Advanced Option Chain Analysis (BANKNIFTY)

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Green means highest oi / volume, Yellow means second highest oi / volume and Blue means third highest oi / volume.

CALLS								PUTS
#	OI	OI Change	Volume	IV	LTP	Price Chn.	Strike	#	OI	OI Change	Volume	IV	LTP	Price Chn.
	892	0	0	0	0.00	0.00	51,000		8,743	56 2	2,805 6	53.84	3.50	-0.05
	418	-3	4	0	9969.35	-30.65	51,500		2,621	-58	416	51.46	3.30	-0.50
	3,735	-33	46	0	9298.35	-197.30	52,000		6,295	-66	1,727	50.37	4.00	-0.90
	2	0	0	0	0.00	0.00	52,500		1,381	-69	208	48.32	4.75	-1.25
	388	-4	10	0	8300.00	-172.65	53,000		5,420	1,984	3,611 1	46.68	5.10	-1.85
	0	0	0	0	0.00	0.00	53,400		524	-3	58	45.14	5.80	-2.40
	25	0	0	0	0.00	0.00	53,500		1,958	-52	421	45.58	6.45	-1.35
	1	0	0	0	0.00	0.00	53,600		39	-23	73	45.11	6.25	-2.10
	1	0	0	0	0.00	0.00	53,700		107	-2	58	44.38	6.60	-2.00
	2	0	0	0	0.00	0.00	53,800		108	-91	201	43.49	6.50	-1.30
	2	0	0	0	0.00	0.00	53,900		191	-29	76	42.69	7.45	-0.30
	411	-4	5	0	7270.00	-198.45	54,000		8,318	-715	3,994	43.45	7.75	-1.25
	2	0	0	0	0.00	0.00	54,100		137	0	42	41.97	7.50	-0.20
	2	0	0	0	0.00	0.00	54,200		105	2	8	43.10	7.30	-2.00
	1	0	0	0	0.00	0.00	54,300		162	4	22	43.42	8.60	-2.00
	2	0	0	0	0.00	0.00	54,400		115	10	28	42.29	7.05	-3.75
	394	0	0	0	0.00	0.00	54,500		4,592	-36 -1	1,990 8	40.82	7.50	-2.15
	2	0	0	0	0.00	0.00	54,600		111	0	5	40.47	10.30	-0.05
	3	0	1	0	6877.15	2268.80	54,700		169	-2 -1	10 3	41.32	7.35	-4.25
	2	0	0	0	0.00	0.00	54,800		264	-1	17	38.86	9.35	-0.20
	2	0	0	0	0.00	0.00	54,900		182	13	22	40.05	9.20	-1.40
	3,098	-59 -8	62 3	0	6320.00	-175.45	55,000		17,747	-980 8	7,588 18	39.15	9.25	-1.90
	1	0	0	0	0.00	0.00	55,100		98	4	19	38.58	8.95	-2.20
	2	0	0	0	0.00	0.00	55,200		299	-8	17	38.25	9.25	-2.40
	2	0	0	0	0.00	0.00	55,300		253	0	6	38.27	9.20	-2.60
	2	0	0	0	0.00	0.00	55,400		391	-10	32	36.05	10.15	-1.80
	222	0	2	0	5941.00	-30.00	55,500		7,643	-102 2	948 13	36.87	10.10	-1.95
	5	0	0	0	0.00	0.00	55,600		590	21 12	60 1	36.36	10.95	-1.50
	2	0	0	0	0.00	0.00	55,700		992	-3	35	36.07	10.85	-1.90
	7	0	0	0	0.00	0.00	55,800		482	-32	109	35.22	10.95	-1.75
	2	0	0	0	0.00	0.00	55,900		763	-5	88	34.87	11.95	-1.35
	946	-15	19	0	5340.00	-134.90	56,000		24,117	-1,499 1	12,859 137	34.02	10.50	-2.20
	1	0	0	0	0.00	0.00	56,100		486	12	145	33.98	11.25	-2.85
	2	0	0	0	0.00	0.00	56,200		1,662	-41	130 3	33.61	11.40	-2.60
	11	0	0	0	0.00	0.00	56,300		952	-40	228	33.10	13.50	-1.50
	7	0	0	0	0.00	0.00	56,400		1,141	-134 8	495 10	32.97	12.80	-2.35
	407	-17	18	0	4844.00	-165.60	56,500		10,867	-653 -5	5,354 14	32.28	12.75	-2.30
	60	0	0	0	0.00	0.00	56,600		1,106	-227 -2	1,085 2	32.57	14.10	-1.95
