Options Weekly 30.10.2021

Summary: Nov NIFTY 18200 calls added 3,80,900 contracts while 18800 calls shed 22,150. On the Put side of the equation, the 17700 strike added 3,73,750 while the 18000’s shed 76,700.

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI chart

NOV NIFTY Volatility

NOV NIFTY Volatility chart

NOV BANKNIFTY Volatility

NOV 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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