Tag: weekly

Options Weekly 20.04.2019

Summary: Apr NIFTY 11800 calls added 12,38,850 contracts while 12000 calls shed 8,15,625. On the Put side of the equation, the 11800 strike added 13,84,800 while the 11200’s shed 4,49,475.

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

APR 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

NASDAQ OMX Commodities Index Update 17.04.2019

52-week Highs



None.

52-week Lows



NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR)

52w L 13143826 png
NASDAQ Commodity Coffee Index TR (NQCIKCTR)

52w L 13143757 png
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR)

52w L 13143788 png
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR)

52w L 13143813 png

100-day Returns


top 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -7.82
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -13.72
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -16.67
NASDAQ Commodity Coffee Index TR (NQCIKCTR) -19.97
bottom 5
NASDAQ Commodity Coffee Index TR (NQCIKCTR) -19.97
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -16.67
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -13.72
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -7.82

200-day Returns


top 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -4.99
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -15.82
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -21.99
NASDAQ Commodity Coffee Index TR (NQCIKCTR) -22.99
bottom 5
NASDAQ Commodity Coffee Index TR (NQCIKCTR) -22.99
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -21.99
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -15.82
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -4.99

50-day Acceleration


top 5
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 3.13
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 1.55
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -6.09
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -7.00
bottom 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -7.00
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -6.09
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 1.55
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 3.13

100-day Acceleration


top 5
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 5.63
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 5.30
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) 2.61
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -2.55
bottom 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -2.55
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) 2.61
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 5.30
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 5.63

Check out our international momentum dashboard here.

NASDAQ OMX Commodities Index Update 14.04.2019

52-week Highs



None.

52-week Lows



NASDAQ Commodity Coffee Index TR (NQCIKCTR)

52w L 13143757 png
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR)

52w L 13143826 png
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR)

52w L 13143813 png

100-day Returns


top 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -7.35
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -15.30
NASDAQ Commodity Coffee Index TR (NQCIKCTR) -22.19
bottom 5
NASDAQ Commodity Coffee Index TR (NQCIKCTR) -22.19
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -15.30
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -7.35

200-day Returns


top 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -4.78
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -16.00
NASDAQ Commodity Coffee Index TR (NQCIKCTR) -24.89
bottom 5
NASDAQ Commodity Coffee Index TR (NQCIKCTR) -24.89
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -16.00
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -4.78

50-day Acceleration


top 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) 68.36
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 1.79
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 1.71
bottom 5
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 1.71
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 1.79
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) 68.36

100-day Acceleration


top 5
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 18.52
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 6.39
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -2.65
bottom 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -2.65
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 6.39
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 18.52

Check out our international momentum dashboard here.