Tag: open interest

Options Daily 17.09.2021

stockviz September 17, 2021 0

NIFTY Summary:

1. Sep 18000 calls added 19,11,250 contracts.
2. Sep 17400 calls shed 1,58,600.
3. Sep 16500 puts added 21,24,600.
4. Sep 17150 puts shed 9,900.

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

Avg. True Range

	NIFTY.50	NIFTY.BANK
3	125.44	553.87
5	128.14	506.70
10	136.40	487.58
20	142.33	486.51

	NIFTY 50	NIFTY BANK
TrueRange	134.15	867.90
TrueHigh	17644.60	37720.15
TrueLow	17510.45	36852.25

Nifty 50 Returns Density Plot

SEP NIFTY OI

SEP BANKNIFTY OI

NIFTY Weighted Avg. Open Interest

SEP NIFTY Volatility

SEP BANKNIFTY Volatility

Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

Marketwide OI

Securities under ban today: ESCORTS, EXIDEIND, NATIONALUM, SAIL, SUNTV, ZEEL.

Categories Your Money Tags BANKNIFTY, daily, NIFTY, open interest, options

Options Daily 16.09.2021

stockviz September 16, 2021 0

NIFTY Summary:

1. Sep 17900 calls added 3,55,750 contracts.
2. Sep 17300 calls shed 1,07,800.
3. Sep 17200 puts added 9,75,350.
4. Sep 17150 puts shed 7,95,150.

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

Avg. True Range

	NIFTY.50	NIFTY.BANK
3	121.09	396.86
5	126.66	416.93
10	136.94	453.28
20	142.91	482.71

	NIFTY 50	NIFTY BANK
TrueRange	152.70	453.65
TrueHigh	17532.70	36949.70
TrueLow	17380.00	36496.05

Avg. True Range

	NIFTY.50	NIFTY.BANK
3	121.09	396.86
5	126.66	416.93
10	136.94	453.28
20	142.91	482.71

	NIFTY 50	NIFTY BANK
TrueRange	152.70	453.65
TrueHigh	17532.70	36949.70
TrueLow	17380.00	36496.05

Nifty 50 Returns Density Plot

SEP NIFTY OI

SEP BANKNIFTY OI

NIFTY Weighted Avg. Open Interest

SEP NIFTY Volatility

SEP BANKNIFTY Volatility

Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

Marketwide OI

Securities under ban today: CANBK, ESCORTS, EXIDEIND, IDEA, IRCTC, LICHSGFIN, NATIONALUM, SUNTV, ZEEL.

Categories Your Money Tags BANKNIFTY, daily, NIFTY, open interest, options

Options Daily 15.09.2021

stockviz September 15, 2021 0

NIFTY Summary:

1. Sep 17400 calls added 3,02,900 contracts.
2. Sep 17200 calls shed 20,400.
3. Sep 17400 puts added 2,47,800.
4. Sep 16700 puts shed 34,000.

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

Avg. True Range

	NIFTY.50	NIFTY.BANK
3	105.28	368.46
5	120.27	407.74
10	136.82	454.69
20	145.80	486.46

	NIFTY 50	NIFTY BANK
TrueRange	83.25	284.20
TrueHigh	17438.55	36756.00
TrueLow	17355.30	36471.80

Avg. True Range

	NIFTY.50	NIFTY.BANK
3	105.28	368.46
5	120.27	407.74
10	136.82	454.69
20	145.80	486.46

	NIFTY 50	NIFTY BANK
TrueRange	83.25	284.20
TrueHigh	17438.55	36756.00
TrueLow	17355.30	36471.80

Nifty 50 Returns Density Plot

SEP NIFTY OI

SEP BANKNIFTY OI

NIFTY Weighted Avg. Open Interest

SEP NIFTY Volatility

SEP BANKNIFTY Volatility

Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

Marketwide OI

Securities under ban today: CANBK, ESCORTS, EXIDEIND, IDEA, IRCTC, LICHSGFIN, NATIONALUM, SUNTV.

Categories Your Money Tags BANKNIFTY, daily, NIFTY, open interest, options

Options Daily 14.09.2021

stockviz September 14, 2021 0

NIFTY Summary:

1. Sep 17800 calls added 2,50,800 contracts.
2. Sep 17100 calls shed 79,500.
3. Sep 17000 puts added 2,10,800.
4. Sep 18250 puts shed 50.

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

Avg. True Range

	NIFTY.50	NIFTY.BANK
3	116.30	410.59
5	129.49	438.31
10	142.39	470.33
20	148.29	489.07

	NIFTY 50	NIFTY BANK
TrueRange	109.20	397.80
TrueHigh	17378.35	36724.85
TrueLow	17269.15	36327.05

Avg. True Range

	NIFTY.50	NIFTY.BANK
3	116.30	410.59
5	129.49	438.31
10	142.39	470.33
20	148.29	489.07

	NIFTY 50	NIFTY BANK
TrueRange	109.20	397.80
TrueHigh	17378.35	36724.85
TrueLow	17269.15	36327.05

Nifty 50 Returns Density Plot

SEP NIFTY OI

SEP BANKNIFTY OI

NIFTY Weighted Avg. Open Interest

SEP NIFTY Volatility

SEP BANKNIFTY Volatility

Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

Marketwide OI

Securities under ban today: CANBK, EXIDEIND, IBULHSGFIN, LICHSGFIN, NATIONALUM.

Categories Your Money Tags BANKNIFTY, daily, NIFTY, open interest, options

Options Daily 13.09.2021

stockviz September 13, 2021 0

NIFTY Summary:

1. Sep 18000 calls added 26,44,500 contracts.
2. Sep 17100 calls shed 1,05,650.
3. Sep 16500 puts added 28,35,900.
4. Sep 16150 puts shed 32,250.

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

Avg. True Range

	NIFTY.50	NIFTY.BANK
3	119.85	416.98
5	134.51	448.17
10	145.61	475.33
20	149.37	487.16

	NIFTY 50	NIFTY BANK
TrueRange	76.95	290.50
TrueHigh	17379.65	36857.20
TrueLow	17302.70	36566.70

Avg. True Range

	NIFTY.50	NIFTY.BANK
3	119.85	416.98
5	134.51	448.17
10	145.61	475.33
20	149.37	487.16

	NIFTY 50	NIFTY BANK
TrueRange	76.95	290.50
TrueHigh	17379.65	36857.20
TrueLow	17302.70	36566.70

Nifty 50 Returns Density Plot

SEP NIFTY OI

SEP BANKNIFTY OI

NIFTY Weighted Avg. Open Interest

SEP NIFTY Volatility

SEP BANKNIFTY Volatility

Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

Marketwide OI

Securities under ban today: IBULHSGFIN, IRCTC, NATIONALUM.

Categories Your Money Tags BANKNIFTY, daily, NIFTY, open interest, options