Category: Your Money

Options Daily 02.03.2021

NIFTY Summary:

  1. Mar 16000 calls added 1,76,100 contracts.
  2. Mar 14500 calls shed 9,600.
  3. Mar 14000 puts added 1,31,550.
  4. Mar 15000 puts shed 6,225.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 337.98 1112.84
5 305.20 1070.40
10 275.98 1016.21
20 271.48 1003.27

NIFTY 50 NIFTY BANK
TrueRange 277.65 777.50
TrueHigh 14806.80 35581.10
TrueLow 14529.15 34803.60
Avg. True Range

NIFTY.50 NIFTY.BANK
3 337.98 1112.84
5 305.20 1070.40
10 275.98 1016.21
20 271.48 1003.27

NIFTY 50 NIFTY BANK
TrueRange 277.65 777.50
TrueHigh 14806.80 35581.10
TrueLow 14529.15 34803.60

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

MAR NIFTY OI

MAR NIFTY OI chart

MAR BANKNIFTY OI

MAR BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

MAR NIFTY Volatility

MAR NIFTY Volatility chart

MAR BANKNIFTY Volatility

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

VIX Density Plot

VIX kernel density plot

Marketwide OI

market wide position limit chart

Opening Bell 01.03.2021

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) -0.67%
CAC(FRA) -1.39%
UKX(GBR) -2.53%
NKY(JPN) +2.26%
SPX(USA) -0.47%
MINTs
JCI(IDN) +0.61%
INMEX(MEX) +0.73%
NGSEINDX(NGA) -0.74%
XU030(TUR) -1.15%
BRICS
IBOV(BRA) -1.98%
SHCOMP(CHN) +0.42%
NIFTY(IND) -3.76%
INDEXCF(RUS) -0.01%
TOP40(ZAF) -2.11%

Commodities

Energy
Ethanol +0.00%
Heating Oil +0.30%
Natural Gas +0.30%
WTI Crude Oil -0.03%
Brent Crude Oil -0.13%
RBOB Gasoline +0.41%
Metals
Copper +0.74%
Gold 100oz +0.00%
Platinum +1.19%
Palladium +1.16%
Silver 5000oz +0.84%

Currencies

USDEUR:-0.10% USDJPY:+0.06%

MINTs
USDIDR(IDN) +0.34%
USDMXN(MEX) -0.42%
USDNGN(NGA) +0.10%
USDTRY(TUR) -0.50%
BRICS
USDBRL(BRA) +1.50%
USDCNY(CHN) -0.16%
USDINR(IND) +1.44%
USDRUB(RUS) -0.49%
USDZAR(ZAF) -0.60%
Agricultural
Coffee (Arabica) +0.00%
Coffee (Robusta) +0.00%
Feeder Cattle +0.00%
Soybeans +0.43%
Wheat +0.20%
Sugar #11 +0.00%
Cattle +0.00%
Corn +0.99%
Cotton +1.14%
Lumber +0.00%
Orange Juice +0.00%
Soybean Meal +0.21%
Cocoa +0.00%
Lean Hogs +0.00%
White Sugar +0.00%

Out of 43 world ETFs listed in NYSE that we track, 12 are trading above their 10-day SMA and 25 are trading above their 50-day SMA.

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

Good luck!

Options Daily 01.03.2021

NIFTY Summary:

  1. Mar 15000 calls added 1,97,850 contracts.
  2. Mar 15800 calls shed 28,650.
  3. Mar 13500 puts added 82,650.
  4. Mar 15100 puts shed 15,075.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 368.15 1280.51
5 312.09 1143.69
10 274.76 1039.84
20 270.32 1008.89

NIFTY 50 NIFTY BANK
TrueRange 629.60 1890.30
TrueHigh 15097.35 36549.00
TrueLow 14467.75 34658.70
Avg. True Range

NIFTY.50 NIFTY.BANK
3 368.15 1280.51
5 312.09 1143.69
10 274.76 1039.84
20 270.32 1008.89

NIFTY 50 NIFTY BANK
TrueRange 629.60 1890.30
TrueHigh 15097.35 36549.00
TrueLow 14467.75 34658.70

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

MAR NIFTY OI

MAR NIFTY OI chart

MAR BANKNIFTY OI

MAR BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

MAR NIFTY Volatility

MAR NIFTY Volatility chart

MAR BANKNIFTY Volatility

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

VIX Density Plot

VIX kernel density plot

Marketwide OI

market wide position limit chart

FRED Scan 01.03.2021

Secured Overnight Financing Rate: 1st Percentile

Secured Overnight Financing Rate: 1st Percentile

Total Value of Issues, with a Maturity Between 21 and 40 Days, Used in Calculating the AA Asset-Backed Commercial Paper Rates

Total Value of Issues, with a Maturity Between 21 and 40 Days, Used in Calculating the AA Asset-Backed Commercial Paper Rates

10-Year Treasury Constant Maturity Rate

10-Year Treasury Constant Maturity Rate