Tag: NIFTY

Options Daily 08.04.2022

NIFTY Summary:

  1. Apr 19000 calls added 36,61,250 contracts.
  2. Apr 16450 calls shed 50.
  3. Apr 17700 puts added 12,44,900.
  4. Apr 17900 puts shed 35,500.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 211.99 746.46
5 225.08 770.39
10 263.41 848.49
20 312.38 966.39

NIFTY 50 NIFTY BANK
TrueRange 183.95 629.10
TrueHigh 17807.65 37975.90
TrueLow 17623.70 37346.80

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

APR 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 07.04.2022

NIFTY Summary:

  1. Apr 17800 calls added 9,97,850 contracts.
  2. Apr 18550 calls shed 37,450.
  3. Apr 17800 puts added 8,45,650.
  4. Apr 18000 puts shed 1,05,250.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 226.01 805.13
5 235.05 804.73
10 268.62 860.68
20 313.35 963.16

NIFTY 50 NIFTY BANK
TrueRange 177.55 554.05
TrueHigh 17957.40 38067.90
TrueLow 17779.85 37513.85
Avg. True Range

NIFTY.50 NIFTY.BANK
3 226.01 805.13
5 235.05 804.73
10 268.62 860.68
20 313.35 963.16

NIFTY 50 NIFTY BANK
TrueRange 177.55 554.05
TrueHigh 17957.40 38067.90
TrueLow 17779.85 37513.85

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

APR 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 06.04.2022

NIFTY Summary:

  1. Apr 18500 calls added 4,83,250 contracts.
  2. Apr 17800 calls shed 16,300.
  3. Apr 18000 puts added 2,11,550.
  4. Apr 16500 puts shed 93,600.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 250.24 930.66
5 249.29 867.01
10 277.78 888.96
20 320.07 977.12

NIFTY 50 NIFTY BANK
TrueRange 173.90 823.30
TrueHigh 18095.45 38759.25
TrueLow 17921.55 37935.95
Avg. True Range

NIFTY.50 NIFTY.BANK
3 250.24 930.66
5 249.29 867.01
10 277.78 888.96
20 320.07 977.12

NIFTY 50 NIFTY BANK
TrueRange 173.90 823.30
TrueHigh 18095.45 38759.25
TrueLow 17921.55 37935.95

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

APR 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 05.04.2022

NIFTY Summary:

  1. Apr 18500 calls added 3,38,150 contracts.
  2. Apr 17500 calls shed 75,550.
  3. Apr 18000 puts added 5,44,750.
  4. Apr 16300 puts shed 1,34,000.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 288.41 984.34
5 267.95 877.56
10 287.23 891.23
20 324.54 978.41

NIFTY 50 NIFTY BANK
TrueRange 444.20 1617.35
TrueHigh 18114.65 38765.85
TrueLow 17670.45 37148.50
Avg. True Range

NIFTY.50 NIFTY.BANK
3 288.41 984.34
5 267.95 877.56
10 287.23 891.23
20 324.54 978.41

NIFTY 50 NIFTY BANK
TrueRange 444.20 1617.35
TrueHigh 18114.65 38765.85
TrueLow 17670.45 37148.50

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

APR 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 04.04.2022

NIFTY Summary:

  1. Apr 18000 calls added 2,72,450 contracts.
  2. Apr 17500 calls shed 25,950.
  3. Apr 17000 puts added 1,38,000.
  4. Apr 16000 puts shed 21,250.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 210.52 667.84
5 223.64 692.01
10 266.47 802.03
20 311.36 926.16

NIFTY 50 NIFTY BANK
TrueRange 281.00 967.45
TrueHigh 17703.70 37209.80
TrueLow 17422.70 36242.35
Avg. True Range

NIFTY.50 NIFTY.BANK
3 210.52 667.84
5 223.64 692.01
10 266.47 802.03
20 311.36 926.16

NIFTY 50 NIFTY BANK
TrueRange 281.00 967.45
TrueHigh 17703.70 37209.80
TrueLow 17422.70 36242.35
Avg. True Range

NIFTY.50 NIFTY.BANK
3 210.52 667.84
5 223.64 692.01
10 266.47 802.03
20 311.36 926.16

NIFTY 50 NIFTY BANK
TrueRange 281.00 967.45
TrueHigh 17703.70 37209.80
TrueLow 17422.70 36242.35

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

APR 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