Summary: May NIFTY 17000 calls added 61,62,250 contracts while 16900 calls shed 5,63,450. On the Put side of the equation, the 15000 strike added 31,49,400 while the 15900’s shed 7,69,400.
MAY NIFTY OI
MAY BANKNIFTY OI
MAY NIFTY Volatility
MAY BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Nifty 50 Returns Density Plot
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