Options Weekly 20.04.2019

Summary: Apr NIFTY 11800 calls added 12,38,850 contracts while 12000 calls shed 8,15,625. On the Put side of the equation, the 11800 strike added 13,84,800 while the 11200’s shed 4,49,475.

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

Comments are closed, but trackbacks and pingbacks are open.