Options Weekly 13.02.2021

Summary: Feb NIFTY 16000 calls added 24,80,325 contracts while 15000 calls shed 15,450. On the Put side of the equation, the 14000 strike added 19,74,900 while the 13900’s shed 1,29,375.

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

Comments are closed, but trackbacks and pingbacks are open.