Summary: Sep NIFTY 12500 calls added 30,72,450 contracts while 11950 calls shed 83,775. On the Put side of the equation, the 11000 strike added 18,09,375 while the 11500’s shed 4,02,300.
SEP NIFTY OI
SEP BANKNIFTY OI
SEP NIFTY Volatility
SEP BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Nifty 50 Returns Density Plot
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