Category: Your Money

Options Daily 25.10.2021

NIFTY Summary:

  1. Nov 18300 calls added 2,43,900 contracts.
  2. Nov 17100 calls shed 50.
  3. Nov 17500 puts added 1,25,650.
  4. Nov 18450 puts shed 2,450.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 265.60 601.48
5 244.10 586.53
10 220.56 577.70
20 204.95 583.98

NIFTY 50 NIFTY BANK
TrueRange 279.90 557.15
TrueHigh 18314.25 40587.35
TrueLow 18034.35 40030.20
Avg. True Range

NIFTY.50 NIFTY.BANK
3 265.60 601.48
5 244.10 586.53
10 220.56 577.70
20 204.95 583.98

NIFTY 50 NIFTY BANK
TrueRange 279.90 557.15
TrueHigh 18314.25 40587.35
TrueLow 18034.35 40030.20
Avg. True Range

NIFTY.50 NIFTY.BANK
3 265.60 601.48
5 244.10 586.53
10 220.56 577.70
20 204.95 583.98

NIFTY 50 NIFTY BANK
TrueRange 279.90 557.15
TrueHigh 18314.25 40587.35
TrueLow 18034.35 40030.20

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

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

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

OCT BANKNIFTY Volatility 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: ESCORTS, IBULHSGFIN, IDEA, IEX, PNB, SAIL.
market wide position limit chart

FRED Scan 25.10.2021

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

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

Effective Federal Funds Rate: 99th Percentile

Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity

Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity

Theme Recap 23.10.2021

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.