Options Weekly 23.10.2021

Summary: Oct NIFTY 18200 calls added 56,64,250 contracts while 18000 calls shed 10,11,150. On the Put side of the equation, the 18200 strike added 20,86,500 while the 18500’s shed 10,11,100.

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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