Options Weekly 27.03.2021

Summary: Apr NIFTY 15000 calls added 33,57,150 contracts while 16000 calls shed 2,22,825. On the Put side of the equation, the 14000 strike added 24,02,325 while the 14700’s shed 1,24,500.

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

APR 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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