Options Weekly 07.07.2018

Summary: Jul NIFTY 10800 calls added 13,26,675 contracts while 10700 calls shed 4,63,125. On the Put side of the equation, the 10700 strike added 19,88,325 while the 12350’s shed 3,91,575.

JUL NIFTY OI

JUL NIFTY OI chart

JUL BANKNIFTY OI

JUL BANKNIFTY OI chart

JUL NIFTY Volatility

JUL NIFTY Volatility chart

JUL BANKNIFTY Volatility

JUL 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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