Options Weekly 11.08.2018

Summary: Aug NIFTY 11600 calls added 12,40,350 contracts while 11400 calls shed 6,43,800. On the Put side of the equation, the 11400 strike added 24,58,800 while the 10700’s shed 5,35,800.

AUG NIFTY OI

AUG NIFTY OI chart

AUG BANKNIFTY OI

AUG BANKNIFTY OI chart

AUG NIFTY Volatility

AUG NIFTY Volatility chart

AUG BANKNIFTY Volatility

AUG 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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