Tag: NIFTY

NIFTY Summary:

1. Mar 18000 calls added 2,79,550 contracts.
2. Mar 16500 calls shed 7,950.
3. Mar 16000 puts added 8,00,550.
4. Mar 16500 puts shed 20,100.

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

Nifty 50 Returns Density Plot

MAR NIFTY OI

MAR BANKNIFTY OI

NIFTY Weighted Avg. Open Interest

MAR NIFTY Volatility

MAR BANKNIFTY Volatility

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

VIX Density Plot

Marketwide OI

Securities under ban today: BALRAMCHIN.

NIFTY Summary:

1. Mar 18500 calls added 88,750 contracts.
2. Mar 17450 calls shed 2,850.
3. Mar 16500 puts added 1,55,350.
4. Mar 17000 puts shed 650.

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

Nifty 50 Returns Density Plot

MAR NIFTY OI

MAR BANKNIFTY OI

NIFTY Weighted Avg. Open Interest

MAR NIFTY Volatility

MAR BANKNIFTY Volatility

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

VIX Density Plot

Marketwide OI

NIFTY Summary:

1. Mar 18000 calls added 24,11,800 contracts.
2. Mar 16300 calls shed 1,61,800.
3. Mar 16000 puts added 13,90,300.
4. Mar 15750 puts shed 11,750.

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

Nifty 50 Returns Density Plot

MAR NIFTY OI

MAR BANKNIFTY OI

NIFTY Weighted Avg. Open Interest

MAR NIFTY Volatility

MAR BANKNIFTY Volatility

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

VIX Density Plot

Marketwide OI