Tag: weekly

Options Weekly 11.06.2022

Summary: Jun NIFTY 17000 calls added 61,79,500 contracts while 17300 calls shed 94,250. On the Put side of the equation, the 15400 strike added 36,89,750 while the 16400’s shed 12,84,050.

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

Options Weekly 04.06.2022

Summary: Jun NIFTY 17500 calls added 48,18,600 contracts while 16500 calls shed 4,39,900. On the Put side of the equation, the 16300 strike added 37,86,900 while the 15300’s shed 9,86,800.

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

Options Weekly 28.05.2022

Summary: Jun NIFTY 17000 calls added 45,11,450 contracts while 16100 calls shed 3,30,600. On the Put side of the equation, the 16000 strike added 42,47,750 while the 14600’s shed 3,85,000.

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

Options Weekly 21.05.2022

Summary: May NIFTY 17000 calls added 52,34,600 contracts while 16000 calls shed 24,04,000. On the Put side of the equation, the 16000 strike added 44,36,700 while the 16000’s shed 11,74,950.

MAY NIFTY OI

MAY NIFTY OI chart

MAY BANKNIFTY OI

MAY BANKNIFTY OI chart

MAY NIFTY Volatility

MAY NIFTY Volatility chart

MAY BANKNIFTY Volatility

MAY 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 14.05.2022

Summary: May NIFTY 17000 calls added 61,62,250 contracts while 16900 calls shed 5,63,450. On the Put side of the equation, the 15000 strike added 31,49,400 while the 15900’s shed 7,69,400.

MAY NIFTY OI

MAY NIFTY OI chart

MAY BANKNIFTY OI

MAY BANKNIFTY OI chart

MAY NIFTY Volatility

MAY NIFTY Volatility chart

MAY BANKNIFTY Volatility

MAY 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