Summary: Oct NIFTY 8200 calls added 825,925 contracts while 8600 calls shed 150,375. On the Put side of the equation, the 8000 strike added 329,925 while the 7900’s shed 339,575.
Our trend model indicates a LONG on the NIFTY and LONG on the BANKNIFTY.
OCT NIFTY OI
OCT BANKNIFTY OI
OCT NIFTY Volatility
OCT BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
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