Options Weekly 04.09.2021

Summary: Sep NIFTY 18000 calls added 52,69,650 contracts while 17200 calls shed 8,05,550. On the Put side of the equation, the 17000 strike added 30,48,350 while the 16100’s shed 2,20,900.

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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