Tag: weekly

Options Weekly 15.12.2018

Summary: Dec NIFTY 11000 calls added 19,62,375 contracts while 10700 calls shed 17,16,825. On the Put side of the equation, the 10600 strike added 21,05,250 while the 10200’s shed 14,23,275.

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC 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 12.12.2018

52-week Highs



NASDAQ Commodity Palladium Index TR (NQCIPATR)

52w H 13143810 png

52-week Lows



NASDAQ Commodity Nickel Index TR (NQCINITR)

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100-day Returns


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 34.73
NASDAQ Commodity Nickel Index TR (NQCINITR) -19.82
bottom 5
NASDAQ Commodity Nickel Index TR (NQCINITR) -19.82
NASDAQ Commodity Palladium Index TR (NQCIPATR) 34.73

200-day Returns


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 17.64
NASDAQ Commodity Nickel Index TR (NQCINITR) -22.64
bottom 5
NASDAQ Commodity Nickel Index TR (NQCINITR) -22.64
NASDAQ Commodity Palladium Index TR (NQCIPATR) 17.64

50-day Acceleration


top 5
NASDAQ Commodity Nickel Index TR (NQCINITR) 2.07
NASDAQ Commodity Palladium Index TR (NQCIPATR) 0.64
bottom 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 0.64
NASDAQ Commodity Nickel Index TR (NQCINITR) 2.07

100-day Acceleration


top 5
NASDAQ Commodity Nickel Index TR (NQCINITR) 5.65
NASDAQ Commodity Palladium Index TR (NQCIPATR) -2.74
bottom 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) -2.74
NASDAQ Commodity Nickel Index TR (NQCINITR) 5.65

Check out our international momentum dashboard here.

NASDAQ OMX Commodities Index Update 09.12.2018

52-week Highs



NASDAQ Commodity Palladium Index TR (NQCIPATR)

52w H 13143810 png

52-week Lows



NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR)

52w L 13143788 png
NASDAQ Commodity Lead Index TR (NQCIPBTR)

52w L 13143790 png
NASDAQ Commodity Nickel Index TR (NQCINITR)

52w L 13143803 png
NASDAQ Commodity Tin Index TR (NQCISNTR)

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NASDAQ Commodity Crude Oil Index TR (NQCICLTR)

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NASDAQ Commodity Petroleum Index TR (NQCIPETR)

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100-day Returns


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 32.05
NASDAQ Commodity Tin Index TR (NQCISNTR) -1.88
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -3.45
NASDAQ Commodity Lead Index TR (NQCIPBTR) -6.57
NASDAQ Commodity Petroleum Index TR (NQCIPETR) -16.88
bottom 5
NASDAQ Commodity Crude Oil Index TR (NQCICLTR) -20.15
NASDAQ Commodity Nickel Index TR (NQCINITR) -18.40
NASDAQ Commodity Petroleum Index TR (NQCIPETR) -16.88
NASDAQ Commodity Lead Index TR (NQCIPBTR) -6.57
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -3.45

200-day Returns


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 15.73
NASDAQ Commodity Petroleum Index TR (NQCIPETR) -8.12
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -8.93
NASDAQ Commodity Tin Index TR (NQCISNTR) -10.31
NASDAQ Commodity Crude Oil Index TR (NQCICLTR) -11.04
bottom 5
NASDAQ Commodity Lead Index TR (NQCIPBTR) -21.51
NASDAQ Commodity Nickel Index TR (NQCINITR) -21.12
NASDAQ Commodity Crude Oil Index TR (NQCICLTR) -11.04
NASDAQ Commodity Tin Index TR (NQCISNTR) -10.31
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -8.93

50-day Acceleration


top 5
NASDAQ Commodity Nickel Index TR (NQCINITR) 2.34
NASDAQ Commodity Lead Index TR (NQCIPBTR) 0.54
NASDAQ Commodity Palladium Index TR (NQCIPATR) 0.53
NASDAQ Commodity Tin Index TR (NQCISNTR) -0.40
NASDAQ Commodity Petroleum Index TR (NQCIPETR) -2.36
bottom 5
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -3.16
NASDAQ Commodity Crude Oil Index TR (NQCICLTR) -2.97
NASDAQ Commodity Petroleum Index TR (NQCIPETR) -2.36
NASDAQ Commodity Tin Index TR (NQCISNTR) -0.40
NASDAQ Commodity Palladium Index TR (NQCIPATR) 0.53

100-day Acceleration


top 5
NASDAQ Commodity Nickel Index TR (NQCINITR) 5.51
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) 0.61
NASDAQ Commodity Lead Index TR (NQCIPBTR) 0.41
NASDAQ Commodity Tin Index TR (NQCISNTR) 0.22
NASDAQ Commodity Petroleum Index TR (NQCIPETR) -1.60
bottom 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) -2.59
NASDAQ Commodity Crude Oil Index TR (NQCICLTR) -1.77
NASDAQ Commodity Petroleum Index TR (NQCIPETR) -1.60
NASDAQ Commodity Tin Index TR (NQCISNTR) 0.22
NASDAQ Commodity Lead Index TR (NQCIPBTR) 0.41

Check out our international momentum dashboard here.

Options Weekly 08.12.2018

Summary: Dec NIFTY 11000 calls added 17,26,425 contracts while 10700 calls shed 7,34,100. On the Put side of the equation, the 10300 strike added 12,91,275 while the 10500’s shed 10,04,325.

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC 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