Here are 2 end-of day charts of the Nifty and the Bank Nifty futures.
In the charts above you have daily candles of the current month’s futures with the series vwap and the profile for the month in the top pane.
The pane below is the effective volume which is the net of the Volumes traded on the buy side as well as the sell side.
The pane below that has the Open Interest.
The last pane has the volumes for the day.
In the Nifty the fairest price is at 5014 thus far and the series vwap is at 4982. We will continue monitoring that into expiry.
In the BankNifty the fairest price is at 9600 about the series vwap is at 9323.