Tag: open interest

Options Weekly 04.03.2023

Summary: Mar NIFTY 18000 calls added 65,14,850 contracts while 17400 calls shed 44,21,500. On the Put side of the equation, the 17500 strike added 80,10,000 while the 16850’s shed 4,60,800.

MAR NIFTY OI

MAR NIFTY OI chart

MAR BANKNIFTY OI

MAR BANKNIFTY OI chart

MAR NIFTY Volatility

MAR NIFTY Volatility chart

MAR BANKNIFTY Volatility

MAR 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