Summary: Aug NIFTY 18000 calls added 61,25,300 contracts while 17300 calls shed 2,10,300. On the Put side of the equation, the 17000 strike added 39,50,900 while the 15500’s shed 3,71,050.
AUG NIFTY OI
AUG BANKNIFTY OI
AUG NIFTY Volatility
AUG BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Nifty 50 Returns Density Plot
Comments are closed, but trackbacks and pingbacks are open.