Category: Your Money

Options Daily 01.11.2021

NIFTY Summary:

  1. Nov 18000 calls added 1,98,150 contracts.
  2. Nov 18800 calls shed 22,150.
  3. Nov 17000 puts added 1,44,150.
  4. Nov 18000 puts shed 76,700.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 291.96 1120.79
5 272.77 970.00
10 247.31 809.84
20 227.84 711.44

NIFTY 50 NIFTY BANK
TrueRange 302.75 1348.60
TrueHigh 17915.85 39775.25
TrueLow 17613.10 38426.65
Avg. True Range

NIFTY.50 NIFTY.BANK
3 291.96 1120.79
5 272.77 970.00
10 247.31 809.84
20 227.84 711.44

NIFTY 50 NIFTY BANK
TrueRange 302.75 1348.60
TrueHigh 17915.85 39775.25
TrueLow 17613.10 38426.65
Avg. True Range

NIFTY.50 NIFTY.BANK
3 291.96 1120.79
5 272.77 970.00
10 247.31 809.84
20 227.84 711.44

NIFTY 50 NIFTY BANK
TrueRange 302.75 1348.60
TrueHigh 17915.85 39775.25
TrueLow 17613.10 38426.65
Avg. True Range

NIFTY.50 NIFTY.BANK
3 291.96 1120.79
5 272.77 970.00
10 247.31 809.84
20 227.84 711.44

NIFTY 50 NIFTY BANK
TrueRange 302.75 1348.60
TrueHigh 17915.85 39775.25
TrueLow 17613.10 38426.65

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

NOV NIFTY Volatility

NOV NIFTY Volatility chart

NOV BANKNIFTY Volatility

NOV 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: PNB.
market wide position limit chart

Theme Recap 30.10.2021

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.

Options Weekly 30.10.2021

Summary: Nov NIFTY 18200 calls added 3,80,900 contracts while 18800 calls shed 22,150. On the Put side of the equation, the 17700 strike added 3,73,750 while the 18000’s shed 76,700.

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI chart

NOV NIFTY Volatility

NOV NIFTY Volatility chart

NOV BANKNIFTY Volatility

NOV 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