Tag: weekly

Options Weekly 16.07.2022

Summary: Jul NIFTY 16600 calls added 45,31,350 contracts while 15900 calls shed 3,90,050. On the Put side of the equation, the 16000 strike added 42,82,100 while the 14900’s shed 1,80,000.

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

Options Weekly 09.07.2022

Summary: Jul NIFTY 16200 calls added 41,13,950 contracts while 16100 calls shed 5,63,300. On the Put side of the equation, the 16000 strike added 44,76,050 while the 15100’s shed 3,16,800.

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

Options Weekly 02.07.2022

Summary: Jul NIFTY 16500 calls added 44,51,150 contracts while 16650 calls shed 4,50,050. On the Put side of the equation, the 15500 strike added 39,60,650 while the 15800’s shed 7,47,000.

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

Options Weekly 18.06.2022

Summary: Jun NIFTY 16000 calls added 65,69,250 contracts while 16550 calls shed 5,17,350. On the Put side of the equation, the 14500 strike added 39,09,700 while the 15700’s shed 6,74,550.

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

JUN 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