NIFTY Summary:
- May 16000 calls added 35,43,450 contracts.
- May 17450 calls shed 3,250.
- May 14650 puts added 13,73,600.
- May 16200 puts shed 3,53,750.
Our trend model indicates a SHORT on the NIFTY and LONG on the BANKNIFTY.
Avg. True Range
NIFTY.50 | NIFTY.BANK | |
---|---|---|
3 | 338.72 | 930.42 |
5 | 321.40 | 853.98 |
10 | 299.56 | 792.47 |
20 | 279.41 | 758.37 |
NIFTY 50 | NIFTY BANK | |
---|---|---|
TrueRange | 431.35 | 1395.50 |
TrueHigh | 16167.10 | 34693.15 |
TrueLow | 15735.75 | 33297.65 |
Nifty 50 Returns Density Plot
MAY NIFTY OI
MAY BANKNIFTY OI
NIFTY Weighted Avg. Open Interest
MAY NIFTY Volatility
MAY BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
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