Category: Your Money

Options Daily 18.04.2019

NIFTY Summary:

  1. Apr 11850 calls added 1,54,050 contracts.
  2. Apr 11700 calls shed 5,04,750.
  3. Apr 11800 puts added 12,49,125.
  4. Apr 11200 puts shed 2,77,800.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 93.82 365.32
5 96.59 371.01
10 100.97 383.18
20 103.10 386.70

NIFTY 50 NIFTY BANK
TrueRange 120.60 486.70
TrueHigh 11810.95 30590.95
TrueLow 11690.35 30104.25
Avg. True Range

NIFTY.50 NIFTY.BANK
3 93.82 365.32
5 96.59 371.01
10 100.97 383.18
20 103.10 386.70

NIFTY 50 NIFTY BANK
TrueRange 120.60 486.70
TrueHigh 11810.95 30590.95
TrueLow 11690.35 30104.25

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

APR BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

VIX kernel density plot

5-day forecast based on ARMA(1,3)+GARCH(1,1) model:

VIX 21.64 21.59 21.57 21.57 21.57
σ 0.54 0.57 0.59 0.61 0.62

Marketwide OI

Securities under ban today: IDBI, IDEA, JETAIRWAYS, PCJEWELLER, RPOWER.
market wide position limit chart

NASDAQ OMX Commodities Index Update 17.04.2019

52-week Highs



None.

52-week Lows



NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR)

52w L 13143826 png
NASDAQ Commodity Coffee Index TR (NQCIKCTR)

52w L 13143757 png
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR)

52w L 13143788 png
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR)

52w L 13143813 png

100-day Returns


top 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -7.82
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -13.72
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -16.67
NASDAQ Commodity Coffee Index TR (NQCIKCTR) -19.97
bottom 5
NASDAQ Commodity Coffee Index TR (NQCIKCTR) -19.97
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -16.67
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -13.72
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -7.82

200-day Returns


top 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -4.99
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -15.82
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -21.99
NASDAQ Commodity Coffee Index TR (NQCIKCTR) -22.99
bottom 5
NASDAQ Commodity Coffee Index TR (NQCIKCTR) -22.99
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -21.99
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -15.82
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -4.99

50-day Acceleration


top 5
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 3.13
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 1.55
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -6.09
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -7.00
bottom 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -7.00
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -6.09
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 1.55
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 3.13

100-day Acceleration


top 5
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 5.63
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 5.30
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) 2.61
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -2.55
bottom 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -2.55
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) 2.61
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 5.30
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 5.63

Check out our international momentum dashboard here.

Opening Bell 16.04.2019

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) +0.17%
CAC(FRA) +0.11%
UKX(GBR) -0.00%
NKY(JPN) +0.18%
SPX(USA) -0.06%
MINTs
JCI(IDN) +0.10%
INMEX(MEX) -0.12%
NGSEINDX(NGA) -0.16%
XU030(TUR) -1.00%
BRICS
IBOV(BRA) +0.22%
SHCOMP(CHN) +0.22%
NIFTY(IND) +0.40%
INDEXCF(RUS) -0.01%
TOP40(ZAF) -0.35%

Commodities

Energy
Ethanol +0.00%
Brent Crude Oil -0.32%
Heating Oil -0.33%
Natural Gas -0.04%
RBOB Gasoline -0.42%
WTI Crude Oil -0.16%
Metals
Silver 5000oz +0.00%
Copper +0.00%
Palladium +0.28%
Gold 100oz -0.12%
Platinum -0.30%

Currencies

USDEUR:+0.02% USDJPY:-0.04%

MINTs
USDIDR(IDN) +0.02%
USDMXN(MEX) +0.19%
USDNGN(NGA) +0.21%
USDTRY(TUR) +0.05%
BRICS
USDBRL(BRA) -0.26%
USDCNY(CHN) +0.03%
USDINR(IND) +0.36%
USDRUB(RUS) +0.00%
USDZAR(ZAF) +0.18%
Agricultural
Coffee (Robusta) +0.00%
Lumber +0.00%
Orange Juice +0.00%
Coffee (Arabica) +0.00%
Cotton +0.73%
Lean Hogs +0.00%
Soybean Meal -0.06%
Wheat -0.11%
White Sugar +0.00%
Cocoa +0.00%
Feeder Cattle +0.00%
Sugar #11 +0.00%
Cattle +0.00%
Corn -0.14%
Soybeans -0.14%

Out of 43 world ETFs listed in NYSE that we track, 31 are trading above their 10-day SMA and 36 are trading above their 50-day SMA.

Must Reads

UPI sets searing pace while e-wallets wobble
While digital payments overall have been growing strongly, people are changing the way they transact, choosing bank-to-bank methods such as the Unified Payments Interface (UPI) over other instruments such as e-wallets.

Here’s Where Active Management Actually Works
It turns out there are worse strategies for active managers to pursue than U.S. large-cap stocks. Over the past ten years, asset managers focused on large American companies have actually done a better job of beating their passive benchmarks compared with active managers who invest in U.S.

Diversification: Finally Back After 20 Years
Stocks are off to a strong start this year, but the bulls aren’t running in a herd. Bull markets can be found in the stocks of countries around the world, but their movements are less correlated with each other than they have been in the past 20 years.

Check out our Global Macro Dashboard for currency, commodity, bonds and credit charts.

Good luck!

Options Daily 16.04.2019

NIFTY Summary:

  1. Apr 11700 calls added 77,325 contracts.
  2. Apr 12000 calls shed 3,22,875.
  3. Apr 11700 puts added 3,63,300.
  4. Apr 11100 puts shed 1,68,750.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 80.42 304.64
5 90.67 342.46
10 99.85 375.17
20 104.48 388.84

NIFTY 50 NIFTY BANK
TrueRange 61.15 244.00
TrueHigh 11704.60 30163.10
TrueLow 11643.45 29919.10
Avg. True Range

NIFTY.50 NIFTY.BANK
3 80.42 304.64
5 90.67 342.46
10 99.85 375.17
20 104.48 388.84

NIFTY 50 NIFTY BANK
TrueRange 61.15 244.00
TrueHigh 11704.60 30163.10
TrueLow 11643.45 29919.10

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

APR BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

VIX kernel density plot

5-day forecast based on ARMA(2,3)+GARCH(1,1) model:

VIX 20.98 20.63 20.33 20.08 19.88
σ 0.77 0.76 0.76 0.76 0.76

Marketwide OI

Securities under ban today: DHFL, IDBI, JETAIRWAYS, PCJEWELLER, RPOWER, WOCKPHARMA.
market wide position limit chart