NIFTY Summary:
- Mar 15000 calls added 1,30,425 contracts.
- Mar 16300 calls shed 12,525.
- Mar 14200 puts added 1,14,600.
- Mar 15200 puts shed 10,425.
Our trend model indicates a SHORT on the NIFTY and SHORT on the BANKNIFTY.
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 195.62 | 883.24 |
| 5 | 198.34 | 888.18 |
| 10 | 216.87 | 894.68 |
| 20 | 233.78 | 872.14 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 245.85 | 1071.60 |
| TrueHigh | 15144.05 | 36656.20 |
| TrueLow | 14898.20 | 35584.60 |
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 195.62 | 883.24 |
| 5 | 198.34 | 888.18 |
| 10 | 216.87 | 894.68 |
| 20 | 233.78 | 872.14 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 245.85 | 1071.60 |
| TrueHigh | 15144.05 | 36656.20 |
| TrueLow | 14898.20 | 35584.60 |
Nifty 50 Returns Density Plot
FEB NIFTY OI
FEB BANKNIFTY OI
MAR NIFTY OI
MAR BANKNIFTY OI
NIFTY Weighted Avg. Open Interest
FEB NIFTY Volatility
FEB BANKNIFTY Volatility
MAR NIFTY Volatility
MAR BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Marketwide OI
Securities under ban today: BHEL, CANBK, IDEA, SAIL.
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