Options Weekly 30.07.2022

Summary: Aug NIFTY 17600 calls added 48,48,450 contracts while 16900 calls shed 11,31,150. On the Put side of the equation, the 17000 strike added 60,05,750 while the 16000’s shed 19,73,750.

AUG NIFTY OI

AUG NIFTY OI chart

AUG BANKNIFTY OI

AUG BANKNIFTY OI chart

AUG NIFTY Volatility

AUG NIFTY Volatility chart

AUG BANKNIFTY Volatility

AUG 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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