Rajandran R Creator of OpenAlgo - OpenSource Algo Trading framework for Indian Traders. Telecom Engineer turned Full-time Derivative Trader. Mostly Trading Nifty, Banknifty, High Liquid Stock Derivatives. Trading the Markets Since 2006 onwards. Using Market Profile and Orderflow for more than a decade. Designed and published 100+ open source trading systems on various trading tools. Strongly believe that market understanding and robust trading frameworks are the key to the trading success. Building Algo Platforms, Writing about Markets, Trading System Design, Market Sentiment, Trading Softwares & Trading Nuances since 2007 onwards. Author of Marketcalls.in

Volatility Distribution in Nifty Options

15 sec read


[wp_ad_camp_5]

 
Iam just very curious about the volatility distribution among the various strike price of Nifty Options. And From the chart it is observed that ITM(in the money options have low volatility when compared to OTM(out of the money options). Volatility is almost dead in 5100,5200 Calls and Puts of 25Mar 2010 option series .And more over Calls have more volatility when compared to put options in all the strike prices

Rajandran R Creator of OpenAlgo - OpenSource Algo Trading framework for Indian Traders. Telecom Engineer turned Full-time Derivative Trader. Mostly Trading Nifty, Banknifty, High Liquid Stock Derivatives. Trading the Markets Since 2006 onwards. Using Market Profile and Orderflow for more than a decade. Designed and published 100+ open source trading systems on various trading tools. Strongly believe that market understanding and robust trading frameworks are the key to the trading success. Building Algo Platforms, Writing about Markets, Trading System Design, Market Sentiment, Trading Softwares & Trading Nuances since 2007 onwards. Author of Marketcalls.in

Nifty Futures Hourly Exhaustion Post Budget Announcement and Tax…

Following the recent budget announcement, the market sentiment in the Nifty Futures has shown signs of seller exhaustion. As observed in the hourly chart,...
Rajandran R
2 min read

Analyzing Bank Nifty: Dual Momentum Top and Market Profile…

The Bank Nifty chart showcases a fascinating pattern known as the “Dual Momentum Top,” indicating potential short-term bearishness. Let’s dive into the details of...
Rajandran R
1 min read

Options Explosion: Why 45.5 Lakh Traders Are Betting Big…

Hey traders! Ever wondered how you stack up against the crowd in the NSE? The Indian stock market is witnessing an unprecedented surge in...
Rajandran R
3 min read

One Reply to “Volatility Distribution in Nifty Options”

  1. Can you ellaborate that what does this chart indicate? How can I analyze the market by using this chart?

Leave a Reply

Get Notifications, Alerts on Market Updates, Trading Tools, Automation & More