Author: stockviz

Correlation Update 25.04.2015

Nifty one year daily return correlations

Nifty one year daily return correlations

Nifty one month daily return correlations

Nifty one month daily return correlations

Bank Nifty one year daily return correlations

Bank Nifty one year daily return correlations

Bank Nifty one month daily return correlations

Bank Nifty one month daily return correlations

Midcap one year daily return correlations

Midcap one year daily return correlations

Midcap one month daily return correlations

Midcap one month daily return correlations

A lot of thick blue squares mean that positive correlations are high. Red squares mean negative correlations are high. Whites are the doldrums.

Options Daily 24.04.2015

Summary: Apr NIFTY 8500 calls added 642,550 contracts while 8600 calls shed 205,900. On the Put side of the equation, the 8300 strike added 1,185,625 while the 8600’s shed 313,625.
Our trend model is NEUTRAL on the NIFTY and LONG on the BANKNIFTY.

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

APR BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

Options Daily 23.04.2015

Summary: Apr NIFTY 8300 calls added 760,175 contracts while 8800 calls shed 449,250. On the Put side of the equation, the 8000 strike added 622,050 while the 8300’s shed 395,575.
Our trend model is NEUTRAL on the NIFTY and LONG on the BANKNIFTY.

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

APR BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

Options Daily 22.04.2015

Summary: Apr NIFTY 8500 calls added 1,346,300 contracts while 8700 calls shed 469,875. On the Put side of the equation, the 8200 strike added 728,925 while the 8600’s shed 803,500.
Our trend model is NEUTRAL on the NIFTY
and LONG on the BANKNIFTY.

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

APR BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.