Options Weekly 13.04.2019

Summary: Apr NIFTY 11700 calls added 15,69,525 contracts while 11700 calls shed 1,75,575. On the Put side of the equation, the 11600 strike added 15,51,750 while the 11100’s shed 24,000.

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

APR 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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