NIFTY Summary:
- Dec 18000 calls added 16,08,300 contracts.
- Dec 17100 calls shed 5,44,850.
- Dec 17300 puts added 22,28,800.
- Dec 17000 puts shed 23,45,950.
Our trend model indicates a SHORT on the NIFTY and LONG on the BANKNIFTY.
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 308.42 | 766.09 |
| 5 | 310.36 | 801.31 |
| 10 | 290.84 | 788.85 |
| 20 | 268.96 | 774.04 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 271.05 | 396.80 |
| TrueHigh | 17420.35 | 36563.50 |
| TrueLow | 17149.30 | 36166.70 |
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, IDEA.
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