Options Weekly 13.10.2018

Summary: Oct NIFTY 10500 calls added 36,29,250 contracts while 11300 calls shed 14,07,150. On the Put side of the equation, the 10000 strike added 23,09,250 while the 10500’s shed 26,14,575.

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

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

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