Options Weekly 09.10.2021

Summary: Oct NIFTY 18000 calls added 33,65,600 contracts while 17700 calls shed 5,00,050. On the Put side of the equation, the 17800 strike added 31,95,050 while the 16700’s shed 1,26,950.

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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