Category: Your Money

Options Daily 10.12.2021

stockviz December 10, 2021 0

NIFTY Summary:

Dec 18500 calls added 18,77,650 contracts.
Dec 17350 calls shed 14,100.
Dec 17500 puts added 16,79,250.
Dec 17300 puts shed 29,04,900.

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

Avg. True Range

	NIFTY.50	NIFTY.BANK
3	266.32	718.36
5	285.84	757.62
10	286.81	774.49
20	270.31	759.30

	NIFTY 50	NIFTY BANK
TrueRange	163.65	513.10
TrueHigh	17543.25	37397.55
TrueLow	17379.60	36884.45

Nifty 50 Returns Density Plot

DEC NIFTY OI

DEC BANKNIFTY OI

NIFTY Weighted Avg. Open Interest

DEC NIFTY Volatility

DEC BANKNIFTY Volatility

Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

Marketwide OI

Securities under ban today: ESCORTS, IBULHSGFIN.

Categories Your Money Tags BANKNIFTY, daily, NIFTY, open interest, options

FRED Scan 10.12.2021

stockviz December 10, 2021 0

Total Value of Issues, with a Maturity Between 41 and 80 Days, Used in Calculating the AA Financial Commercial Paper Rates

Effective Federal Funds Rate: 99th Percentile

Categories Your Money Tags daily

Options Daily 09.12.2021

stockviz December 9, 2021 0

NIFTY Summary:

Dec 17800 calls added 3,79,650 contracts.
Dec 17200 calls shed 1,28,900.
Dec 17400 puts added 6,75,300.
Dec 16400 puts shed 53,750.

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

Avg. True Range

	NIFTY.50	NIFTY.BANK
3	317.65	820.98
5	316.27	818.33
10	299.79	801.16
20	273.88	768.84

	NIFTY 50	NIFTY BANK
TrueRange	307.90	766.40
TrueHigh	17484.60	37384.80
TrueLow	17176.70	36618.40

Avg. True Range

	NIFTY.50	NIFTY.BANK
3	317.65	820.98
5	316.27	818.33
10	299.79	801.16
20	273.88	768.84

	NIFTY 50	NIFTY BANK
TrueRange	307.90	766.40
TrueHigh	17484.60	37384.80
TrueLow	17176.70	36618.40

Nifty 50 Returns Density Plot

DEC NIFTY OI

DEC BANKNIFTY OI

NIFTY Weighted Avg. Open Interest

DEC NIFTY Volatility

DEC BANKNIFTY Volatility

Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

Marketwide OI

Securities under ban today: IBULHSGFIN.

Categories Your Money Tags BANKNIFTY, daily, NIFTY, open interest, options

FRED Scan 09.12.2021

stockviz December 9, 2021 0

6-Month Treasury Constant Maturity Minus Federal Funds Rate

Total Value of Issues, with a Maturity Between 10 and 20 Days, Used in Calculating the AA Financial Commercial Paper Rates

90-Day AA Nonfinancial Commercial Paper Interest Rate

Effective Federal Funds Rate: 99th Percentile

1-Year Treasury Bill Secondary Market Rate

Market Yield on U.S. Treasury Securities at 1-Year Constant Maturity

Categories Your Money Tags daily

Options Daily 08.12.2021

stockviz December 8, 2021 0

NIFTY Summary:

Dec 17500 calls added 4,59,750 contracts.
Dec 17300 calls shed 78,350.
Dec 17000 puts added 2,36,500.
Dec 16000 puts shed 16,350.

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

Avg. True Range

	NIFTY.50	NIFTY.BANK
3	322.53	848.27
5	318.29	830.81
10	298.64	801.69
20	271.28	763.35

	NIFTY 50	NIFTY BANK
TrueRange	339.40	1084.80
TrueHigh	17251.65	36820.70
TrueLow	16912.25	35735.90

Avg. True Range

	NIFTY.50	NIFTY.BANK
3	322.53	848.27
5	318.29	830.81
10	298.64	801.69
20	271.28	763.35

	NIFTY 50	NIFTY BANK
TrueRange	339.40	1084.80
TrueHigh	17251.65	36820.70
TrueLow	16912.25	35735.90