Options Weekly 16.07.2022

Summary: Jul NIFTY 16600 calls added 45,31,350 contracts while 15900 calls shed 3,90,050. On the Put side of the equation, the 16000 strike added 42,82,100 while the 14900’s shed 1,80,000.

JUL NIFTY OI

JUL NIFTY OI chart

JUL BANKNIFTY OI

JUL BANKNIFTY OI chart

JUL NIFTY Volatility

JUL NIFTY Volatility chart

JUL BANKNIFTY Volatility

JUL 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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