NIFTY Summary:
- Feb 18100 calls added 8,69,050 contracts.
- Feb 19700 calls shed 1,400.
- Feb 18100 puts added 7,77,200.
- Feb 17000 puts shed 90,550.
Our trend model indicates a SHORT on the NIFTY and SHORT on the BANKNIFTY.
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 147.17 | 428.02 |
| 5 | 166.03 | 491.38 |
| 10 | 185.09 | 555.31 |
| 20 | 196.81 | 593.61 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 129.25 | 380.35 |
| TrueHigh | 18145.45 | 42709.20 |
| TrueLow | 18016.20 | 42328.85 |
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 147.17 | 428.02 |
| 5 | 166.03 | 491.38 |
| 10 | 185.09 | 555.31 |
| 20 | 196.81 | 593.61 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 129.25 | 380.35 |
| TrueHigh | 18145.45 | 42709.20 |
| TrueLow | 18016.20 | 42328.85 |
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 147.17 | 428.02 |
| 5 | 166.03 | 491.38 |
| 10 | 185.09 | 555.31 |
| 20 | 196.81 | 593.61 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 129.25 | 380.35 |
| TrueHigh | 18145.45 | 42709.20 |
| TrueLow | 18016.20 | 42328.85 |
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 147.17 | 428.02 |
| 5 | 166.03 | 491.38 |
| 10 | 185.09 | 555.31 |
| 20 | 196.81 | 593.61 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 129.25 | 380.35 |
| TrueHigh | 18145.45 | 42709.20 |
| TrueLow | 18016.20 | 42328.85 |
Nifty 50 Returns Density Plot
JAN NIFTY OI
JAN BANKNIFTY OI
FEB NIFTY OI
FEB BANKNIFTY OI
NIFTY Weighted Avg. Open Interest
JAN NIFTY Volatility
JAN BANKNIFTY Volatility
FEB NIFTY Volatility
FEB BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Marketwide OI
Securities under ban today: DELTACORP, L&TFH, PVR.
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