Options Weekly 01.12.2018

Summary: Dec NIFTY 10900 calls added 11,53,800 contracts while 11000 calls shed 1,81,050. On the Put side of the equation, the 10700 strike added 22,63,875 while the 10500’s shed 5,04,300.

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

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

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