Options Weekly 11.12.2021

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 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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