Tag: weekly

Options Weekly 16.10.2021

Summary: Oct NIFTY 19000 calls added 19,08,700 contracts while 17800 calls shed 2,53,400. On the Put side of the equation, the 18100 strike added 18,83,200 while the 17100’s shed 1,63,500.

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

OCT 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

Options Weekly 09.10.2021

Summary: Oct NIFTY 18000 calls added 33,65,600 contracts while 17700 calls shed 5,00,050. On the Put side of the equation, the 17800 strike added 31,95,050 while the 16700’s shed 1,26,950.

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

OCT 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

Options Weekly 02.10.2021

Summary: Oct NIFTY 18500 calls added 45,76,850 contracts while 18250 calls shed 1,62,350. On the Put side of the equation, the 17400 strike added 27,86,150 while the 17600’s shed 4,06,100.

OCT NIFTY OI

OCT NIFTY OI chart

OCT BANKNIFTY OI

OCT BANKNIFTY OI chart

OCT NIFTY Volatility

OCT NIFTY Volatility chart

OCT BANKNIFTY Volatility

OCT 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

Options Weekly 25.09.2021

Summary: Sep NIFTY 18500 calls added 48,63,550 contracts while 17500 calls shed 11,07,550. On the Put side of the equation, the 17700 strike added 35,81,450 while the 17400’s shed 5,24,300.

SEP NIFTY OI

SEP NIFTY OI chart

SEP BANKNIFTY OI

SEP BANKNIFTY OI chart

SEP NIFTY Volatility

SEP NIFTY Volatility chart

SEP BANKNIFTY Volatility

SEP 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

Options Weekly 18.09.2021

Summary: Sep NIFTY 18500 calls added 54,61,750 contracts while 17400 calls shed 3,20,750. On the Put side of the equation, the 17000 strike added 33,82,200 while the 16500’s shed 78,800.

SEP NIFTY OI

SEP NIFTY OI chart

SEP BANKNIFTY OI

SEP BANKNIFTY OI chart

SEP NIFTY Volatility

SEP NIFTY Volatility chart

SEP BANKNIFTY Volatility

SEP 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