Options Weekly 12.05.2018

Summary: May NIFTY 11200 calls added 6,87,750 contracts while 10700 calls shed 7,34,700. On the Put side of the equation, the 10700 strike added 24,67,500 while the 10400’s shed 5,30,850.

MAY NIFTY OI

MAY NIFTY OI chart

MAY BANKNIFTY OI

MAY BANKNIFTY OI chart

MAY NIFTY Volatility

MAY NIFTY Volatility chart

MAY BANKNIFTY Volatility

MAY 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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