NIFTY Summary:
- Jun 16000 calls added 10,84,425 contracts.
- Jun 15650 calls shed 16,725.
- Jun 15700 puts added 14,38,050.
- Jun 16150 puts shed 2,700.
Our trend model indicates a SHORT on the NIFTY and SHORT on the BANKNIFTY.
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 141.51 | 510.75 |
| 5 | 142.03 | 517.58 |
| 10 | 151.86 | 561.14 |
| 20 | 165.37 | 611.47 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 115.90 | 431.25 |
| TrueHigh | 15751.25 | 35165.65 |
| TrueLow | 15635.35 | 34734.40 |
Nifty 50 Returns Density Plot
JUN NIFTY OI
JUN BANKNIFTY OI
NIFTY Weighted Avg. Open Interest
JUN NIFTY Volatility
JUN BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Marketwide OI
Securities under ban today: BHEL, CANBK, IBULHSGFIN, NATIONALUM, SUNTV.
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