Options Weekly 14.08.2021

Summary: Aug NIFTY 16500 calls added 7,61,350 contracts while 16300 calls shed 5,28,950. On the Put side of the equation, the 16500 strike added 21,71,350 while the 15000’s shed 12,05,450.

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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