Tag: options

Options Daily 30.01.2023

NIFTY Summary:

  1. Feb 18200 calls added 2,30,600 contracts.
  2. Feb 18800 calls shed 27,600.
  3. Feb 16500 puts added 5,61,600.
  4. Feb 17900 puts shed 74,650.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 253.84 967.23
5 220.84 802.63
10 208.37 706.83
20 209.89 683.46

NIFTY 50 NIFTY BANK
TrueRange 398.40 1498.85
TrueHigh 17891.95 41647.65
TrueLow 17493.55 40148.80
Avg. True Range

NIFTY.50 NIFTY.BANK
3 253.84 967.23
5 220.84 802.63
10 208.37 706.83
20 209.89 683.46

NIFTY 50 NIFTY BANK
TrueRange 398.40 1498.85
TrueHigh 17891.95 41647.65
TrueLow 17493.55 40148.80
Avg. True Range

NIFTY.50 NIFTY.BANK
3 253.84 967.23
5 220.84 802.63
10 208.37 706.83
20 209.89 683.46

NIFTY 50 NIFTY BANK
TrueRange 398.40 1498.85
TrueHigh 17891.95 41647.65
TrueLow 17493.55 40148.80

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

FEB NIFTY OI

FEB NIFTY OI chart

FEB BANKNIFTY OI

FEB BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

FEB NIFTY Volatility

FEB NIFTY Volatility chart

FEB BANKNIFTY Volatility

FEB 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: AMBUJACEM.
market wide position limit chart

Options Weekly 28.01.2023

Summary: Feb NIFTY 18000 calls added 86,12,000 contracts while 19500 calls shed 1,38,000. On the Put side of the equation, the 17000 strike added 41,38,700 while the 18100’s shed 10,27,250.

FEB NIFTY OI

FEB NIFTY OI chart

FEB BANKNIFTY OI

FEB BANKNIFTY OI chart

FEB NIFTY Volatility

FEB NIFTY Volatility chart

FEB BANKNIFTY Volatility

FEB 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