Options Weekly 04.01.2020

Summary: Jan NIFTY 12300 calls added 20,41,725 contracts while 12100 calls shed 11,250. On the Put side of the equation, the 12200 strike added 19,37,175 while the 12300’s shed 4,38,450.

JAN NIFTY OI

JAN NIFTY OI chart

JAN BANKNIFTY OI

JAN BANKNIFTY OI chart

JAN NIFTY Volatility

JAN NIFTY Volatility chart

JAN BANKNIFTY Volatility

JAN 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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