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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