Options Weekly 13.07.2019

Summary: Jul NIFTY 11600 calls added 18,22,125 contracts while 12100 calls shed 1,05,825. On the Put side of the equation, the 11500 strike added 12,05,625 while the 11700’s shed 45,300.

JUL NIFTY OI

JUL NIFTY OI chart

JUL BANKNIFTY OI

JUL BANKNIFTY OI chart

JUL NIFTY Volatility

JUL NIFTY Volatility chart

JUL BANKNIFTY Volatility

JUL 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.