Tag: open interest

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

Options Daily 27.10.2021

NIFTY Summary:

  1. Nov 18700 calls added 1,70,850 contracts.
  2. Nov 18100 calls shed 68,800.
  3. Nov 18300 puts added 2,75,600.
  4. Nov 17600 puts shed 1,51,950.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 249.07 781.35
5 242.24 724.37
10 226.44 664.28
20 214.35 640.92

NIFTY 50 NIFTY BANK
TrueRange 211.15 538.10
TrueHigh 18310.45 41367.25
TrueLow 18099.30 40829.15
Avg. True Range

NIFTY.50 NIFTY.BANK
3 249.07 781.35
5 242.24 724.37
10 226.44 664.28
20 214.35 640.92

NIFTY 50 NIFTY BANK
TrueRange 211.15 538.10
TrueHigh 18310.45 41367.25
TrueLow 18099.30 40829.15

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, IEX, NMDC, SAIL, SUNTV.
market wide position limit chart

Options Daily 26.10.2021

NIFTY Summary:

  1. Nov 18300 calls added 2,93,650 contracts.
  2. Nov 18650 calls shed 3,700.
  3. Nov 18000 puts added 2,38,050.
  4. Nov 18400 puts shed 8,200.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 268.03 902.97
5 249.90 770.56
10 226.70 673.31
20 210.86 635.87

NIFTY 50 NIFTY BANK
TrueRange 272.90 1505.95
TrueHigh 18241.40 41829.60
TrueLow 17968.50 40323.65
Avg. True Range

NIFTY.50 NIFTY.BANK
3 268.03 902.97
5 249.90 770.56
10 226.70 673.31
20 210.86 635.87

NIFTY 50 NIFTY BANK
TrueRange 272.90 1505.95
TrueHigh 18241.40 41829.60
TrueLow 17968.50 40323.65

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: ESCORTS, IBULHSGFIN, IEX, NMDC, SAIL, SUNTV.
market wide position limit chart

Options Daily 25.10.2021

NIFTY Summary:

  1. Nov 18300 calls added 2,43,900 contracts.
  2. Nov 17100 calls shed 50.
  3. Nov 17500 puts added 1,25,650.
  4. Nov 18450 puts shed 2,450.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 265.60 601.48
5 244.10 586.53
10 220.56 577.70
20 204.95 583.98

NIFTY 50 NIFTY BANK
TrueRange 279.90 557.15
TrueHigh 18314.25 40587.35
TrueLow 18034.35 40030.20
Avg. True Range

NIFTY.50 NIFTY.BANK
3 265.60 601.48
5 244.10 586.53
10 220.56 577.70
20 204.95 583.98

NIFTY 50 NIFTY BANK
TrueRange 279.90 557.15
TrueHigh 18314.25 40587.35
TrueLow 18034.35 40030.20
Avg. True Range

NIFTY.50 NIFTY.BANK
3 265.60 601.48
5 244.10 586.53
10 220.56 577.70
20 204.95 583.98

NIFTY 50 NIFTY BANK
TrueRange 279.90 557.15
TrueHigh 18314.25 40587.35
TrueLow 18034.35 40030.20

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

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: ESCORTS, IBULHSGFIN, IDEA, IEX, PNB, SAIL.
market wide position limit chart

Options Weekly 23.10.2021

Summary: Oct NIFTY 18200 calls added 56,64,250 contracts while 18000 calls shed 10,11,150. On the Put side of the equation, the 18200 strike added 20,86,500 while the 18500’s shed 10,11,100.

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

OCT 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