	5	0	0	0	0.00	0.00	56,700		1,171	-314 8	1,127 1	31.56	13.85	-2.45
	79	0	0	0	0.00	0.00	56,800		1,362	-268 -1	1,545 4	31.13	14.25	-2.40
	35	0	0	0	0.00	0.00	56,900		1,559	-83 -12	1,101 19	30.65	14.90	-2.50
	2,454	-43 -1	47 1	0	4359.00	-151.40	57,000		24,116	-857 -86	23,873 456	30.04	14.45	-2.65
	89	0	0	0	0.00	0.00	57,100		1,534	-30 3	607 2	29.82	16.25	-2.20
	101	0	0	0	0.00	0.00	57,200		1,637	-512 -5	2,367 14	28.93	16.50	-2.15
	80	0	0	0	0.00	0.00	57,300		1,684	-84	498	28.92	17.00	-2.50
	97	0	0	0	0.00	0.00	57,400		1,294	33 -2	736 6	28.45	17.75	-2.40
	807	-1	2	0	3891.00	-111.75	57,500		10,272	-2,098 15	15,353 204	27.73	17.85	-2.60
	62	0	0	0	0.00	0.00	57,600		1,673	-72 -3	1,341 1	27.64	19.15	-2.10
	169	0	0	0	0.00	0.00	57,700		2,171	118 65	1,015 26	26.96	20.00	-2.30
	192	0	0	0	0.00	0.00	57,800		3,040	105 5	1,354 9	26.55	20.70	-2.35
	362	0	0	0	0.00	0.00	57,900		2,237	102 17	911 6	26.04	21.50	-2.55
	4,464	-31	50	0	3357.10	-165.85	58,000		39,356	-791 -130	32,169 231	25.70	21.80	-2.60
	556	0	0	0	0.00	0.00	58,100		4,169	1,102 47	3,352 53	24.90	22.95	-2.40
	365	-2	3	0	3254.35	-30.50	58,200		2,844	-49	1,666 16	24.98	23.70	-1.85
	488	0	0	0	0.00	0.00	58,300		2,738	437 1	2,930 15	24.36	24.40	-3.25
	606	0	2	0	2977.80	-111.10	58,400		3,078	556 22	3,672 59	23.88	25.20	-2.05
	4,650	-11	80	0	2847.30	-170.60	58,500		19,623	250 13	22,573 116	23.35	25.90	-2.35
	984	-4	10	0	2786.20	-93.80	58,600		3,079	-439 8	3,658 24	22.64	27.05	-2.45
	1,198	-4	6	0	2693.70	-114.25	58,700		4,617	-274 18	4,828 17	22.55	28.50	-2.60
	870	-9	12	0	2543.30	-233.30	58,800		3,912	601 3	5,174 13	22.15	29.30	-2.90
	729	-11 -1	17 3	0	2453.55	-162.25	58,900		2,854	846 31	4,885 16	21.77	31.30	-2.65
	5,955	-55	217 6	0	2340.20	-175.90	59,000		31,756	-1,009 -83	31,309 219	21.18	32.45	-3.05
	1,458	-15	20	0	2249.80	-159.30	59,100		2,810	29 -3	4,633 15	20.60	34.30	-2.10
	1,198	-20 -2	49 3	0	2155.00	-156.25	59,200		5,199	841 -2	5,448 10	20.07	35.25	-3.10
	800	-1	12	0	2003.70	-179.50	59,300		2,726	-132 -40	4,803 90	19.68	37.80	-2.60
	1,588	-17 -1	30 1	0	1976.20	-193.40	59,400		4,686	-615 -1	4,848 15	19.30	41.20	-2.20
	4,627	-100	339 5	0	1857.90	-175.75	59,500		19,137	-3,227 70	31,895 290	18.80	42.25	-2.90
	1,359	-3	50	0	1724.00	-191.65	59,600		4,623	-1,688	7,358 3	18.43	45.90	-2.45
	1,404	-42	59	0	1646.25	-192.30	59,700		7,501	742 1	7,733 32	17.96	48.30	-2.85
	1,265	-147	220	0	1563.80	-163.50	59,800		7,484	1,304 -33	10,489 42	17.56	52.65	-1.55
	1,475	-152	227	0	1450.80	-194.75	59,900		7,643	1,479 -33	10,563 87	17.20	55.85	-3.30
	39,518	-2,999 -1	5,925 7	0	1385.00	-163.50	60,000		69,590	-6,102 137	66,995 778	16.74	60.90	-1.90
	1,528	-176 1	338 1	0	1290.70	-176.25	60,100		7,995	-889 -83	10,786 138	16.34	66.25	-2.20
