Options Weekly 23.07.2022

Summary: Jul NIFTY 17000 calls added 36,93,800 contracts while 16000 calls shed 13,80,700. On the Put side of the equation, the 16500 strike added 66,39,950 while the 15500’s shed 14,22,550.

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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