NIFTY Summary:
- Jun 16400 calls added 3,79,100 contracts.
- Jun 15300 calls shed 6,11,200.
- Jun 15600 puts added 6,33,700.
- Jun 15300 puts shed 3,84,750.
Our trend model indicates a SHORT on the NIFTY and LONG on the BANKNIFTY.
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 291.40 | 736.91 |
| 5 | 283.93 | 709.18 |
| 10 | 279.42 | 692.79 |
| 20 | 281.77 | 700.10 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 357.10 | 909.00 |
| TrueHigh | 15707.25 | 33593.80 |
| TrueLow | 15350.15 | 32684.80 |
Nifty 50 Returns Density Plot
JUN NIFTY OI
JUN BANKNIFTY OI
NIFTY Weighted Avg. Open Interest
JUN NIFTY Volatility
JUN BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Marketwide OI
Securities under ban today: IBULHSGFIN, RBLBANK.
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