Summary: Oct NIFTY 8100 calls added 135,800 contracts while 7700 calls shed 101,725. On the Put side of the equation, the 7800 strike added 291,750 while the 8100’s shed 754,975.
Our trend model indicates a LONG on the NIFTY and LONG on the BANKNIFTY.
OCT NIFTY OI
OCT BANKNIFTY OI
OCT NIFTY Volatility
OCT BANKNIFTY Volatility
VIX Density Plot
5-day forecast based on ARMA(0,0)+GARCH(1,1) model: