Options Weekly 17.11.2018

Summary: Nov NIFTY 10800 calls added 11,02,650 contracts while 10600 calls shed 6,96,300. On the Put side of the equation, the 10600 strike added 9,99,675 while the 10000’s shed 6,76,425.

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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