Options Weekly 28.08.2021

Summary: Sep NIFTY 17000 calls added 33,35,000 contracts while 17200 calls shed 9,28,500. On the Put side of the equation, the 16600 strike added 40,71,600 while the 15900’s shed 2,23,600.

SEP NIFTY OI

SEP NIFTY OI chart

SEP BANKNIFTY OI

SEP BANKNIFTY OI chart

SEP NIFTY Volatility

SEP NIFTY Volatility chart

SEP BANKNIFTY Volatility

SEP 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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