NIFTY Summary:
- Dec 17700 calls added 2,35,350 contracts.
- Dec 18150 calls shed 4,450.
- Dec 16800 puts added 2,17,050.
- Dec 17300 puts shed 12,250.
Our trend model indicates a SHORT on the NIFTY and LONG on the BANKNIFTY.
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 366.98 | 952.69 |
| 5 | 329.98 | 862.92 |
| 10 | 287.61 | 781.21 |
| 20 | 264.46 | 758.09 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 378.30 | 1019.95 |
| TrueHigh | 17160.70 | 36347.85 |
| TrueLow | 16782.40 | 35327.90 |
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 366.98 | 952.69 |
| 5 | 329.98 | 862.92 |
| 10 | 287.61 | 781.21 |
| 20 | 264.46 | 758.09 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 378.30 | 1019.95 |
| TrueHigh | 17160.70 | 36347.85 |
| TrueLow | 16782.40 | 35327.90 |
Nifty 50 Returns Density Plot
DEC NIFTY OI
DEC BANKNIFTY OI
NIFTY Weighted Avg. Open Interest
DEC NIFTY Volatility
DEC BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Marketwide OI
Securities under ban today: IBULHSGFIN.
Comments are closed, but trackbacks and pingbacks are open.