NIFTY Summary:
- Sep 12500 calls added 12,49,125 contracts.
- Sep 12000 calls shed 7,36,575.
- Sep 11500 puts added 7,81,050.
- Sep 10500 puts shed 5,30,475.
Our trend model indicates a SHORT on the NIFTY and SHORT on the BANKNIFTY.
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 148.62 | 703.63 |
| 5 | 153.05 | 686.58 |
| 10 | 150.06 | 621.74 |
| 20 | 149.21 | 570.98 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 77.30 | 599.95 |
| TrueHigh | 11584.95 | 24051.60 |
| TrueLow | 11507.65 | 23451.65 |
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, IBULHSGFIN, IDEA, PNB.
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