Tag: weekly

NASDAQ OMX Commodities Index Update 09.08.2020

52-week Highs



NASDAQ Commodity Metals Index TR (NQCIMETR)

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Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR)

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NASDAQ Commodity Silver Index TR (NQCISITR)

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NASDAQ Commodity Gold Index TR (NQCIGCTR)

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NASDAQ Commodity Precious Metals TR (NQCIPMTR)

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52-week Lows



NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR)

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100-day Returns


top 5
NASDAQ Commodity Silver Index TR (NQCISITR) 118.20
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 41.80
NASDAQ Commodity Gold Index TR (NQCIGCTR) 30.42
NASDAQ Commodity Metals Index TR (NQCIMETR) 25.63
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 18.74
bottom 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -6.54
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 18.74
NASDAQ Commodity Metals Index TR (NQCIMETR) 25.63
NASDAQ Commodity Gold Index TR (NQCIGCTR) 30.42
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 41.80

200-day Returns


top 5
NASDAQ Commodity Silver Index TR (NQCISITR) 54.69
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 35.78
NASDAQ Commodity Gold Index TR (NQCIGCTR) 33.27
NASDAQ Commodity Metals Index TR (NQCIMETR) 17.54
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 7.07
bottom 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -15.43
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 7.07
NASDAQ Commodity Metals Index TR (NQCIMETR) 17.54
NASDAQ Commodity Gold Index TR (NQCIGCTR) 33.27
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 35.78

50-day Acceleration


top 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) 83.90
NASDAQ Commodity Metals Index TR (NQCIMETR) 3.27
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 2.70
NASDAQ Commodity Gold Index TR (NQCIGCTR) 1.25
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 1.21
bottom 5
NASDAQ Commodity Silver Index TR (NQCISITR) 1.20
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 1.21
NASDAQ Commodity Gold Index TR (NQCIGCTR) 1.25
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 2.70
NASDAQ Commodity Metals Index TR (NQCIMETR) 3.27

100-day Acceleration


top 5
NASDAQ Commodity Gold Index TR (NQCIGCTR) 13.94
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) 0.69
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) -1.91
NASDAQ Commodity Metals Index TR (NQCIMETR) -3.98
NASDAQ Commodity Silver Index TR (NQCISITR) -4.06
bottom 5
NASDAQ Commodity Precious Metals TR (NQCIPMTR) -9.85
NASDAQ Commodity Silver Index TR (NQCISITR) -4.06
NASDAQ Commodity Metals Index TR (NQCIMETR) -3.98
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) -1.91
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) 0.69

Check out our international momentum dashboard here.

Options Weekly 08.08.2020

Summary: Aug NIFTY 11500 calls added 22,35,900 contracts while 11100 calls shed 73,200. On the Put side of the equation, the 11000 strike added 25,96,950 while the 10000’s shed 4,31,775.

AUG NIFTY OI

AUG NIFTY OI chart

AUG BANKNIFTY OI

AUG BANKNIFTY OI chart

AUG NIFTY Volatility

AUG NIFTY Volatility chart

AUG BANKNIFTY Volatility

AUG 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 05.08.2020

52-week Highs



NASDAQ Commodity Silver Index TR (NQCISITR)

52w H 13143818 png
NASDAQ Commodity Metals Index TR (NQCIMETR)

52w H 13143794 png
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR)

52w H 41166489 png
NASDAQ Commodity Gold Index TR (NQCIGCTR)

52w H 13143779 png
NASDAQ Commodity Precious Metals TR (NQCIPMTR)

52w H 13143806 png

52-week Lows



NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR)

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100-day Returns


top 5
NASDAQ Commodity Silver Index TR (NQCISITR) 61.01
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 29.42
NASDAQ Commodity Gold Index TR (NQCIGCTR) 24.67
NASDAQ Commodity Metals Index TR (NQCIMETR) 16.74
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 12.88
bottom 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -5.38
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 12.88
NASDAQ Commodity Metals Index TR (NQCIMETR) 16.74
NASDAQ Commodity Gold Index TR (NQCIGCTR) 24.67
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 29.42

200-day Returns


top 5
NASDAQ Commodity Silver Index TR (NQCISITR) 45.31
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 33.12
NASDAQ Commodity Gold Index TR (NQCIGCTR) 31.88
NASDAQ Commodity Metals Index TR (NQCIMETR) 16.78
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 6.87
bottom 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -16.42
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 6.87
NASDAQ Commodity Metals Index TR (NQCIMETR) 16.78
NASDAQ Commodity Gold Index TR (NQCIGCTR) 31.88
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 33.12

