NIFTY Summary:
- Dec 18500 calls added 18,77,650 contracts.
- Dec 17350 calls shed 14,100.
- Dec 17500 puts added 16,79,250.
- Dec 17300 puts shed 29,04,900.
Our trend model indicates a SHORT on the NIFTY and SHORT on the BANKNIFTY.
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 266.32 | 718.36 |
| 5 | 285.84 | 757.62 |
| 10 | 286.81 | 774.49 |
| 20 | 270.31 | 759.30 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 163.65 | 513.10 |
| TrueHigh | 17543.25 | 37397.55 |
| TrueLow | 17379.60 | 36884.45 |
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: ESCORTS, IBULHSGFIN.
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