Options Weekly 08.09.2018

Summary: Sep NIFTY 11800 calls added 19,31,325 contracts while 8600 calls shed 8,11,425. On the Put side of the equation, the 11500 strike added 21,09,375 while the 11700’s shed 8,76,525.

SEP NIFTY OI

SEP NIFTY OI chart

SEP BANKNIFTY OI

SEP BANKNIFTY OI chart

SEP NIFTY Volatility

SEP NIFTY Volatility chart

SEP BANKNIFTY Volatility

SEP 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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