Tag: options

Options Daily 14.10.2021

NIFTY Summary:

  1. Oct 18200 calls added 3,61,000 contracts.
  2. Oct 17900 calls shed 2,26,250.
  3. Oct 18000 puts added 5,66,100.
  4. Oct 17300 puts shed 1,40,700.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 188.44 449.12
5 191.19 490.37
10 187.03 524.41
20 177.42 538.15

NIFTY 50 NIFTY BANK
TrueRange 205.85 276.35
TrueHigh 18197.80 38779.05
TrueLow 17991.95 38502.70
Avg. True Range

NIFTY.50 NIFTY.BANK
3 188.44 449.12
5 191.19 490.37
10 187.03 524.41
20 177.42 538.15

NIFTY 50 NIFTY BANK
TrueRange 205.85 276.35
TrueHigh 18197.80 38779.05
TrueLow 17991.95 38502.70

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

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

VIX Density Plot

VIX kernel density plot

Marketwide OI

Securities under ban today: BANKBARODA, BHEL, IBULHSGFIN, IDEA, NATIONALUM, PNB, SAIL, SUNTV.
market wide position limit chart

Options Daily 13.10.2021

NIFTY Summary:

  1. Oct 18000 calls added 1,73,500 contracts.
  2. Oct 17300 calls shed 850.
  3. Oct 17800 puts added 1,60,800.
  4. Oct 17000 puts shed 46,800.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 179.74 535.50
5 187.55 543.96
10 185.56 554.02
20 176.02 551.98

NIFTY 50 NIFTY BANK
TrueRange 143.70 465.00
TrueHigh 18008.65 38609.60
TrueLow 17864.95 38144.60
Avg. True Range

NIFTY.50 NIFTY.BANK
3 179.74 535.50
5 187.55 543.96
10 185.56 554.02
20 176.02 551.98

NIFTY 50 NIFTY BANK
TrueRange 143.70 465.00
TrueHigh 18008.65 38609.60
TrueLow 17864.95 38144.60

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

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

VIX Density Plot

VIX kernel density plot

Marketwide OI

Securities under ban today: BANKBARODA, IBULHSGFIN, IRCTC, NATIONALUM, PNB, SAIL, SUNTV.
market wide position limit chart

Options Daily 12.10.2021

NIFTY Summary:

  1. Oct 18200 calls added 2,06,450 contracts.
  2. Oct 17850 calls shed 19,300.
  3. Oct 17800 puts added 2,32,350.
  4. Oct 17250 puts shed 61,250.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 197.75 570.75
5 198.59 563.56
10 191.71 562.59
20 179.93 549.16

NIFTY 50 NIFTY BANK
TrueRange 202.85 750.65
TrueHigh 18041.95 38495.30
TrueLow 17839.10 37744.65
Avg. True Range

NIFTY.50 NIFTY.BANK
3 197.75 570.75
5 198.59 563.56
10 191.71 562.59
20 179.93 549.16

NIFTY 50 NIFTY BANK
TrueRange 202.85 750.65
TrueHigh 18041.95 38495.30
TrueLow 17839.10 37744.65

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

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

VIX Density Plot

VIX kernel density plot

Marketwide OI

Securities under ban today: BANKBARODA, BHEL, CANBK, IBULHSGFIN, IRCTC, NATIONALUM, PNB, SAIL, SUNTV.
market wide position limit chart

Options Daily 11.10.2021

NIFTY Summary:

  1. Oct 17900 calls added 1,60,800 contracts.
  2. Oct 17500 calls shed 9,250.
  3. Oct 17900 puts added 1,51,600.
  4. Oct 16900 puts shed 6,400.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 195.21 480.80
5 197.59 517.07
10 191.86 546.15
20 181.37 546.03

NIFTY 50 NIFTY BANK
TrueRange 151.50 430.85
TrueHigh 17941.85 38105.20
TrueLow 17790.35 37674.35
Avg. True Range

NIFTY.50 NIFTY.BANK
3 195.21 480.80
5 197.59 517.07
10 191.86 546.15
20 181.37 546.03

NIFTY 50 NIFTY BANK
TrueRange 151.50 430.85
TrueHigh 17941.85 38105.20
TrueLow 17790.35 37674.35
Avg. True Range

NIFTY.50 NIFTY.BANK
3 195.21 480.80
5 197.59 517.07
10 191.86 546.15
20 181.37 546.03

NIFTY 50 NIFTY BANK
TrueRange 151.50 430.85
TrueHigh 17941.85 38105.20
TrueLow 17790.35 37674.35

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT 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
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, IRCTC, NATIONALUM, PNB, SAIL, SUNTV.
market wide position limit chart

Options Weekly 09.10.2021

Summary: Oct NIFTY 18000 calls added 33,65,600 contracts while 17700 calls shed 5,00,050. On the Put side of the equation, the 17800 strike added 31,95,050 while the 16700’s shed 1,26,950.

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