Rajandran R Follow Founder of Marketcalls and Co-Founder Algomojo. Full-Time Derivative Trader. Expert in Designing Trading Systems (Amibroker, Ninjatrader, Metatrader, Python, Pinescript). Trading the markets since 2006. Mentoring Traders on Trading System Designing, Market Profile, Orderflow and Trade Automation.

Volatility Distribution in Nifty Options

March 12, 2010 15 sec read

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

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One Reply to “Volatility Distribution in Nifty Options”

Markethypothesis says:

March 12, 2010 at 2:25 pm

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

Volatility Distribution in Nifty Options

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One Reply to “Volatility Distribution in Nifty Options”

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