NIFTY Summary:
- Dec 17400 calls added 6,75,200 contracts.
- Dec 18250 calls shed 4,050.
- Dec 17200 puts added 6,44,600.
- Dec 17450 puts shed 9,900.
Our trend model indicates a SHORT on the NIFTY and SHORT on the BANKNIFTY.
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 193.79 | 504.05 |
| 5 | 222.30 | 582.42 |
| 10 | 246.29 | 650.94 |
| 20 | 250.03 | 669.80 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 159.00 | 340.30 |
| TrueHigh | 17351.20 | 37083.50 |
| TrueLow | 17192.20 | 36743.20 |
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 193.79 | 504.05 |
| 5 | 222.30 | 582.42 |
| 10 | 246.29 | 650.94 |
| 20 | 250.03 | 669.80 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 159.00 | 340.30 |
| TrueHigh | 17351.20 | 37083.50 |
| TrueLow | 17192.20 | 36743.20 |
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, IDEA.
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