Options Weekly 31.07.2021

Summary: Aug NIFTY 15900 calls added 41,36,150 contracts while 15700 calls shed 3,30,800. On the Put side of the equation, the 15700 strike added 24,85,050 while the 15850’s shed 99,150.

AUG NIFTY OI

AUG NIFTY OI chart

AUG BANKNIFTY OI

AUG BANKNIFTY OI chart

AUG NIFTY Volatility

AUG NIFTY Volatility chart

AUG BANKNIFTY Volatility

AUG 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.