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 BANKNIFTY OI
NOV NIFTY Volatility
NOV BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Nifty 50 Returns Density Plot
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