NIFTY Summary:
- Jan 18200 calls added 5,50,750 contracts.
- Jan 17900 calls shed 76,800.
- Jan 18200 puts added 5,91,250.
- Jan 17000 puts shed 4,68,100.
Our trend model indicates a LONG on the NIFTY and LONG on the BANKNIFTY.
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 159.53 | 480.50 |
| 5 | 173.86 | 539.13 |
| 10 | 195.38 | 601.31 |
| 20 | 215.80 | 644.95 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 167.30 | 462.20 |
| TrueHigh | 18286.95 | 38469.95 |
| TrueLow | 18119.65 | 38007.75 |
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 159.53 | 480.50 |
| 5 | 173.86 | 539.13 |
| 10 | 195.38 | 601.31 |
| 20 | 215.80 | 644.95 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 167.30 | 462.20 |
| TrueHigh | 18286.95 | 38469.95 |
| TrueLow | 18119.65 | 38007.75 |
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 159.53 | 480.50 |
| 5 | 173.86 | 539.13 |
| 10 | 195.38 | 601.31 |
| 20 | 215.80 | 644.95 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 167.30 | 462.20 |
| TrueHigh | 18286.95 | 38469.95 |
| TrueLow | 18119.65 | 38007.75 |
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: ESCORTS, IBULHSGFIN, IDEA, SAIL.
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