Options Weekly 23.01.2021

Summary: Jan NIFTY 14700 calls added 30,44,625 contracts while 14500 calls shed 6,87,450. On the Put side of the equation, the 14600 strike added 14,49,975 while the 14600’s shed 8,47,950.

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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