Options Weekly 14.09.2019

Summary: Sep NIFTY 11100 calls added 17,81,775 contracts while 11000 calls shed 3,13,050. On the Put side of the equation, the 11000 strike added 26,83,725 while the 10500’s shed 1,49,925.

SEP NIFTY OI

SEP NIFTY OI chart

SEP BANKNIFTY OI

SEP BANKNIFTY OI chart

SEP NIFTY Volatility

SEP NIFTY Volatility chart

SEP BANKNIFTY Volatility

SEP 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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