Options Weekly 12.06.2021

Summary: Jun NIFTY 16000 calls added 28,09,125 contracts while 15700 calls shed 4,53,300. On the Put side of the equation, the 15000 strike added 35,25,150 while the 14800’s shed 5,40,150.

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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