Category: Your Money

NIFTY Summary:

1. Jan 18500 calls added 17,84,450 contracts.
2. Jan 17900 calls shed 15,47,150.
3. Jan 17500 puts added 16,28,450.
4. Jan 17900 puts shed 9,22,000.

JAN NIFTY OI

JAN BANKNIFTY OI

Dotted lines indicated actual underlying volatility. Solid lines are IVs.

Marketwide OI

Securities under ban today: DELTACORP, GNFC, L&TFH, MANAPPURAM.

NIFTY Summary:

1. Jan 18600 calls added 7,87,400 contracts.
2. Jan 18000 calls shed 2,21,900.
3. Jan 18000 puts added 17,42,200.
4. Jan 17300 puts shed 5,31,550.

JAN NIFTY OI

JAN BANKNIFTY OI

Dotted lines indicated actual underlying volatility. Solid lines are IVs.

Marketwide OI

Securities under ban today: DELTACORP, GNFC, L&TFH, MANAPPURAM.

NIFTY Summary:

1. Jan 19000 calls added 5,06,150 contracts.
2. Jan 18000 calls shed 6,99,200.
3. Jan 17800 puts added 6,37,850.
4. Jan 17300 puts shed 4,28,900.

JAN NIFTY OI

JAN BANKNIFTY OI

Dotted lines indicated actual underlying volatility. Solid lines are IVs.

Marketwide OI

Securities under ban today: DELTACORP, GNFC, IBULHSGFIN, L&TFH, MANAPPURAM.

NIFTY Summary:

1. Jan 18000 calls added 7,28,050 contracts.
2. Jan 19500 calls shed 49,350.
3. Jan 17400 puts added 2,16,350.
4. Jan 17200 puts shed 1,63,200.

Our trend model indicates a SHORT on the NIFTY and SHORT on the BANKNIFTY.

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.

NIFTY Summary:

1. Jan 18500 calls added 3,89,050 contracts.
2. Jan 18100 calls shed 2,42,300.
3. Jan 17900 puts added 5,40,600.
4. Jan 17500 puts shed 57,050.

JAN NIFTY OI

JAN BANKNIFTY OI

Dotted lines indicated actual underlying volatility. Solid lines are IVs.

Marketwide OI

Securities under ban today: GNFC, IBULHSGFIN.