Options Weekly 11.05.2019

Summary: May NIFTY 11500 calls added 20,67,675 contracts while 11900 calls shed 36,450. On the Put side of the equation, the 11000 strike added 11,85,000 while the 11500’s shed 3,08,550.

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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