Nasdaq 100 (NDX) Index — Quote, Chart & Technicals | Frenzy Capital
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
- 52-Week Range
- $18472.71 – $26248.62
- YTD
- +12.96%
- IV Rank (30D)
- 0
- Straddle Price
- $3287.15
- P/C Vol Ratio
- 0.49
Nasdaq 100 (NDX) INDEX
Modified capitalization-weighted index of the 100 largest non-financial companies on the Nasdaq, dominated by technology firms.
| Month | Avg Return | Years of Data |
|---|---|---|
| Jan | +0.24% | 20 |
| Feb | +0.14% | 20 |
| Mar | +0.99% | 20 |
| Apr | +2.67% | 20 |
| May | +1.35% | 21 |
| Jun | +0.70% | 20 |
| Jul | +2.80% | 20 |
| Aug | +0.41% | 20 |
| Sep | -0.35% | 20 |
| Oct | +1.12% | 20 |
| Nov | +1.67% | 20 |
| Dec | +0.41% | 20 |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
Momentum Oscillators
Volume & Volatility
Data Summary
LLM Stock Analysis Report
Executive Summary
Overall assessment: BULLISH (confidence level: 8/10)
Key drivers:
- Strong technical signals, including a bullish MACD crossover
- Overbought RSI indicating potential sell signal, but no immediate reversal signs
Primary risks:
- High volatility, with beta above 1.3, increasing the risk of large price movements
- Recent news headlines not available, making it difficult to assess sentiment impact
Investment thesis: NDX is poised for a medium-term uptrend, driven by strong technical momentum and low historical volatility.
Recent news sentiment impact: None, as no recent news headlines are available.
| Published | Title | Publisher | Sentiment |
|---|
- IV Rank (30D)
- 0
- IV Rank (7D)
- 0
- Avg IV
- 26.5%
- Straddle (30D)
- $3287.15
- Straddle (7D)
- $3018.45
- P/C Volume
- 0.49
Each spread is ranked by a composite score built in three stages. Full documentation →
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
RR25 and BF25 from the live options chain. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Enter a ticker to render the implied volatility surface.
- Beta (1Y vs SPY)
- 1.30
- Correlation (SPY)
- 95.7%
- R²
- 0.92
- Ann. Volatility
- 16.4%
- SPY Volatility
- 12.1%
High volatility - stock moves more than market
Quarterly filings sourced from SEC 10-Q / 10-K reports. TTM tiles aggregate the most recent four quarters; bars show the last ~12 quarters oldest → newest.
- Revenue — top-line sales. Look for consistent YoY growth; seasonal businesses need same-quarter comparisons (Q4 '24 vs Q4 '23).
- Net Income — bottom-line profit after all expenses. Can be volatile from one-time items; red bars = net loss.
- Diluted EPS — net income per share assuming options/converts are exercised. Direct input to the P/E ratio.
- Operating Cash Flow — cash generated from core operations, before capex and financing. Harder to manipulate than net income; growing OCF is a quality signal.
- Sequential growth — quarter-over-quarter trend. Accelerating bars are a momentum signal.
- YoY growth — compare to the same quarter a year earlier to remove seasonality.
- Quality — OCF should roughly track Net Income over time. Large divergence (net income ≫ OCF) flags accruals risk.
- Margins — scan the bar ratios: Net Income / Revenue tells you margin trend without needing a separate chart.
TTM (trailing-twelve-month) smooths seasonality and is used for the P/E calculation. Filings appear 30–90 days after the period closes.