Category: Your Money

Options Daily 14.12.2021

NIFTY Summary:

  1. Dec 17700 calls added 3,13,800 contracts.
  2. Dec 17000 calls shed 3,400.
  3. Dec 17000 puts added 1,51,500.
  4. Dec 16100 puts shed 2,950.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 241.57 632.06
5 260.12 680.34
10 268.77 709.34
20 258.00 691.80

NIFTY 50 NIFTY BANK
TrueRange 283.55 719.15
TrueHigh 17639.50 37581.05
TrueLow 17355.95 36861.90
Avg. True Range

NIFTY.50 NIFTY.BANK
3 241.57 632.06
5 260.12 680.34
10 268.77 709.34
20 258.00 691.80

NIFTY 50 NIFTY BANK
TrueRange 283.55 719.15
TrueHigh 17639.50 37581.05
TrueLow 17355.95 36861.90

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

Options Daily 13.12.2021

NIFTY Summary:

  1. Dec 18000 calls added 1,25,100 contracts.
  2. Dec 16750 calls shed 50.
  3. Dec 15500 puts added 2,75,100.
  4. Dec 16300 puts shed 2,250.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 220.58 588.52
5 254.36 671.33
10 268.53 718.88
20 258.31 711.38

NIFTY 50 NIFTY BANK
TrueRange 129.10 328.85
TrueHigh 17534.35 37153.25
TrueLow 17405.25 36824.40
Avg. True Range

NIFTY.50 NIFTY.BANK
3 220.58 588.52
5 254.36 671.33
10 268.53 718.88
20 258.31 711.38

NIFTY 50 NIFTY BANK
TrueRange 129.10 328.85
TrueHigh 17534.35 37153.25
TrueLow 17405.25 36824.40
Avg. True Range

NIFTY.50 NIFTY.BANK
3 220.58 588.52
5 254.36 671.33
10 268.53 718.88
20 258.31 711.38

NIFTY 50 NIFTY BANK
TrueRange 129.10 328.85
TrueHigh 17534.35 37153.25
TrueLow 17405.25 36824.40

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

Theme Recap 11.12.2021

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 11.12.2021

Summary: Dec NIFTY 18000 calls added 40,06,200 contracts while 17200 calls shed 1,28,900. On the Put side of the equation, the 17400 strike added 30,50,100 while the 15500’s shed 1,40,750.

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