NIFTY Summary:
- Feb 18200 calls added 2,30,600 contracts.
- Feb 18800 calls shed 27,600.
- Feb 16500 puts added 5,61,600.
- Feb 17900 puts shed 74,650.
Our trend model indicates a SHORT on the NIFTY and LONG on the BANKNIFTY.
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 253.84 | 967.23 |
| 5 | 220.84 | 802.63 |
| 10 | 208.37 | 706.83 |
| 20 | 209.89 | 683.46 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 398.40 | 1498.85 |
| TrueHigh | 17891.95 | 41647.65 |
| TrueLow | 17493.55 | 40148.80 |
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 253.84 | 967.23 |
| 5 | 220.84 | 802.63 |
| 10 | 208.37 | 706.83 |
| 20 | 209.89 | 683.46 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 398.40 | 1498.85 |
| TrueHigh | 17891.95 | 41647.65 |
| TrueLow | 17493.55 | 40148.80 |
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 253.84 | 967.23 |
| 5 | 220.84 | 802.63 |
| 10 | 208.37 | 706.83 |
| 20 | 209.89 | 683.46 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 398.40 | 1498.85 |
| TrueHigh | 17891.95 | 41647.65 |
| TrueLow | 17493.55 | 40148.80 |
Nifty 50 Returns Density Plot
FEB NIFTY OI
FEB BANKNIFTY OI
NIFTY Weighted Avg. Open Interest
FEB NIFTY Volatility
FEB BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Marketwide OI
Securities under ban today: AMBUJACEM.
