Options Weekly 04.12.2021

Summary: Dec NIFTY 18000 calls added 57,64,250 contracts while 17100 calls shed 7,13,700. On the Put side of the equation, the 17000 strike added 28,55,950 while the 17300’s shed 13,26,950.

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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