Tag: NIFTY

Options Weekly 25.12.2021

Summary: Dec NIFTY 17200 calls added 44,70,550 contracts while 18500 calls shed 16,06,900. On the Put side of the equation, the 16500 strike added 30,12,000 while the 17000’s shed 20,42,800.

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC 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 24.12.2021

NIFTY Summary:

  1. Dec 18500 calls added 33,23,250 contracts.
  2. Dec 16900 calls shed 3,15,750.
  3. Dec 17000 puts added 24,82,875.
  4. Dec 17600 puts shed 23,200.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 250.79 662.23
5 262.98 704.97
10 269.10 720.77
20 277.42 734.97

NIFTY 50 NIFTY BANK
TrueRange 163.20 447.80
TrueHigh 17118.65 35477.30
TrueLow 16955.45 35029.50

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC 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
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, ZEEL.
market wide position limit chart

Options Daily 23.12.2021

NIFTY Summary:

  1. Dec 17200 calls added 4,91,300 contracts.
  2. Dec 17050 calls shed 3,52,850.
  3. Dec 16900 puts added 5,04,500.
  4. Dec 17400 puts shed 1,12,500.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 294.58 769.45
5 287.96 769.46
10 280.39 751.59
20 281.12 747.48

NIFTY 50 NIFTY BANK
TrueRange 200.15 504.25
TrueHigh 16971.00 35112.10
TrueLow 16770.85 34607.85
Avg. True Range

NIFTY.50 NIFTY.BANK
3 294.58 769.45
5 287.96 769.46
10 280.39 751.59
20 281.12 747.48

NIFTY 50 NIFTY BANK
TrueRange 200.15 504.25
TrueHigh 16971.00 35112.10
TrueLow 16770.85 34607.85

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC 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
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, ZEEL.
market wide position limit chart

Options Daily 22.12.2021

NIFTY Summary:

  1. Dec 17050 calls added 4,21,450 contracts.
  2. Dec 16600 calls shed 3,86,000.
  3. Dec 16500 puts added 4,71,700.
  4. Dec 17000 puts shed 3,55,050.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 341.80 902.06
5 309.87 835.75
10 287.85 776.66
20 280.69 751.66

NIFTY 50 NIFTY BANK
TrueRange 322.20 660.05
TrueHigh 16936.40 35050.00
TrueLow 16614.20 34389.95
Avg. True Range

NIFTY.50 NIFTY.BANK
3 341.80 902.06
5 309.87 835.75
10 287.85 776.66
20 280.69 751.66

NIFTY 50 NIFTY BANK
TrueRange 322.20 660.05
TrueHigh 16936.40 35050.00
TrueLow 16614.20 34389.95

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC 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
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, ZEEL.
market wide position limit chart

Options Daily 21.12.2021

NIFTY Summary:

  1. Dec 16800 calls added 9,27,550 contracts.
  2. Dec 18000 calls shed 5,74,075.
  3. Dec 16300 puts added 2,68,800.
  4. Dec 17000 puts shed 13,64,525.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 351.60 1023.06
5 306.73 879.51
10 282.49 785.32
20 273.56 743.34

NIFTY 50 NIFTY BANK
TrueRange 575.00 1600.20
TrueHigh 16985.20 35618.65
TrueLow 16410.20 34018.45
Avg. True Range

NIFTY.50 NIFTY.BANK
3 351.60 1023.06
5 306.73 879.51
10 282.49 785.32
20 273.56 743.34

NIFTY 50 NIFTY BANK
TrueRange 575.00 1600.20
TrueHigh 16985.20 35618.65
TrueLow 16410.20 34018.45

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC 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
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.
market wide position limit chart