Options Weekly 14.07.2018

Summary: Jul NIFTY 11200 calls added 14,60,475 contracts while 10900 calls shed 15,45,975. On the Put side of the equation, the 10800 strike added 34,17,675 while the 10300’s shed 5,57,175.

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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