NIFTY Summary:
- Apr 18000 calls added 3,27,200 contracts.
- Apr 18200 calls shed 48,600.
- Apr 15000 puts added 2,24,400.
- Apr 16150 puts shed 1,350.
Our trend model indicates a SHORT on the NIFTY and SHORT on the BANKNIFTY.
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 242.67 | 730.98 |
| 5 | 268.60 | 799.77 |
| 10 | 308.01 | 913.40 |
| 20 | 341.49 | 1009.56 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 231.20 | 754.50 |
| TrueHigh | 17235.10 | 35770.80 |
| TrueLow | 17003.90 | 35016.30 |
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 242.67 | 730.98 |
| 5 | 268.60 | 799.77 |
| 10 | 308.01 | 913.40 |
| 20 | 341.49 | 1009.56 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 231.20 | 754.50 |
| TrueHigh | 17235.10 | 35770.80 |
| TrueLow | 17003.90 | 35016.30 |
Nifty 50 Returns Density Plot
MAR NIFTY OI
MAR BANKNIFTY OI
APR NIFTY OI
APR BANKNIFTY OI
NIFTY Weighted Avg. Open Interest
MAR NIFTY Volatility
MAR BANKNIFTY Volatility
APR NIFTY Volatility
APR BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Marketwide OI
Securities under ban today: IDEA, PVR, SUNTV.
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