Options Weekly 07.12.2019

Summary: Dec NIFTY 12100 calls added 24,93,225 contracts while 12400 calls shed 40,500. On the Put side of the equation, the 11900 strike added 13,77,450 while the 12100’s shed 86,925.

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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