Tag: options

Options Daily 08.10.2021

NIFTY Summary:

  1. Oct 19000 calls added 14,19,400 contracts.
  2. Oct 17700 calls shed 2,71,900.
  3. Oct 17800 puts added 15,26,850.
  4. Oct 18600 puts shed 50.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 217.06 505.78
5 209.07 538.47
10 196.31 557.42
20 182.59 546.49

NIFTY 50 NIFTY BANK
TrueRange 211.55 402.10
TrueHigh 17857.55 37923.65
TrueLow 17646.00 37521.55

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, NATIONALUM, PNB, SAIL.
market wide position limit chart

Options Daily 07.10.2021

NIFTY Summary:

  1. Oct 17800 calls added 9,09,650 contracts.
  2. Oct 17000 calls shed 2,000.
  3. Oct 17300 puts added 3,41,750.
  4. Oct 16500 puts shed 27,650.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 219.81 557.62
5 208.33 572.43
10 193.44 573.10
20 178.26 548.77

NIFTY 50 NIFTY BANK
TrueRange 271.45 654.85
TrueHigh 17884.60 38106.85
TrueLow 17613.15 37452.00
Avg. True Range

NIFTY.50 NIFTY.BANK
3 219.81 557.62
5 208.33 572.43
10 193.44 573.10
20 178.26 548.77

NIFTY 50 NIFTY BANK
TrueRange 271.45 654.85
TrueHigh 17884.60 38106.85
TrueLow 17613.15 37452.00

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

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, NATIONALUM, PNB, SAIL.
market wide position limit chart

Options Daily 06.10.2021

NIFTY Summary:

  1. Oct 18000 calls added 1,61,700 contracts.
  2. Oct 17600 calls shed 41,150.
  3. Oct 17800 puts added 2,43,050.
  4. Oct 17000 puts shed 56,650.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 193.99 509.00
5 192.47 551.78
10 183.86 563.07
20 171.37 539.86

NIFTY 50 NIFTY BANK
TrueRange 192.55 421.85
TrueHigh 17833.45 37786.60
TrueLow 17640.90 37364.75
Avg. True Range

NIFTY.50 NIFTY.BANK
3 193.99 509.00
5 192.47 551.78
10 183.86 563.07
20 171.37 539.86

NIFTY 50 NIFTY BANK
TrueRange 192.55 421.85
TrueHigh 17833.45 37786.60
TrueLow 17640.90 37364.75

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: NATIONALUM.
market wide position limit chart

Options Daily 05.10.2021

NIFTY Summary:

  1. Oct 18300 calls added 2,33,700 contracts.
  2. Oct 17500 calls shed 61,100.
  3. Oct 17700 puts added 2,45,000.
  4. Oct 16900 puts shed 3,850.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 194.71 552.58
5 192.45 584.50
10 182.84 582.24
20 170.04 552.73

NIFTY 50 NIFTY BANK
TrueRange 218.85 444.80
TrueHigh 17750.90 37670.70
TrueLow 17532.05 37225.90
Avg. True Range

NIFTY.50 NIFTY.BANK
3 194.71 552.58
5 192.45 584.50
10 182.84 582.24
20 170.04 552.73

NIFTY 50 NIFTY BANK
TrueRange 218.85 444.80
TrueHigh 17750.90 37670.70
TrueLow 17532.05 37225.90

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

market wide position limit chart

Options Daily 04.10.2021

NIFTY Summary:

  1. Oct 18200 calls added 1,47,100 contracts.
  2. Oct 18400 calls shed 60,600.
  3. Oct 17000 puts added 1,25,950.
  4. Oct 17700 puts shed 19,950.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 182.65 606.47
5 185.93 619.55
10 179.32 598.91
20 168.85 561.57

NIFTY 50 NIFTY BANK
TrueRange 165.25 548.75
TrueHigh 17618.15 37425.10
TrueLow 17452.90 36876.35
Avg. True Range

NIFTY.50 NIFTY.BANK
3 182.65 606.47
5 185.93 619.55
10 179.32 598.91
20 168.85 561.57

NIFTY 50 NIFTY BANK
TrueRange 165.25 548.75
TrueHigh 17618.15 37425.10
TrueLow 17452.90 36876.35
Avg. True Range

NIFTY.50 NIFTY.BANK
3 182.65 606.47
5 185.93 619.55
10 179.32 598.91
20 168.85 561.57

NIFTY 50 NIFTY BANK
TrueRange 165.25 548.75
TrueHigh 17618.15 37425.10
TrueLow 17452.90 36876.35

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

market wide position limit chart