NIFTY Summary:
- May 16200 calls added 7,07,150 contracts.
- May 17150 calls shed 15,200.
- May 15000 puts added 4,20,400.
- May 16400 puts shed 47,750.
Our trend model indicates a SHORT on the NIFTY and LONG on the BANKNIFTY.
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 292.41 | 697.89 |
| 5 | 293.78 | 718.23 |
| 10 | 283.62 | 722.26 |
| 20 | 267.29 | 717.12 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 326.15 | 650.00 |
| TrueHigh | 16318.75 | 34793.20 |
| TrueLow | 15992.60 | 34143.20 |
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 292.41 | 697.89 |
| 5 | 293.78 | 718.23 |
| 10 | 283.62 | 722.26 |
| 20 | 267.29 | 717.12 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 326.15 | 650.00 |
| TrueHigh | 16318.75 | 34793.20 |
| TrueLow | 15992.60 | 34143.20 |
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
