Options Weekly 05.09.2020

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 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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