Options Weekly 21.11.2020

Summary: Nov NIFTY 13500 calls added 22,10,925 contracts while 12700 calls shed 5,01,300. On the Put side of the equation, the 12800 strike added 34,73,925 while the 12000’s shed 5,14,350.

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI chart

NOV NIFTY Volatility

NOV NIFTY Volatility chart

NOV BANKNIFTY Volatility

NOV 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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