Options Weekly 02.03.2019

Summary: Mar NIFTY 11000 calls added 11,87,400 contracts while 11000 calls shed 58,125. On the Put side of the equation, the 10800 strike added 14,39,700 while the 10400’s shed 65,325.

MAR NIFTY OI

MAR NIFTY OI chart

MAR BANKNIFTY OI

MAR BANKNIFTY OI chart

MAR NIFTY Volatility

MAR NIFTY Volatility chart

MAR BANKNIFTY Volatility

MAR 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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