Options Weekly 29.05.2021

Summary: Jun NIFTY 16000 calls added 39,08,700 contracts while 15300 calls shed 5,97,075. On the Put side of the equation, the 15300 strike added 24,91,875 while the 14100’s shed 3,68,325.

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

JUN 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

Comments are closed, but trackbacks and pingbacks are open.