Category: Your Money

Options Daily 17.05.2021

NIFTY Summary:

  1. May 15100 calls added 3,79,875 contracts.
  2. May 15400 calls shed 1,15,800.
  3. May 14650 puts added 2,32,875.
  4. May 14800 puts shed 2,01,450.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 170.81 529.11
5 180.84 594.95
10 203.75 717.64
20 225.60 821.90

NIFTY 50 NIFTY BANK
TrueRange 157.75 507.15
TrueHigh 14749.65 32622.65
TrueLow 14591.90 32115.50
Avg. True Range

NIFTY.50 NIFTY.BANK
3 170.81 529.11
5 180.84 594.95
10 203.75 717.64
20 225.60 821.90

NIFTY 50 NIFTY BANK
TrueRange 157.75 507.15
TrueHigh 14749.65 32622.65
TrueLow 14591.90 32115.50
Avg. True Range

NIFTY.50 NIFTY.BANK
3 170.81 529.11
5 180.84 594.95
10 203.75 717.64
20 225.60 821.90

NIFTY 50 NIFTY BANK
TrueRange 157.75 507.15
TrueHigh 14749.65 32622.65
TrueLow 14591.90 32115.50

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

MAY NIFTY OI

MAY NIFTY OI chart

MAY BANKNIFTY OI

MAY BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

MAY NIFTY Volatility

MAY NIFTY Volatility chart

MAY BANKNIFTY Volatility

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

VIX Density Plot

VIX kernel density plot

Marketwide OI

Securities under ban today: BHEL, CADILAHC, CANBK, PNB, SAIL, SUNTV.
market wide position limit chart

Theme Recap 15.05.2021

A quick look at the results of some of our most popular investment strategies over the last 200-days.

Static Momentum Themes

Static Momentum Themes 200-day performance

Dynamic Momentum Themes

Dynamic Momentum Themes 200-day performance

Value Themes

Value Themes 200-day performance

Machine Learning Themes

Machine Learning Themes 200-day performance

Neural Network Themes

Neural Network Themes 200-day performance

*BRK denotes returns after assuming a brokerage of 0.1% and an STT of 0.1%

A complete list of Themes and investment strategies can be found here.