Options Daily 12.10.2015

Summary: Oct NIFTY 8200 calls added 234,600 contracts while 8500 calls shed 152,125. On the Put side of the equation, the 8200 strike added 686,050 while the 7900’s shed 440,275.

Our trend model indicates a LONG on the NIFTY and LONG on the BANKNIFTY.

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

OCT BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

VIX kernel density plot

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