Category: Your Money

Options Weekly 24.10.2020

Summary: Oct NIFTY 12500 calls added 21,80,100 contracts while 11500 calls shed 3,01,275. On the Put side of the equation, the 11900 strike added 16,54,500 while the 10700’s shed 2,91,225.

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

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

VIX Density Plot

VIX kernel density plot

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

Opening Bell 23.10.2020

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) -0.12%
CAC(FRA) -0.05%
UKX(GBR) +0.16%
NKY(JPN) +0.21%
SPX(USA) +0.52%
MINTs
JCI(IDN) +0.35%
INMEX(MEX) -0.01%
NGSEINDX(NGA) +0.40%
XU030(TUR) -1.54%
BRICS
IBOV(BRA) +1.36%
SHCOMP(CHN) +0.18%
NIFTY(IND) -0.35%
INDEXCF(RUS) -0.01%
TOP40(ZAF) -1.23%

Commodities

Energy
Brent Crude Oil -0.13%
Ethanol +0.00%
Natural Gas +0.30%
WTI Crude Oil -0.03%
Heating Oil +0.30%
RBOB Gasoline +0.41%
Metals
Gold 100oz +0.00%
Platinum +1.19%
Silver 5000oz +0.84%
Copper +0.74%
Palladium +1.16%

Currencies

USDEUR:+0.15% USDJPY:-0.15%

MINTs
USDIDR(IDN) +0.22%
USDMXN(MEX) +0.08%
USDNGN(NGA) +0.33%
USDTRY(TUR) +0.21%
BRICS
USDBRL(BRA) -0.24%
USDCNY(CHN) -0.04%
USDINR(IND) -0.06%
USDRUB(RUS) +0.15%
USDZAR(ZAF) +0.07%
Agricultural
Coffee (Robusta) +0.00%
Corn +0.99%
Feeder Cattle +0.00%
Orange Juice +0.00%
Wheat +0.20%
Cocoa +0.00%
Lumber +0.00%
Soybeans +0.43%
Sugar #11 +0.00%
White Sugar +0.00%
Cattle +0.00%
Cotton +1.14%
Soybean Meal +0.21%
Coffee (Arabica) +0.00%
Lean Hogs +0.00%

Out of 43 world ETFs listed in NYSE that we track, 10 are trading above their 10-day SMA and 20 are trading above their 50-day SMA.

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Check out our Global Macro Dashboard for currency, commodity, bonds and credit charts.

Good luck!

Options Daily 23.10.2020

NIFTY Summary:

  1. Oct 12500 calls added 9,66,375 contracts.
  2. Oct 9500 calls shed 84,825.
  3. Oct 10500 puts added 6,58,050.
  4. Oct 11950 puts shed 30,375.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 159.73 581.81
5 164.36 609.87
10 167.30 612.61
20 171.21 602.73

NIFTY 50 NIFTY BANK
TrueRange 116.10 440.95
TrueHigh 11939.55 24691.15
TrueLow 11823.45 24250.20

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

OCT 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, CANBK, MINDTREE, NATIONALUM, PNB.
market wide position limit chart

Opening Bell 22.10.2020

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) -1.41%
CAC(FRA) -1.53%
UKX(GBR) -1.91%
NKY(JPN) -0.78%
SPX(USA) -0.22%
MINTs
JCI(IDN) -0.47%
INMEX(MEX) +1.30%
NGSEINDX(NGA) -0.75%
XU030(TUR) +0.14%
BRICS
IBOV(BRA) +0.01%
SHCOMP(CHN) -0.72%
NIFTY(IND) +0.34%
INDEXCF(RUS) -0.01%
TOP40(ZAF) +0.11%

Commodities

Energy
Brent Crude Oil -0.13%
Heating Oil +0.30%
WTI Crude Oil -0.03%
Ethanol +0.00%
RBOB Gasoline +0.41%
Natural Gas +0.30%
Metals
Copper +0.74%
Gold 100oz +0.00%
Silver 5000oz +0.84%
Palladium +1.16%
Platinum +1.19%

Currencies

USDEUR:+0.17% USDJPY:+0.14%

MINTs
USDIDR(IDN) +0.24%
USDMXN(MEX) +0.50%
USDNGN(NGA) -0.13%
USDTRY(TUR) +0.02%
BRICS
USDBRL(BRA) -0.00%
USDCNY(CHN) +0.23%
USDINR(IND) +0.17%
USDRUB(RUS) +0.37%
USDZAR(ZAF) +0.43%
Agricultural
Cotton +1.14%
Lean Hogs +0.00%
Cocoa +0.00%
Coffee (Robusta) +0.00%
Corn +0.99%
Feeder Cattle +0.00%
White Sugar +0.00%
Wheat +0.20%
Cattle +0.00%
Coffee (Arabica) +0.00%
Lumber +0.00%
Orange Juice +0.00%
Soybean Meal +0.21%
Soybeans +0.43%
Sugar #11 +0.00%

Out of 43 world ETFs listed in NYSE that we track, 10 are trading above their 10-day SMA and 20 are trading above their 50-day SMA.

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Check out our Global Macro Dashboard for currency, commodity, bonds and credit charts.

Good luck!