Options Weekly 10.11.2018

Summary: Nov NIFTY 11000 calls added 11,68,050 contracts while 10400 calls shed 9,18,450. On the Put side of the equation, the 10500 strike added 15,79,500 while the 10200’s shed 7,27,050.

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI chart

NOV NIFTY Volatility

NOV NIFTY Volatility chart

NOV BANKNIFTY Volatility

NOV 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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