Options Weekly 03.12.2016

Summary: Dec NIFTY 8300 calls added 22,13,025 contracts while 8000 calls shed 9,14,525. On the Put side of the equation, the 8100 strike added 22,35,900 while the 8200’s shed 7,37,250.

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

Comments are closed, but trackbacks and pingbacks are open.