Options Weekly 03.07.2021

Summary: Jul NIFTY 15800 calls added 40,89,750 contracts while 17000 calls shed 2,32,350. On the Put side of the equation, the 15700 strike added 26,60,025 while the 15300’s shed 63,225.

JUL NIFTY OI

JUL NIFTY OI chart

JUL BANKNIFTY OI

JUL BANKNIFTY OI chart

JUL NIFTY Volatility

JUL NIFTY Volatility chart

JUL BANKNIFTY Volatility

JUL 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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