Category: Your Money

Theme Recap 02.10.2021

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 02.10.2021

Summary: Oct NIFTY 18500 calls added 45,76,850 contracts while 18250 calls shed 1,62,350. On the Put side of the equation, the 17400 strike added 27,86,150 while the 17600’s shed 4,06,100.

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 01.10.2021

NIFTY Summary:

  1. Oct 19000 calls added 27,33,550 contracts.
  2. Oct 17050 calls shed 100.
  3. Oct 17500 puts added 9,26,700.
  4. Oct 18000 puts shed 32,600.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 191.35 635.32
5 191.15 637.35
10 181.20 606.07
20 170.40 566.19

NIFTY 50 NIFTY BANK
TrueRange 156.80 530.60
TrueHigh 17742.15 37884.85
TrueLow 17585.35 37354.25

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

SEP NIFTY OI

SEP NIFTY OI chart

SEP BANKNIFTY OI

SEP BANKNIFTY OI chart

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

market wide position limit chart

Options Daily 30.09.2021

NIFTY Summary:

  1. Oct 17800 calls added 5,85,200 contracts.
  2. Oct 17550 calls shed 2,250.
  3. Oct 17600 puts added 3,85,500.
  4. Oct 17900 puts shed 43,800.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 208.62 687.69
5 199.75 664.24
10 183.86 618.29
20 171.73 578.12

NIFTY 50 NIFTY BANK
TrueRange 173.60 573.95
TrueHigh 17781.75 37945.00
TrueLow 17608.15 37371.05
Avg. True Range

NIFTY.50 NIFTY.BANK
3 208.62 687.69
5 199.75 664.24
10 183.86 618.29
20 171.73 578.12

NIFTY 50 NIFTY BANK
TrueRange 173.60 573.95
TrueHigh 17781.75 37945.00
TrueLow 17608.15 37371.05

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

SEP NIFTY OI

SEP NIFTY OI chart

SEP BANKNIFTY OI

SEP BANKNIFTY OI chart

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

SEP NIFTY Volatility

SEP NIFTY Volatility chart

SEP BANKNIFTY Volatility

SEP BANKNIFTY Volatility 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: SUNTV.
market wide position limit chart