Options Weekly 09.11.2019

Summary: Nov NIFTY 12000 calls added 24,92,100 contracts while 11700 calls shed 1,49,850. On the Put side of the equation, the 11900 strike added 14,48,100 while the 12000’s shed 2,23,425.

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI chart

NOV NIFTY Volatility

NOV NIFTY Volatility chart

NOV BANKNIFTY Volatility

NOV 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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