Category: Your Money

Theme Recap 18.12.2021

0

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.

Categories Tags , , , ,

Options Weekly 18.12.2021

0

Summary: Dec NIFTY 18000 calls added 74,92,550 contracts while 18500 calls shed 6,86,650. On the Put side of the equation, the 17000 strike added 36,02,950 while the 17300’s shed 11,32,550.

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC 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

Categories Tags , , , ,

Options Daily 17.12.2021

0

NIFTY Summary:

  1. Dec 18500 calls added 41,90,250 contracts.
  2. Dec 17050 calls shed 10,950.
  3. Dec 17300 puts added 20,43,800.
  4. Dec 16800 puts shed 11,03,000.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 193.99 593.88
5 216.67 620.36
10 240.42 658.80
20 248.17 670.23

NIFTY 50 NIFTY BANK
TrueRange 194.40 773.55
TrueHigh 17379.35 37159.30
TrueLow 17184.95 36385.75

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC 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: ESCORTS, IDEA.
market wide position limit chart

Categories Tags , , , ,

Options Daily 16.12.2021

0

NIFTY Summary:

  1. Dec 17400 calls added 6,75,200 contracts.
  2. Dec 18250 calls shed 4,050.
  3. Dec 17200 puts added 6,44,600.
  4. Dec 17450 puts shed 9,900.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 193.79 504.05
5 222.30 582.42
10 246.29 650.94
20 250.03 669.80

NIFTY 50 NIFTY BANK
TrueRange 159.00 340.30
TrueHigh 17351.20 37083.50
TrueLow 17192.20 36743.20
Avg. True Range

NIFTY.50 NIFTY.BANK
3 193.79 504.05
5 222.30 582.42
10 246.29 650.94
20 250.03 669.80

NIFTY 50 NIFTY BANK
TrueRange 159.00 340.30
TrueHigh 17351.20 37083.50
TrueLow 17192.20 36743.20

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC 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: ESCORTS, IBULHSGFIN, IDEA.
market wide position limit chart

Categories Tags , , , ,

Options Daily 15.12.2021

0

NIFTY Summary:

  1. Dec 17300 calls added 3,40,300 contracts.
  2. Dec 18150 calls shed 13,100.
  3. Dec 17300 puts added 2,44,300.
  4. Dec 17600 puts shed 40,050.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 211.18 585.92
5 238.11 642.90
10 255.73 685.21
20 251.83 680.73

NIFTY 50 NIFTY BANK
TrueRange 150.40 493.65
TrueHigh 17376.20 37039.05
TrueLow 17225.80 36545.40
Avg. True Range

NIFTY.50 NIFTY.BANK
3 211.18 585.92
5 238.11 642.90
10 255.73 685.21
20 251.83 680.73

NIFTY 50 NIFTY BANK
TrueRange 150.40 493.65
TrueHigh 17376.20 37039.05
TrueLow 17225.80 36545.40

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC 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: ESCORTS, IBULHSGFIN, IDEA.
market wide position limit chart

Categories Tags , , , ,