Options Weekly 24.07.2021

Summary: Jul NIFTY 16000 calls added 36,01,050 contracts while 15700 calls shed 16,43,700. On the Put side of the equation, the 15800 strike added 34,97,050 while the 15900’s shed 9,74,550.

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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