Summary: Feb NIFTY 18100 calls added 10,25,750 contracts while 17900 calls shed 11,900. On the Put side of the equation, the 18100 strike added 9,55,650 while the 17000’s shed 1,46,850.
JAN NIFTY OI
JAN BANKNIFTY OI
FEB NIFTY OI
FEB BANKNIFTY OI
JAN NIFTY Volatility
JAN BANKNIFTY Volatility
FEB NIFTY Volatility
FEB BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Nifty 50 Returns Density Plot
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