	2,274	-136 -15	483 37	0	1193.40	-170.50	60,200		9,377	-381 16	11,590 105	15.99	73.40	-1.45
	4,695	-71 -1	994 2	0	1089.00	-179.50	60,300		10,199	-430 14	14,285 153	15.63	80.70	-1.95
	5,828	586 167	2,747 221	0	1009.60	-167.55	60,400		9,408	-1,611 -26	17,937 157	15.32	90.00	-0.75
	14,525	-1,496 2	7,208 47	0	917.40	-164.70	60,500		37,495	1,111 39	46,689 425	14.96	100.20	0.25
	4,111	-37 -7	1,137 11	0	835.00	-167.50	60,600		10,866	244 2	15,269 193	14.69	114.90	2.30
	8,560	30	1,405 9	0	749.90	-161.70	60,700		17,341	-26 -68	17,316 267	14.42	129.60	3.90
	4,653	73 17	2,155 33	0	668.70	-153.70	60,800		12,569	-260 -62	18,332 193	14.14	148.85	7.40
	5,135	-51 -7	2,800 39	0	594.00	-161.35	60,900		11,509	-26 -29	20,522 298	13.97	170.20	10.25
	22,739	2,704 36	36,856 443	4.44	522.20	-148.05	61,000		39,530	-32 85	95,377 1,490	13.73	196.45	15.35
	6,131	279	21,684 168	6.26	451.75	-143.25	61,100		13,052	-442 -123	32,463 653	13.63	228.00	21.15
	9,077	890 -63	35,365 592	6.87	388.15	-134.35	61,200		13,634	-969 160	54,339 814	13.48	264.40	28.15
	11,835	3,611 -151	58,599 1,496	7.31	329.60	-136.35	61,300		13,962	2,178 90	75,097 1,402	13.34	305.30	37.05
	13,376	6,821 71	79,883 978	7.63	277.60	-121.00	61,400		10,789	2,278 222	91,785 1,115	13.33	352.60	45.40
	37,062	10,570 49	140,039 1,503	7.77	231.65	-109.55	61,500		21,090	1,298 343	149,013 1,339	13.41	406.60	56.40
	11,578	5,215 -59	64,785 679	7.94	191.00	-100.05	61,600		4,196	218 8	51,194 282	13.52	466.70	67.80
	17,533	2,970 24	44,165 483	8.07	157.35	-84.70	61,700		2,697	927 74	23,524 128	13.61	532.30	79.45
	8,838	2,800 26	35,765 383	8.34	129.40	-76.60	61,800		2,463	966 1	22,407 118	13.99	603.85	89.45
	5,179	851 -106	24,290 385	8.47	105.90	-65.20	61,900		735	88 -1	5,061 20	14.23	684.30	101.15
	34,370	6,585 142	91,189 825	8.67	87.20	-53.30	62,000		3,799	-382	16,303 104	14.48	763.65	113.90
	4,393	52 4	20,347 196	8.81	71.10	-48.35	62,100		220	66 6	1,057 2	14.89	863.95	140.60
	6,047	579 -22	22,072 166	8.98	59.25	-38.80	62,200		368	84 3	1,199 2	15.46	938.65	130.80
	5,732	-23 33	19,438 121	9.14	49.10	-30.85	62,300		117	21	496	16.04	1018.25	131.30
	4,023	170 6	12,529 115	9.36	41.20	-27.00	62,400		346	-69	463	16.77	1112.55	118.25
	26,587	-610 131	36,990 394	9.56	35.30	-21.25	62,500		574	161 -1	1,012 1	17.27	1212.65	153.90
	4,051	714 3	8,222 14	9.85	30.20	-17.80	62,600		20	8	22	18.37	1360.00	185.75
	3,384	-331 12	11,436 83	10.09	26.10	-13.00	62,700		21	0	0	15.39	0.00	0.00
	3,385	590 222	8,635 264	10.31	23.35	-11.35	62,800		12	0	0	18.78	0.00	0.00
	3,316	1,048 67	5,801 77	10.56	20.75	-8.80	62,900		2	0	0	0.00	0.00	0.00
	26,468	591 100	30,967 236	10.91	18.55	-6.35	63,000		2,573	-11	325	20.89	1733.35	203.35
