Options Weekly 15.09.2018

Summary: Sep NIFTY 11400 calls added 16,98,375 contracts while 11600 calls shed 10,06,500. On the Put side of the equation, the 11500 strike added 15,89,700 while the 11500’s shed 14,26,950.

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.

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