NIFTY Summary:
- Apr 15000 calls added 4,13,250 contracts.
- Apr 15250 calls shed 22,275.
- Apr 13500 puts added 1,46,925.
- Apr 14800 puts shed 57,600.
Our trend model indicates a SHORT on the NIFTY and SHORT on the BANKNIFTY.
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 324.25 | 1156.11 |
| 5 | 292.70 | 1038.68 |
| 10 | 279.78 | 968.01 |
| 20 | 278.51 | 946.98 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 586.15 | 1927.75 |
| TrueHigh | 14834.85 | 32448.05 |
| TrueLow | 14248.70 | 30520.30 |
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 324.25 | 1156.11 |
| 5 | 292.70 | 1038.68 |
| 10 | 279.78 | 968.01 |
| 20 | 278.51 | 946.98 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 586.15 | 1927.75 |
| TrueHigh | 14834.85 | 32448.05 |
| TrueLow | 14248.70 | 30520.30 |
Nifty 50 Returns Density Plot
APR NIFTY OI
APR BANKNIFTY OI
NIFTY Weighted Avg. Open Interest
APR NIFTY Volatility
APR BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Marketwide OI
Securities under ban today: SAIL.
