Summary: Dec NIFTY 18000 calls added 40,06,200 contracts while 17200 calls shed 1,28,900. On the Put side of the equation, the 17400 strike added 30,50,100 while the 15500’s shed 1,40,750.
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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