NIFTY Summary:
- May 15100 calls added 3,79,875 contracts.
- May 15400 calls shed 1,15,800.
- May 14650 puts added 2,32,875.
- May 14800 puts shed 2,01,450.
Our trend model indicates a SHORT on the NIFTY and SHORT on the BANKNIFTY.
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 170.81 | 529.11 |
| 5 | 180.84 | 594.95 |
| 10 | 203.75 | 717.64 |
| 20 | 225.60 | 821.90 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 157.75 | 507.15 |
| TrueHigh | 14749.65 | 32622.65 |
| TrueLow | 14591.90 | 32115.50 |
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 170.81 | 529.11 |
| 5 | 180.84 | 594.95 |
| 10 | 203.75 | 717.64 |
| 20 | 225.60 | 821.90 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 157.75 | 507.15 |
| TrueHigh | 14749.65 | 32622.65 |
| TrueLow | 14591.90 | 32115.50 |
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 170.81 | 529.11 |
| 5 | 180.84 | 594.95 |
| 10 | 203.75 | 717.64 |
| 20 | 225.60 | 821.90 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 157.75 | 507.15 |
| TrueHigh | 14749.65 | 32622.65 |
| TrueLow | 14591.90 | 32115.50 |
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.
VIX Density Plot
Marketwide OI
Securities under ban today: BHEL, CADILAHC, CANBK, PNB, SAIL, SUNTV.
