Options Weekly 30.11.2019

Summary: Dec NIFTY 12100 calls added 20,99,325 contracts while 11800 calls shed 36,825. On the Put side of the equation, the 12000 strike added 20,00,175 while the 11400’s shed 1,66,200.

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

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