Tag: weekly

Options Weekly 20.08.2022

Summary: Aug NIFTY 18000 calls added 92,11,450 contracts while 17500 calls shed 10,03,550. On the Put side of the equation, the 17900 strike added 45,70,350 while the 17900’s shed 20,63,300.

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

Options Weekly 13.08.2022

Summary: Aug NIFTY 17800 calls added 57,12,950 contracts while 19000 calls shed 1,90,000. On the Put side of the equation, the 17000 strike added 44,49,050 while the 16750’s shed 1,96,050.

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

Options Weekly 06.08.2022

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 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

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

Options Weekly 23.07.2022

Summary: Jul NIFTY 17000 calls added 36,93,800 contracts while 16000 calls shed 13,80,700. On the Put side of the equation, the 16500 strike added 66,39,950 while the 15500’s shed 14,22,550.

JUL NIFTY OI

JUL NIFTY OI chart

JUL BANKNIFTY OI

JUL BANKNIFTY OI chart

JUL NIFTY Volatility

JUL NIFTY Volatility chart

JUL BANKNIFTY Volatility

JUL 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