summary:

  1. Nov 18000 calls added 1,98,150 contracts.
  2. Nov 18800 calls shed 22,150.
  3. Nov 17000 puts added 1,44,150.
  4. Nov 18000 puts shed 76,700.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 291.96 1120.79
5 272.77 970.00
10 247.31 809.84
20 227.84 711.44

NIFTY 50 NIFTY BANK
TrueRange 302.75 1348.60
TrueHigh 17915.85 39775.25
TrueLow 17613.10 38426.65
Avg. True Range

NIFTY.50 NIFTY.BANK
3 291.96 1120.79
5 272.77 970.00
10 247.31 809.84
20 227.84 711.44

NIFTY 50 NIFTY BANK
TrueRange 302.75 1348.60
TrueHigh 17915.85 39775.25
TrueLow 17613.10 38426.65
Avg. True Range

NIFTY.50 NIFTY.BANK
3 291.96 1120.79
5 272.77 970.00
10 247.31 809.84
20 227.84 711.44

NIFTY 50 NIFTY BANK
TrueRange 302.75 1348.60
TrueHigh 17915.85 39775.25
TrueLow 17613.10 38426.65
Avg. True Range

NIFTY.50 NIFTY.BANK
3 291.96 1120.79
5 272.77 970.00
10 247.31 809.84
20 227.84 711.44

NIFTY 50 NIFTY BANK
TrueRange 302.75 1348.60
TrueHigh 17915.85 39775.25
TrueLow 17613.10 38426.65

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: PNB.
market wide position limit chart

Options Weekly 30.10.2021

Summary: Nov NIFTY 18200 calls added 3,80,900 contracts while 18800 calls shed 22,150. On the Put side of the equation, the 17700 strike added 3,73,750 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 29.10.2021

NIFTY Summary:

  1. Nov 20000 calls added 31,12,350 contracts.
  2. Nov 19150 calls shed 6,650.
  3. Nov 17000 puts added 10,27,600.
  4. Nov 18200 puts shed 1,66,200.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 286.57 1006.88
5 265.30 875.35
10 241.84 750.63
20 225.67 682.00

NIFTY 50 NIFTY BANK
TrueRange 411.50 1580.85
TrueHigh 18210.95 40931.05
TrueLow 17799.45 39350.20

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

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

market wide position limit chart

Options Daily 28.10.2021

NIFTY Summary:

  1. Nov 18300 calls added 9,01,300 contracts.
  2. Nov 19600 calls shed 17,800.
  3. Nov 18200 puts added 4,52,800.
  4. Nov 18500 puts shed 63,500.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 224.10 719.90
5 228.67 699.15
10 221.91 660.81
20 213.73 643.60

NIFTY 50 NIFTY BANK
TrueRange 174.15 597.00
TrueHigh 18342.05 41347.00
TrueLow 18167.90 40750.00
Avg. True Range

NIFTY.50 NIFTY.BANK
3 224.10 719.90
5 228.67 699.15
10 221.91 660.81
20 213.73 643.60

NIFTY 50 NIFTY BANK
TrueRange 174.15 597.00
TrueHigh 18342.05 41347.00
TrueLow 18167.90 40750.00

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

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

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

OCT BANKNIFTY Volatility 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: CANBK, IBULHSGFIN, NMDC, SUNTV.
market wide position limit chart