Options Weekly 12.10.2019

Summary: Oct NIFTY 11400 calls added 14,68,575 contracts while 10900 calls shed 1,425. On the Put side of the equation, the 11000 strike added 11,34,525 while the 10500’s shed 54,150.

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

OCT 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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