NIFTY Summary:
- Dec 17500 calls added 4,59,750 contracts.
- Dec 17300 calls shed 78,350.
- Dec 17000 puts added 2,36,500.
- Dec 16000 puts shed 16,350.
Our trend model indicates a SHORT on the NIFTY and SHORT on the BANKNIFTY.
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 322.53 | 848.27 |
| 5 | 318.29 | 830.81 |
| 10 | 298.64 | 801.69 |
| 20 | 271.28 | 763.35 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 339.40 | 1084.80 |
| TrueHigh | 17251.65 | 36820.70 |
| TrueLow | 16912.25 | 35735.90 |
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 322.53 | 848.27 |
| 5 | 318.29 | 830.81 |
| 10 | 298.64 | 801.69 |
| 20 | 271.28 | 763.35 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 339.40 | 1084.80 |
| TrueHigh | 17251.65 | 36820.70 |
| TrueLow | 16912.25 | 35735.90 |
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.
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