Options Weekly 27.04.2019

Summary: May NIFTY 11800 calls added 19,15,125 contracts while 11600 calls shed 75,750. On the Put side of the equation, the 11700 strike added 19,32,975 while the 11800’s shed 37,425.

MAY NIFTY OI

MAY NIFTY OI chart

MAY BANKNIFTY OI

MAY BANKNIFTY OI chart

MAY NIFTY Volatility

MAY NIFTY Volatility chart

MAY BANKNIFTY Volatility

MAY 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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