NIFTY Summary:
- Jan 18000 calls added 7,28,050 contracts.
- Jan 19500 calls shed 49,350.
- Jan 17400 puts added 2,16,350.
- Jan 17200 puts shed 1,63,200.
Our trend model indicates a SHORT on the NIFTY and SHORT on the BANKNIFTY.
Avg. True Range
|
NIFTY.50 |
NIFTY.BANK |
3 |
206.61 |
631.19 |
5 |
209.02 |
641.18 |
10 |
207.05 |
634.17 |
20 |
204.60 |
615.64 |
|
NIFTY 50 |
NIFTY BANK |
TrueRange |
196.00 |
649.10 |
TrueHigh |
18049.65 |
42715.65 |
TrueLow |
17853.65 |
42066.55 |
Avg. True Range
|
NIFTY.50 |
NIFTY.BANK |
3 |
206.61 |
631.19 |
5 |
209.02 |
641.18 |
10 |
207.05 |
634.17 |
20 |
204.60 |
615.64 |
|
NIFTY 50 |
NIFTY BANK |
TrueRange |
196.00 |
649.10 |
TrueHigh |
18049.65 |
42715.65 |
TrueLow |
17853.65 |
42066.55 |
Nifty 50 Returns Density Plot

JAN NIFTY OI

JAN BANKNIFTY OI

NIFTY Weighted Avg. Open Interest

JAN NIFTY Volatility

JAN BANKNIFTY Volatility

Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot

Marketwide OI
Securities under ban today: GNFC, IBULHSGFIN, L&TFH.
