NIFTY Summary:
- Jan 14600 calls added 5,06,025 contracts.
- Jan 14300 calls shed 45,900.
- Jan 14600 puts added 4,87,425.
- Jan 13600 puts shed 72,825.
Our trend model indicates a LONG on the NIFTY and LONG on the BANKNIFTY.
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 183.48 | 523.35 |
| 5 | 176.17 | 511.73 |
| 10 | 170.63 | 511.37 |
| 20 | 168.81 | 514.37 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 217.65 | 535.25 |
| TrueHigh | 14653.35 | 32683.50 |
| TrueLow | 14435.70 | 32148.25 |
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 183.48 | 523.35 |
| 5 | 176.17 | 511.73 |
| 10 | 170.63 | 511.37 |
| 20 | 168.81 | 514.37 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 217.65 | 535.25 |
| TrueHigh | 14653.35 | 32683.50 |
| TrueLow | 14435.70 | 32148.25 |
Nifty 50 Returns Density Plot
JAN NIFTY OI
JAN BANKNIFTY OI
NIFTY Weighted Avg. Open Interest
JAN NIFTY Volatility
JAN BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Marketwide OI
Securities under ban today: BHEL, SAIL.
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