Options Weekly 05.06.2021

Summary: Jun NIFTY 15700 calls added 32,41,950 contracts while 15500 calls shed 1,38,675. On the Put side of the equation, the 15500 strike added 26,16,825 while the 14600’s shed 4,34,850.

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

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