	2,067	761 4	4,189 24	11.15	17.10	-4.75	63,100		3	1	15	22.34	1827.20	171.20
	2,401	462 7	4,185 2	11.39	15.05	-3.65	63,200		2	0	0	0.00	0.00	0.00
	2,636	1,038 -7	4,073 14	11.8	14.45	-2.20	63,300		9	0	0	0.00	0.00	0.00
	2,458	1,454 6	4,529 7	12.12	13.20	-2.45	63,400		4	0	0	24.15	0.00	0.00
	15,900	2,037 -4	18,984 230	12.41	12.05	-1.55	63,500		14	-1	2	25.56	2249.00	216.50
	1,256	286 16	1,490 25	12.54	11.55	-0.90	63,600		19	0	2	0.00	2417.95	-557.10
	1,293	81 2	904 1	12.84	10.35	-0.70	63,700		1	0	0	39.26	0.00	0.00
	1,084	141 -1	1,145 9	13.34	10.15	-0.25	63,800		1	0	0	0.00	0.00	0.00
	845	-105 2	879 3	13.58	9.55	-0.35	63,900		1	0	0	0.00	0.00	0.00
	25,050	640 45	21,708 126	13.92	8.80	0.25	64,000		1,026	-7	12	28.10	2690.00	199.85
	686	-55 -8	348 1	14.71	8.15	0.40	64,100		5	0	0	0.00	0.00	0.00
	341	-11 -3	237 4	14.48	8.00	0.70	64,200		11	0	0	0.00	0.00	0.00
	617	41 1	324 1	14.99	7.55	0.50	64,300		3	0	0	0.00	0.00	0.00
	606	92 -2	370 1	15.36	7.25	1.05	64,400		12	0	0	0.00	0.00	0.00
	5,837	17 15	5,713 159	15.51	6.75	0.95	64,500		22	0	0	0.00	0.00	0.00
	246	35 -8	714 20	16.1	6.85	0.85	64,600		3	0	0	0.00	0.00	0.00
	486	10 1	233 2	16.3	6.95	1.15	64,700		1	0	0	0.00	0.00	0.00
	576	4 -1	155 1	17.3	6.50	1.20	64,800		1	0	0	0.00	0.00	0.00
	368	55 -1	419 4	17.16	5.90	1.10	64,900		2	0	0	0.00	0.00	0.00
	20,372	1,023 -6	10,755 238	17.33	5.65	1.05	65,000		2,229	-40	47	33.63	3685.20	172.65
	322	-52 -1	215 5	17.77	5.65	0.75	65,100		2	0	0	0.00	0.00	0.00
	360	-25 16	142 18	17.76	5.80	1.20	65,200		2	0	0	0.00	0.00	0.00
	142	-10	120 5	18.91	5.70	1.20	65,300		0	0	0	0.00	0.00	0.00
	78	14	89	19.67	5.40	1.00	65,400		0	0	0	0.00	0.00	0.00
	2,245	209 -7	1,754 64	19.07	5.10	0.90	65,500		2	0	0	0.00	0.00	0.00
	78	-6 3	76 10	19.5	5.60	1.40	65,600		0	0	0	0.00	0.00	0.00
	161	1	101	20.57	4.45	0.15	65,700		0	0	0	0.00	0.00	0.00
	22	5	49	20.91	4.00	-0.25	65,800		0	0	0	0.00	0.00	0.00
	241	17	68	21.43	4.80	0.30	65,900		0	0	0	0.00	0.00	0.00
	4,302	-121 6	3,342 61	21.38	4.35	0.50	66,000		126	0	0	45.61	0.00	0.00
	0	0	0	0	0.00	0.00	66,100		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	66,200		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	66,300		0	0	0	0.00	0.00	0.00
	20	0	45	0	4.90	-230.10	66,400		0	0	0	0.00	0.00	0.00
	4,047	99	1,950 29	22.64	3.25	0.45	66,500		16	0	0	0.00	0.00	0.00
	41	0	51 51	0	3.00	-214.65	66,600		0	0	0	0.00	0.00	0.00
	6,944	14	819	24.86	3.20	0.15	67,000		1,136	0	3	52.67	5727.55	179.45
	8,614	-39	983 2	26.52	2.75	-0.20	67,500		154	-3	9	54.31	6100.00	58.25
	1,705	112	507	28.27	2.70	-0.05	68,000		0	0	0	0.00	0.00	0.00
	150	95	219	30.99	3.30	0.15	68,500		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	69,000		0	0	0	0.00	0.00	0.00

