NIFTY Summary:
- May 16000 calls added 3,54,550 contracts.
- May 16100 calls shed 1,76,250.
- May 15000 puts added 1,93,250.
- May 16100 puts shed 2,31,250.
Our trend model indicates a SHORT on the NIFTY and LONG on the BANKNIFTY.
Avg. True Range
|
NIFTY.50 |
NIFTY.BANK |
3 |
306.14 |
907.78 |
5 |
308.34 |
870.34 |
10 |
298.88 |
820.23 |
20 |
286.36 |
789.33 |
|
NIFTY 50 |
NIFTY BANK |
TrueRange |
238.30 |
819.90 |
TrueHigh |
15977.95 |
33821.65 |
TrueLow |
15739.65 |
33001.75 |
Avg. True Range
|
NIFTY.50 |
NIFTY.BANK |
3 |
306.14 |
907.78 |
5 |
308.34 |
870.34 |
10 |
298.88 |
820.23 |
20 |
286.36 |
789.33 |
|
NIFTY 50 |
NIFTY BANK |
TrueRange |
238.30 |
819.90 |
TrueHigh |
15977.95 |
33821.65 |
TrueLow |
15739.65 |
33001.75 |
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: GNFC, IBULHSGFIN, PNB.
