Summary: Sep NIFTY 17600 calls added 64,56,650 contracts while 18800 calls shed 5,22,000. On the Put side of the equation, the 17200 strike added 31,03,550 while the 17700’s shed 16,22,300.Dotted lines indicated actual underlying volatility. Solid lines are IVs.
Tag: weekly
Summary: Sep NIFTY 19000 calls added 91,67,000 contracts while 18700 calls shed 10,35,350. On the Put side of the equation, the 17000 strike added 43,73,850 while the 17900’s shed 10,76,050.
SEP NIFTY OI
SEP BANKNIFTY OI
SEP NIFTY Volatility
SEP BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Nifty 50 Returns Density Plot
Summary: Sep NIFTY 18000 calls added 66,35,900 contracts while 17600 calls shed 3,72,300. On the Put side of the equation, the 17000 strike added 75,20,450 while the 16800’s shed 19,91,350.
SEP NIFTY OI
SEP BANKNIFTY OI
SEP NIFTY Volatility
SEP BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Nifty 50 Returns Density Plot
Summary: Sep NIFTY 18000 calls added 51,56,950 contracts while 18100 calls shed 3,78,050. On the Put side of the equation, the 17300 strike added 44,77,950 while the 17300’s shed 13,17,900.
SEP NIFTY OI
SEP BANKNIFTY OI
SEP NIFTY Volatility
SEP BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Nifty 50 Returns Density Plot
Summary: Sep NIFTY 17700 calls added 70,44,350 contracts while 18500 calls shed 3,37,350. On the Put side of the equation, the 17500 strike added 43,55,850 while the 16000’s shed 6,05,050.
SEP NIFTY OI
SEP BANKNIFTY OI
SEP NIFTY Volatility
SEP BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX Density Plot
Nifty 50 Returns Density Plot
