NIFTY Summary:
- Jan 18400 calls added 2,30,500 contracts.
- Jan 17750 calls shed 450.
- Jan 18000 puts added 2,08,000.
- Jan 17000 puts shed 20,200.
Our trend model indicates a LONG on the NIFTY and LONG on the BANKNIFTY.
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 182.78 | 633.51 |
| 5 | 197.39 | 659.92 |
| 10 | 215.76 | 671.32 |
| 20 | 233.02 | 677.93 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 116.85 | 472.85 |
| TrueHigh | 18081.25 | 38504.60 |
| TrueLow | 17964.40 | 38031.75 |
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 182.78 | 633.51 |
| 5 | 197.39 | 659.92 |
| 10 | 215.76 | 671.32 |
| 20 | 233.02 | 677.93 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 116.85 | 472.85 |
| TrueHigh | 18081.25 | 38504.60 |
| TrueLow | 17964.40 | 38031.75 |
Nifty 50 Returns Density Plot
JAN NIFTY OI
JAN BANKNIFTY OI
NIFTY Weighted Avg. Open Interest
JAN NIFTY Volatility
JAN BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Marketwide OI
Securities under ban today: DELTACORP, IBULHSGFIN, IDEA, RBLBANK.
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