Options Weekly 04.05.2019

Summary: May NIFTY 11800 calls added 23,41,725 contracts while 13000 calls shed 375. On the Put side of the equation, the 11700 strike added 16,80,675 while the 10500’s shed 11,925.

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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