Options Weekly 01.08.2020

Summary: Aug NIFTY 11200 calls added 25,05,675 contracts while 11700 calls shed 38,625. On the Put side of the equation, the 11000 strike added 17,25,525 while the 10200’s shed 5,73,375.

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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