Options Weekly 16.11.2019

Summary: Nov NIFTY 12000 calls added 20,55,975 contracts while 11850 calls shed 1,21,875. On the Put side of the equation, the 11800 strike added 15,67,875 while the 11450’s shed 21,000.

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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