Options Weekly 15.05.2021

Summary: May NIFTY 15500 calls added 46,93,950 contracts while 15400 calls shed 73,725. On the Put side of the equation, the 14000 strike added 19,60,875 while the 13600’s shed 1,78,800.

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

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