Category: Your Money
NIFTY Summary:
- May 16500 calls added 8,96,850 contracts.
- May 16100 calls shed 2,17,200.
- May 16300 puts added 6,04,800.
- May 15000 puts shed 2,16,950.
Our trend model indicates a SHORT on the NIFTY and LONG on the BANKNIFTY.
Avg. True Range
NIFTY.50 | NIFTY.BANK | |
---|---|---|
3 | 297.14 | 747.92 |
5 | 305.56 | 783.40 |
10 | 297.91 | 772.24 |
20 | 283.01 | 740.23 |
NIFTY 50 | NIFTY BANK | |
---|---|---|
TrueRange | 188.60 | 521.10 |
TrueHigh | 16399.80 | 34655.80 |
TrueLow | 16211.20 | 34134.70 |
Avg. True Range
NIFTY.50 | NIFTY.BANK | |
---|---|---|
3 | 297.14 | 747.92 |
5 | 305.56 | 783.40 |
10 | 297.91 | 772.24 |
20 | 283.01 | 740.23 |
NIFTY 50 | NIFTY BANK | |
---|---|---|
TrueRange | 188.60 | 521.10 |
TrueHigh | 16399.80 | 34655.80 |
TrueLow | 16211.20 | 34134.70 |
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: DELTACORP, GNFC, IBULHSGFIN, PNB.
30-Day Moving Average AMERIBOR Benchmark Interest Rate
10-Year 0.5% Treasury Inflation-Indexed Note, Due 1/15/2028
Moody’s Seasoned Baa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity
Total Value of Issues, with a Maturity Between 41 and 80 Days, Used in Calculating the A2/P2 Nonfinancial Commercial Paper Rates
ICE BofA US High Yield Index Total Return Index Value
ICE BofA US High Yield Index Option-Adjusted Spread
S&P 500
Conventional Gasoline Prices: U.S. Gulf Coast, Regular
Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
7-Day AA Financial Commercial Paper Interest Rate
Effective Federal Funds Rate
Bank Prime Loan Rate
Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity, Inflation-Indexed
NIFTY Summary:
- May 17200 calls added 2,32,750 contracts.
- May 16000 calls shed 3,68,050.
- May 16000 puts added 7,55,350.
- May 15500 puts shed 2,67,100.
Our trend model indicates a SHORT on the NIFTY and LONG on the BANKNIFTY.
Avg. True Range
NIFTY.50 | NIFTY.BANK | |
---|---|---|
3 | 351.41 | 861.34 |
5 | 335.04 | 849.92 |
10 | 312.74 | 812.45 |
20 | 293.59 | 780.82 |
NIFTY 50 | NIFTY BANK | |
---|---|---|
TrueRange | 441.95 | 768.45 |
TrueHigh | 16284.25 | 34366.05 |
TrueLow | 15842.30 | 33597.60 |
Avg. True Range
NIFTY.50 | NIFTY.BANK | |
---|---|---|
3 | 351.41 | 861.34 |
5 | 335.04 | 849.92 |
10 | 312.74 | 812.45 |
20 | 293.59 | 780.82 |
NIFTY 50 | NIFTY BANK | |
---|---|---|
TrueRange | 441.95 | 768.45 |
TrueHigh | 16284.25 | 34366.05 |
TrueLow | 15842.30 | 33597.60 |
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.