Options Weekly 17.10.2020

Summary: Oct NIFTY 12000 calls added 28,98,900 contracts while 11600 calls shed 21,600. On the Put side of the equation, the 11000 strike added 22,00,650 while the 11100’s shed 68,325.

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

OCT 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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