Options Weekly 10.08.2019

Summary: Aug NIFTY 11500 calls added 1,21,125 contracts while 10900 calls shed 4,275. On the Put side of the equation, the 11000 strike added 1,15,500 while the 11000’s shed 300.

AUG NIFTY OI

AUG NIFTY OI chart

AUG BANKNIFTY OI

AUG BANKNIFTY OI chart

AUG NIFTY Volatility

AUG NIFTY Volatility chart

AUG BANKNIFTY Volatility

AUG 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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