Options Weekly 23.05.2020

Summary: May NIFTY 9300 calls added 12,30,225 contracts while 10500 calls shed 5,15,700. On the Put side of the equation, the 8800 strike added 14,83,950 while the 9100’s shed 5,95,725.

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

Comments are closed, but trackbacks and pingbacks are open.