NIFTY Summary:
- Aug 18000 calls added 4,21,050 contracts.
- Aug 17100 calls shed 60,100.
- Aug 16500 puts added 1,09,000.
- Aug 16900 puts shed 31,500.
Our trend model indicates a LONG on the NIFTY and LONG on the BANKNIFTY.
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 205.49 | 544.27 |
| 5 | 204.30 | 540.88 |
| 10 | 199.81 | 535.43 |
| 20 | 197.69 | 531.34 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 174.30 | 547.55 |
| TrueHigh | 17390.15 | 38179.85 |
| TrueLow | 17215.85 | 37632.30 |
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 205.49 | 544.27 |
| 5 | 204.30 | 540.88 |
| 10 | 199.81 | 535.43 |
| 20 | 197.69 | 531.34 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 174.30 | 547.55 |
| TrueHigh | 17390.15 | 38179.85 |
| TrueLow | 17215.85 | 37632.30 |
Nifty 50 Returns Density Plot
AUG NIFTY OI
AUG BANKNIFTY OI
NIFTY Weighted Avg. Open Interest
AUG NIFTY Volatility
AUG BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Marketwide OI
Securities under ban today: ESCORTS.
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