Options Weekly 14.05.2022

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 NIFTY OI chart

MAY BANKNIFTY OI

MAY BANKNIFTY OI chart

MAY NIFTY Volatility

MAY NIFTY Volatility chart

MAY BANKNIFTY Volatility

MAY 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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