Options Weekly 26.01.2019

Summary: Jan NIFTY 10900 calls added 17,80,725 contracts while 11500 calls shed 8,48,475. On the Put side of the equation, the 10900 strike added 6,35,025 while the 10900’s shed 11,75,925.

JAN NIFTY OI

JAN NIFTY OI chart

JAN BANKNIFTY OI

JAN BANKNIFTY OI chart

JAN NIFTY Volatility

JAN NIFTY Volatility chart

JAN BANKNIFTY Volatility

JAN 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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