Options Weekly 15.01.2022

Summary: Jan NIFTY 19000 calls added 74,49,600 contracts while 18000 calls shed 94,300. On the Put side of the equation, the 18200 strike added 50,71,000 while the 17000’s shed 2,65,000.

JAN NIFTY OI

JAN NIFTY OI chart

JAN BANKNIFTY OI

JAN BANKNIFTY OI chart

JAN NIFTY Volatility

JAN NIFTY Volatility chart

JAN BANKNIFTY Volatility

JAN 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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