Options Weekly 15.02.2020

Summary: Feb NIFTY 12200 calls added 24,73,125 contracts while 12000 calls shed 46,050. On the Put side of the equation, the 12000 strike added 13,83,900 while the 11500’s shed 4,10,925.

FEB NIFTY OI

FEB NIFTY OI chart

FEB BANKNIFTY OI

FEB BANKNIFTY OI chart

FEB NIFTY Volatility

FEB NIFTY Volatility chart

FEB BANKNIFTY Volatility

FEB 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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