Category: Your Money

Options Daily 13.10.2017

NIFTY Summary:

  1. Oct 10250 calls added 71,775 contracts.
  2. Oct 10000 calls shed 12,48,150.
  3. Oct 10000 puts added 12,57,600.
  4. Oct 9600 puts shed 1,60,725.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 97.97 304.43
5 94.76 277.88
10 92.94 261.13
20 88.87 244.95

NIFTY 50 NIFTY BANK
TrueRange 127.35 415.00
TrueHigh 10104.45 24393.40
TrueLow 9977.10 23978.40

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

5-day forecast based on ARMA(0,0)+GARCH(1,1) model:

VIX 16.05 16.05 16.05 16.05 16.05
σ 5.02 5.08 5.15 5.21 5.27

Marketwide OI

Securities under ban today: BEML, DHFL, IBREALEST, JSWENERGY, RCOM, RELCAPITAL.

Opening Bell 13.10.2017

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) +0.09%
CAC(FRA) -0.03%
UKX(GBR) +0.30%
NKY(JPN) +0.23%
SPX(USA) -0.17%
MINTs
JCI(IDN) +0.24%
INMEX(MEX) -0.49%
NGSEINDX(NGA) +0.22%
XU030(TUR) +2.16%
BRICS
IBOV(BRA) -0.31%
SHCOMP(CHN) +0.09%
NIFTY(IND) +1.12%
INDEXCF(RUS) -0.29%
TOP40(ZAF) -0.17%

Commodities

Energy
Heating Oil +0.61%
WTI Crude Oil +0.53%
Natural Gas +0.20%
Brent Crude Oil +0.43%
Ethanol +0.00%
RBOB Gasoline +0.74%
Metals
Copper +0.00%
Gold 100oz +0.00%
Palladium +0.61%
Platinum -0.11%
Silver 5000oz +0.02%

Currencies

USDEUR:-0.18% USDJPY:-0.17%

MINTs
USDIDR(IDN) +0.02%
USDMXN(MEX) -0.11%
USDNGN(NGA) +0.00%
USDTRY(TUR) +0.05%
BRICS
USDBRL(BRA) -0.23%
USDCNY(CHN) -0.13%
USDINR(IND) -0.20%
USDRUB(RUS) -0.11%
USDZAR(ZAF) -0.06%
Agricultural
Soybeans +0.18%
Wheat +0.29%
Cattle +0.00%
Coffee (Arabica) +0.00%
Cotton +0.34%
Lumber +0.00%
Soybean Meal +0.00%
Feeder Cattle +0.00%
White Sugar +0.00%
Cocoa +0.00%
Coffee (Robusta) +0.00%
Corn +0.29%
Lean Hogs +0.00%
Orange Juice +0.00%
Sugar #11 +0.00%

Out of 43 world ETFs listed in NYSE that we track, 37 are trading above their 10-day SMA and 35 are trading above their 50-day SMA.

Must Reads

For Asia, the path to prosperity starts with land reform
NEARLY as striking as Asia’s dynamism is how unevenly prosperity is spread—in contrast to Africa, Latin America or Europe. First-world Japan (with a GDP per person of $38,900) is in effect part of the same island chain as the Philippines ($2,950).

Dumping PDS For Cash Transfer Will Stop Foodgrain Wastage, End Market Distortion And Empower The Poor
Minister of State for Consumer Affairs, Food and Public Distribution C R Chaudhary informed Rajya Sabha on 28 July that 3,115.7 tonnes and 8,775.6 tonnes of foodgrains was accrued as damaged/non-issuable in Food Corporation of India (FCI) godowns during 2015-16 and 2016-17 respectively.

First Evidence That Online Dating Is Changing the Nature of Society
Not so long ago, nobody met a partner online. Then, in the 1990s, came the first dating websites. Match.com went live in 1995. A new wave of dating websites, such as OKCupid, emerged in the early 2000s. And the 2012 arrival of Tinder changed dating even further.

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

Good luck!