NIFTY Summary:
- Jul 16000 calls added 3,63,250 contracts.
- Jul 15700 calls shed 63,400.
- Jul 16000 puts added 2,61,800.
- Jul 14600 puts shed 60,500.
Our trend model indicates a SHORT on the NIFTY and SHORT on the BANKNIFTY.
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 220.78 | 535.39 |
| 5 | 223.45 | 542.38 |
| 10 | 233.84 | 569.43 |
| 20 | 242.00 | 589.47 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 240.30 | 604.05 |
| TrueHigh | 16025.75 | 34361.05 |
| TrueLow | 15785.45 | 33757.00 |
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 220.78 | 535.39 |
| 5 | 223.45 | 542.38 |
| 10 | 233.84 | 569.43 |
| 20 | 242.00 | 589.47 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 240.30 | 604.05 |
| TrueHigh | 16025.75 | 34361.05 |
| TrueLow | 15785.45 | 33757.00 |
Nifty 50 Returns Density Plot
JUL NIFTY OI
JUL BANKNIFTY OI
NIFTY Weighted Avg. Open Interest
JUL NIFTY Volatility
JUL BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Marketwide OI
