Tag: weekly

Options Weekly 07.12.2019

Summary: Dec NIFTY 12100 calls added 24,93,225 contracts while 12400 calls shed 40,500. On the Put side of the equation, the 11900 strike added 13,77,450 while the 12100’s shed 86,925.

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 04.12.2019

52-week Highs



NASDAQ Commodity Coffee Index TR (NQCIKCTR)

52w H 13143757 png
NASDAQ Commodity Palladium Index TR (NQCIPATR)

52w H 13143810 png

52-week Lows



NASDAQ Commodity Natural Gas Index TR (NQCINGTR)

52w L 13143798 png
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR)

52w L 13143821 png

100-day Returns


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 19.34
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 10.28
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) -8.50
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) -11.60
bottom 5
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) -11.60
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) -8.50
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 10.28
NASDAQ Commodity Palladium Index TR (NQCIPATR) 19.34

200-day Returns


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 28.64
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 11.59
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) -7.61
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) -21.01
bottom 5
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) -21.01
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) -7.61
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 11.59
NASDAQ Commodity Palladium Index TR (NQCIPATR) 28.64

50-day Acceleration


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 2.23
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) 0.26
NASDAQ Commodity Coffee Index TR (NQCIKCTR) -2.36
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) -4.99
bottom 5
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) -4.99
NASDAQ Commodity Coffee Index TR (NQCIKCTR) -2.36
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) 0.26
NASDAQ Commodity Palladium Index TR (NQCIPATR) 2.23

100-day Acceleration


top 5
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 8.70
NASDAQ Commodity Palladium Index TR (NQCIPATR) 2.48
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) 1.09
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) -8.80
bottom 5
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) -8.80
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) 1.09
NASDAQ Commodity Palladium Index TR (NQCIPATR) 2.48
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 8.70

Check out our international momentum dashboard here.

NASDAQ OMX Commodities Index Update 01.12.2019

52-week Highs



NASDAQ Commodity Palladium Index TR (NQCIPATR)

52w H 13143810 png
NASDAQ Commodity Gasoline Index TR (NQCIRBTR)

52w H 13143773 png

52-week Lows



NASDAQ Commodity Natural Gas Index TR (NQCINGTR)

52w L 13143798 png
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR)

52w L 13143821 png

100-day Returns


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 14.99
NASDAQ Commodity Gasoline Index TR (NQCIRBTR) -4.60
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) -7.78
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) -17.26
bottom 5
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) -17.26
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) -7.78
NASDAQ Commodity Gasoline Index TR (NQCIRBTR) -4.60
NASDAQ Commodity Palladium Index TR (NQCIPATR) 14.99

200-day Returns


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 34.06
NASDAQ Commodity Gasoline Index TR (NQCIRBTR) 18.56
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) -8.11
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) -23.63
bottom 5
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) -23.63
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) -8.11
NASDAQ Commodity Gasoline Index TR (NQCIRBTR) 18.56
NASDAQ Commodity Palladium Index TR (NQCIPATR) 34.06

50-day Acceleration


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 6.85
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) 0.23
NASDAQ Commodity Gasoline Index TR (NQCIRBTR) 0.00
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) -5.86
bottom 5
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) -5.86
NASDAQ Commodity Gasoline Index TR (NQCIRBTR) 0.00
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) 0.23
NASDAQ Commodity Palladium Index TR (NQCIPATR) 6.85

100-day Acceleration


top 5
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) 22.01
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) 2.24
NASDAQ Commodity Palladium Index TR (NQCIPATR) 0.90
NASDAQ Commodity Gasoline Index TR (NQCIRBTR) -0.19
bottom 5
NASDAQ Commodity Gasoline Index TR (NQCIRBTR) -0.19
NASDAQ Commodity Palladium Index TR (NQCIPATR) 0.90
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) 2.24
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) 22.01

Check out our international momentum dashboard here.

Options Weekly 30.11.2019

Summary: Dec NIFTY 12100 calls added 20,99,325 contracts while 11800 calls shed 36,825. On the Put side of the equation, the 12000 strike added 20,00,175 while the 11400’s shed 1,66,200.

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