Options Weekly 27.11.2021

Summary: Dec NIFTY 17500 calls added 56,01,050 contracts while 18600 calls shed 78,250. On the Put side of the equation, the 17000 strike added 32,61,050 while the 17500’s shed 17,30,150.

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC 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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