Category: Your Money

Theme Recap 16.10.2021

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.

Options Weekly 16.10.2021

Summary: Oct NIFTY 19000 calls added 19,08,700 contracts while 17800 calls shed 2,53,400. On the Put side of the equation, the 18100 strike added 18,83,200 while the 17100’s shed 1,63,500.

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

OCT 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

Options Daily 14.10.2021

NIFTY Summary:

  1. Oct 18200 calls added 3,61,000 contracts.
  2. Oct 17900 calls shed 2,26,250.
  3. Oct 18000 puts added 5,66,100.
  4. Oct 17300 puts shed 1,40,700.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 188.44 449.12
5 191.19 490.37
10 187.03 524.41
20 177.42 538.15

NIFTY 50 NIFTY BANK
TrueRange 205.85 276.35
TrueHigh 18197.80 38779.05
TrueLow 17991.95 38502.70
Avg. True Range

NIFTY.50 NIFTY.BANK
3 188.44 449.12
5 191.19 490.37
10 187.03 524.41
20 177.42 538.15

NIFTY 50 NIFTY BANK
TrueRange 205.85 276.35
TrueHigh 18197.80 38779.05
TrueLow 17991.95 38502.70

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

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

VIX Density Plot

VIX kernel density plot

Marketwide OI

Securities under ban today: BANKBARODA, BHEL, IBULHSGFIN, IDEA, NATIONALUM, PNB, SAIL, SUNTV.
market wide position limit chart