Category: Your Money

Options Daily 13.04.2021

NIFTY Summary:

  1. Apr 15000 calls added 4,13,250 contracts.
  2. Apr 15250 calls shed 22,275.
  3. Apr 13500 puts added 1,46,925.
  4. Apr 14800 puts shed 57,600.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 324.25 1156.11
5 292.70 1038.68
10 279.78 968.01
20 278.51 946.98

NIFTY 50 NIFTY BANK
TrueRange 586.15 1927.75
TrueHigh 14834.85 32448.05
TrueLow 14248.70 30520.30
Avg. True Range

NIFTY.50 NIFTY.BANK
3 324.25 1156.11
5 292.70 1038.68
10 279.78 968.01
20 278.51 946.98

NIFTY 50 NIFTY BANK
TrueRange 586.15 1927.75
TrueHigh 14834.85 32448.05
TrueLow 14248.70 30520.30

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest 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.

VIX Density Plot

VIX kernel density plot

Marketwide OI

Securities under ban today: SAIL.
market wide position limit chart

Options Daily 12.04.2021

NIFTY Summary:

  1. Apr 14800 calls added 1,16,325 contracts.
  2. Apr 15700 calls shed 84,075.
  3. Apr 14000 puts added 1,74,900.
  4. Apr 14900 puts shed 2,68,650.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 193.30 770.29
5 219.17 816.09
10 244.66 859.67
20 259.59 890.06

NIFTY 50 NIFTY BANK
TrueRange 132.80 642.20
TrueHigh 14918.45 32972.15
TrueLow 14785.65 32329.95
Avg. True Range

NIFTY.50 NIFTY.BANK
3 193.30 770.29
5 219.17 816.09
10 244.66 859.67
20 259.59 890.06

NIFTY 50 NIFTY BANK
TrueRange 132.80 642.20
TrueHigh 14918.45 32972.15
TrueLow 14785.65 32329.95
Avg. True Range

NIFTY.50 NIFTY.BANK
3 193.30 770.29
5 219.17 816.09
10 244.66 859.67
20 259.59 890.06

NIFTY 50 NIFTY BANK
TrueRange 132.80 642.20
TrueHigh 14918.45 32972.15
TrueLow 14785.65 32329.95

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest 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.

VIX Density Plot

VIX kernel density plot

Marketwide OI

Securities under ban today: SAIL.
market wide position limit chart

FRED Scan 12.04.2021

Secured Overnight Financing Rate: 1st Percentile

Secured Overnight Financing Rate: 1st Percentile

Total Value of Issues, with a Maturity Between 1 and 4 Days, Used in Calculating the AA Asset-Backed Commercial Paper Rates

Total Value of Issues, with a Maturity Between 1 and 4 Days, Used in Calculating the AA Asset-Backed Commercial Paper Rates

15-Day AA Nonfinancial Commercial Paper Interest Rate

15-Day AA Nonfinancial Commercial Paper Interest Rate

NASDAQ OMX Commodities Index Update 11.04.2021

52-week Highs



NASDAQ Commodity Palladium Index TR (NQCIPATR)

52w H 13143810 png
NASDAQ Commodity Aluminum Index TR (NQCIALTR)

52w H 13143747 png

52-week Lows



None.

100-day Returns


top 5
NASDAQ Commodity Aluminum Index TR (NQCIALTR) 16.84
NASDAQ Commodity Palladium Index TR (NQCIPATR) 10.90
bottom 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 10.90
NASDAQ Commodity Aluminum Index TR (NQCIALTR) 16.84

200-day Returns


top 5
NASDAQ Commodity Aluminum Index TR (NQCIALTR) 35.24
NASDAQ Commodity Palladium Index TR (NQCIPATR) 30.93
bottom 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 30.93
NASDAQ Commodity Aluminum Index TR (NQCIALTR) 35.24

50-day Acceleration


top 5
NASDAQ Commodity Aluminum Index TR (NQCIALTR) 4.33
NASDAQ Commodity Palladium Index TR (NQCIPATR) 1.78
bottom 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 1.78
NASDAQ Commodity Aluminum Index TR (NQCIALTR) 4.33

100-day Acceleration


top 5
NASDAQ Commodity Aluminum Index TR (NQCIALTR) 1.07
NASDAQ Commodity Palladium Index TR (NQCIPATR) 0.60
bottom 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 0.60
NASDAQ Commodity Aluminum Index TR (NQCIALTR) 1.07

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