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 BANKNIFTY OI
DEC NIFTY Volatility
DEC BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Nifty 50 Returns Density Plot
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