Options Weekly 07.08.2021

Summary: Aug NIFTY 16300 calls added 33,39,100 contracts while 15900 calls shed 2,90,750. On the Put side of the equation, the 16000 strike added 29,75,250 while the 16300’s shed 5,67,700.

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

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