Options Weekly 15.12.2018

Summary: Dec NIFTY 11000 calls added 19,62,375 contracts while 10700 calls shed 17,16,825. On the Put side of the equation, the 10600 strike added 21,05,250 while the 10200’s shed 14,23,275.

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

Comments are closed, but trackbacks and pingbacks are open.