Options Weekly 08.12.2018

Summary: Dec NIFTY 11000 calls added 17,26,425 contracts while 10700 calls shed 7,34,100. On the Put side of the equation, the 10300 strike added 12,91,275 while the 10500’s shed 10,04,325.

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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