Options Weekly 02.10.2021

Summary: Oct NIFTY 18500 calls added 45,76,850 contracts while 18250 calls shed 1,62,350. On the Put side of the equation, the 17400 strike added 27,86,150 while the 17600’s shed 4,06,100.

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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