NIFTY Summary:
- Dec 17500 calls added 2,42,300 contracts.
- Dec 18300 calls shed 15,750.
- Dec 16000 puts added 1,10,450.
- Dec 17350 puts shed 30,000.
Our trend model indicates a SHORT on the NIFTY and LONG on the BANKNIFTY.
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 361.33 | 919.07 |
| 5 | 317.84 | 823.78 |
| 10 | 276.53 | 753.78 |
| 20 | 257.03 | 744.95 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 550.55 | 1460.65 |
| TrueHigh | 17536.25 | 37364.75 |
| TrueLow | 16985.70 | 35904.10 |
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 361.33 | 919.07 |
| 5 | 317.84 | 823.78 |
| 10 | 276.53 | 753.78 |
| 20 | 257.03 | 744.95 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 550.55 | 1460.65 |
| TrueHigh | 17536.25 | 37364.75 |
| TrueLow | 16985.70 | 35904.10 |
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 361.33 | 919.07 |
| 5 | 317.84 | 823.78 |
| 10 | 276.53 | 753.78 |
| 20 | 257.03 | 744.95 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 550.55 | 1460.65 |
| TrueHigh | 17536.25 | 37364.75 |
| TrueLow | 16985.70 | 35904.10 |
Nifty 50 Returns Density Plot
DEC NIFTY OI
DEC BANKNIFTY OI
NIFTY Weighted Avg. Open Interest
DEC NIFTY Volatility
DEC BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Marketwide OI
Securities under ban today: IBULHSGFIN.
