Options Weekly 09.06.2018

Summary: Jun NIFTY 10800 calls added 19,91,550 contracts while 11000 calls shed 5,71,725. On the Put side of the equation, the 10700 strike added 22,15,500 while the 9500’s shed 5,21,700.

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

JUN 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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