Markets are currently up 1.4% but VIX has dropped 18% (now 14%). This has led to a peculiar situation where markets have rallied but option buyers have lost. The culprit is VIX which this time again has helped option writers. In other words, even though markets are up, option writers have not lost.
Biggest losers are those who bought out-of-money calls AND puts on Friday... they have lost both on calls and puts.
NIFTY futures intraday chart...
6400 call...
6500 call....
Biggest losers are those who bought out-of-money calls AND puts on Friday... they have lost both on calls and puts.
NIFTY futures intraday chart...
6400 call...
6500 call....
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