NIFTY Summary:
- Apr 17200 calls added 2,31,850 contracts.
- Apr 18700 calls shed 4,300.
- Apr 17200 puts added 2,76,550.
- Apr 15350 puts shed 3,300.
Our trend model indicates a SHORT on the NIFTY and SHORT on the BANKNIFTY.
Avg. True Range
|
NIFTY.50 |
NIFTY.BANK |
3 |
248.41 |
719.21 |
5 |
277.87 |
810.56 |
10 |
315.53 |
924.65 |
20 |
344.70 |
1005.90 |
|
NIFTY 50 |
NIFTY BANK |
TrueRange |
218.35 |
513.55 |
TrueHigh |
17294.90 |
35717.40 |
TrueLow |
17076.55 |
35203.85 |
Avg. True Range
|
NIFTY.50 |
NIFTY.BANK |
3 |
248.41 |
719.21 |
5 |
277.87 |
810.56 |
10 |
315.53 |
924.65 |
20 |
344.70 |
1005.90 |
|
NIFTY 50 |
NIFTY BANK |
TrueRange |
218.35 |
513.55 |
TrueHigh |
17294.90 |
35717.40 |
TrueLow |
17076.55 |
35203.85 |
Avg. True Range
|
NIFTY.50 |
NIFTY.BANK |
3 |
248.41 |
719.21 |
5 |
277.87 |
810.56 |
10 |
315.53 |
924.65 |
20 |
344.70 |
1005.90 |
|
NIFTY 50 |
NIFTY BANK |
TrueRange |
218.35 |
513.55 |
TrueHigh |
17294.90 |
35717.40 |
TrueLow |
17076.55 |
35203.85 |
Nifty 50 Returns Density Plot

MAR NIFTY OI

MAR BANKNIFTY OI

APR NIFTY OI

APR BANKNIFTY OI

NIFTY Weighted Avg. Open Interest

MAR NIFTY Volatility

MAR BANKNIFTY Volatility

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: IBULHSGFIN, IDEA, L&TFH, SAIL, SUNTV.
