NIFTY Summary:
- Nov 18300 calls added 9,01,300 contracts.
- Nov 19600 calls shed 17,800.
- Nov 18200 puts added 4,52,800.
- Nov 18500 puts shed 63,500.
Our trend model indicates a SHORT on the NIFTY and SHORT on the BANKNIFTY.
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 224.10 | 719.90 |
| 5 | 228.67 | 699.15 |
| 10 | 221.91 | 660.81 |
| 20 | 213.73 | 643.60 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 174.15 | 597.00 |
| TrueHigh | 18342.05 | 41347.00 |
| TrueLow | 18167.90 | 40750.00 |
Avg. True Range
| NIFTY.50 | NIFTY.BANK | |
|---|---|---|
| 3 | 224.10 | 719.90 |
| 5 | 228.67 | 699.15 |
| 10 | 221.91 | 660.81 |
| 20 | 213.73 | 643.60 |
| NIFTY 50 | NIFTY BANK | |
|---|---|---|
| TrueRange | 174.15 | 597.00 |
| TrueHigh | 18342.05 | 41347.00 |
| TrueLow | 18167.90 | 40750.00 |
Nifty 50 Returns Density Plot
OCT NIFTY OI
OCT BANKNIFTY OI
NOV NIFTY OI
NOV BANKNIFTY OI
NIFTY Weighted Avg. Open Interest
OCT NIFTY Volatility
OCT BANKNIFTY Volatility
NOV NIFTY Volatility
NOV BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Marketwide OI
Securities under ban today: CANBK, IBULHSGFIN, NMDC, SUNTV.
