Options Weekly 07.10.2017

Summary: Oct NIFTY 10000 calls added 20,90,400 contracts while 10000 calls shed 12,21,975. On the Put side of the equation, the 9800 strike added 36,37,875 while the 9200’s shed 3,67,575.

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

Comments are closed, but trackbacks and pingbacks are open.