Category: Your Money

Theme Recap 13.11.2021

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 13.11.2021

Summary: Nov NIFTY 18500 calls added 39,08,450 contracts while 17900 calls shed 8,65,650. On the Put side of the equation, the 18000 strike added 52,67,300 while the 18000’s shed 82,800.

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI 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

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

Options Daily 12.11.2021

NIFTY Summary:

  1. Nov 18000 calls added 21,69,700 contracts.
  2. Nov 18200 calls shed 24,09,600.
  3. Nov 17300 puts added 10,17,750.
  4. Nov 18000 puts shed 82,800.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 189.20 591.84
5 200.57 637.96
10 213.26 669.67
20 215.27 648.05

NIFTY 50 NIFTY BANK
TrueRange 219.00 677.20
TrueHigh 18017.20 39023.25
TrueLow 17798.20 38346.05

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

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

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: BANKBARODA, BHEL, ESCORTS, IBULHSGFIN, PNB, SAIL, SUNTV.
market wide position limit chart

Options Daily 11.11.2021

NIFTY Summary:

  1. Nov 18500 calls added 4,21,550 contracts.
  2. Nov 18800 calls shed 12,750.
  3. Nov 17500 puts added 4,43,200.
  4. Nov 18100 puts shed 20,100.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 174.29 549.16
5 195.95 628.23
10 212.40 669.61
20 213.81 645.79

NIFTY 50 NIFTY BANK
TrueRange 146.25 495.00
TrueHigh 18061.25 39368.80
TrueLow 17915.00 38873.80
Avg. True Range

NIFTY.50 NIFTY.BANK
3 174.29 549.16
5 195.95 628.23
10 212.40 669.61
20 213.81 645.79

NIFTY 50 NIFTY BANK
TrueRange 146.25 495.00
TrueHigh 18061.25 39368.80
TrueLow 17915.00 38873.80

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

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

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: BANKBARODA, BHEL, ESCORTS, IBULHSGFIN, PNB, SAIL, SUNTV.
market wide position limit chart

Options Daily 10.11.2021

NIFTY Summary:

  1. Nov 18000 calls added 2,12,500 contracts.
  2. Nov 17900 calls shed 16,800.
  3. Nov 18000 puts added 2,09,350.
  4. Nov 17950 puts shed 27,200.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 188.32 576.25
5 208.52 662.05
10 221.68 696.21
20 221.23 668.42

NIFTY 50 NIFTY BANK
TrueRange 129.55 337.20
TrueHigh 18112.60 39560.60
TrueLow 17983.05 39223.40
Avg. True Range

NIFTY.50 NIFTY.BANK
3 188.32 576.25
5 208.52 662.05
10 221.68 696.21
20 221.23 668.42

NIFTY 50 NIFTY BANK
TrueRange 129.55 337.20
TrueHigh 18112.60 39560.60
TrueLow 17983.05 39223.40

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

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

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, PNB, SUNTV.
market wide position limit chart