50-day Acceleration


top 5
NASDAQ Commodity Silver Index TR (NQCISITR) 4.47
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) 3.42
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 1.89
NASDAQ Commodity Gold Index TR (NQCIGCTR) 1.43
NASDAQ Commodity Metals Index TR (NQCIMETR) -16.35
bottom 5
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) -27.83
NASDAQ Commodity Metals Index TR (NQCIMETR) -16.35
NASDAQ Commodity Gold Index TR (NQCIGCTR) 1.43
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 1.89
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) 3.42

100-day Acceleration


top 5
NASDAQ Commodity Metals Index TR (NQCIMETR) 538.63
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 10.27
NASDAQ Commodity Gold Index TR (NQCIGCTR) 4.26
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) 0.46
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) -2.42
bottom 5
NASDAQ Commodity Silver Index TR (NQCISITR) -6.26
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) -2.42
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) 0.46
NASDAQ Commodity Gold Index TR (NQCIGCTR) 4.26
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 10.27

Check out our international momentum dashboard here.

NASDAQ OMX Commodities Index Update 02.08.2020

52-week Highs



NASDAQ Commodity HG Copper Index TR (NQCIHGTR)

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NASDAQ Commodity Silver Index TR (NQCISITR)

52w H 13143818 png
NASDAQ Commodity Metals Index TR (NQCIMETR)

52w H 13143794 png
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR)

52w H 41166489 png
NASDAQ Commodity Gold Index TR (NQCIGCTR)

52w H 13143779 png
NASDAQ Commodity Precious Metals TR (NQCIPMTR)

52w H 13143806 png

52-week Lows



NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR)

52w L 13143826 png

100-day Returns


top 5
NASDAQ Commodity Silver Index TR (NQCISITR) 41.42
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 19.52
NASDAQ Commodity Gold Index TR (NQCIGCTR) 17.34
NASDAQ Commodity Metals Index TR (NQCIMETR) 13.31
NASDAQ Commodity HG Copper Index TR (NQCIHGTR) 13.01
bottom 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -4.91
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 7.23
NASDAQ Commodity HG Copper Index TR (NQCIHGTR) 13.01
NASDAQ Commodity Metals Index TR (NQCIMETR) 13.31
NASDAQ Commodity Gold Index TR (NQCIGCTR) 17.34

200-day Returns


top 5
NASDAQ Commodity Silver Index TR (NQCISITR) 36.99
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 30.92
NASDAQ Commodity Gold Index TR (NQCIGCTR) 30.90
NASDAQ Commodity Metals Index TR (NQCIMETR) 13.72
NASDAQ Commodity HG Copper Index TR (NQCIHGTR) 9.03
bottom 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -13.37
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 5.42
NASDAQ Commodity HG Copper Index TR (NQCIHGTR) 9.03
NASDAQ Commodity Metals Index TR (NQCIMETR) 13.72
NASDAQ Commodity Gold Index TR (NQCIGCTR) 30.90

50-day Acceleration


top 5
NASDAQ Commodity Silver Index TR (NQCISITR) 5.45
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 2.54
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) 1.98
NASDAQ Commodity Gold Index TR (NQCIGCTR) 1.93
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) -3.91
bottom 5
NASDAQ Commodity Metals Index TR (NQCIMETR) -175.41
NASDAQ Commodity HG Copper Index TR (NQCIHGTR) -6.10
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) -3.91
NASDAQ Commodity Gold Index TR (NQCIGCTR) 1.93
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) 1.98

100-day Acceleration


top 5
NASDAQ Commodity Metals Index TR (NQCIMETR) 36.37
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 2.05
NASDAQ Commodity Gold Index TR (NQCIGCTR) 1.50
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) 0.55
NASDAQ Commodity HG Copper Index TR (NQCIHGTR) -3.69
bottom 5
NASDAQ Commodity Silver Index TR (NQCISITR) -13.23
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) -4.29
NASDAQ Commodity HG Copper Index TR (NQCIHGTR) -3.69
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) 0.55
NASDAQ Commodity Gold Index TR (NQCIGCTR) 1.50

Check out our international momentum dashboard here.

Options Weekly 01.08.2020

Summary: Aug NIFTY 11200 calls added 25,05,675 contracts while 11700 calls shed 38,625. On the Put side of the equation, the 11000 strike added 17,25,525 while the 10200’s shed 5,73,375.

AUG NIFTY OI

AUG NIFTY OI chart

AUG BANKNIFTY OI

AUG BANKNIFTY OI chart

AUG NIFTY Volatility

AUG NIFTY Volatility chart

AUG BANKNIFTY Volatility

AUG 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