What is Option Chain?

An option chain is a listing of all the available options contracts for a particular underlying asset, such as a stock, commodity, or currency. It typically includes the expiration date, strike price, and the bid and ask price for each option contract.

An option chain can be used to find the right options contract to trade. For example, a trader can use an option chain to find options contracts with expiration dates and strike prices that align with their investment goals and risk tolerance. They can also use the bid and ask prices to determine the price at which they can buy or sell an options contract.

What is Future & Options?

In futures trading, a buyer and seller agree to trade an underlying asset at a certain price on a future date. The buyer is obligated to purchase the asset, while the seller is obligated to sell it. This can be used to hedge against price changes in the underlying asset, or to speculate on future price movements. Options trading is similar, but it gives the buyer the right, but not the obligation, to buy or sell an underlying asset at a certain price on or before a certain date. The buyer of an option pays a premium for this right. There are two main types of options: calls, which give the buyer the right to buy an underlying asset, and puts, which give the buyer the right to sell an underlying asset. Options can be used for hedging or speculation, as well as for creating more complex trading strategies.

Options trading is similar, but it gives the buyer the right, but not the obligation, to buy or sell an underlying asset at a certain price on or before a certain date. The buyer of an option pays a premium for this right. There are two main types of options: calls, which give the buyer the right to buy an underlying asset, and puts, which give the buyer the right to sell an underlying asset. Options can be used for hedging or speculation, as well as for creating more complex trading strategies.

What is Open Interest?

Open interest is a measure of the number of outstanding option or futures contracts that have not been settled or closed. It represents the number of contracts that have been initiated, but not yet liquidated by an offsetting transaction or fulfilled by delivery.

Open Interest is a commonly used metric in options and futures trading, it can be found on most trading platforms, and it can provide valuable information for traders to analyze the market sentiment and liquidity of the underlying assets.

What is Change in Open Interest (OI)?

Change in OI means how many new contracts added or removed to current trading session as compared to last day trading session closing.

What are Options Greek?

Options Greeks are a set of metrics that are used to measure the sensitivity of an option's price to different factors, such as changes in the price of the underlying asset, changes in volatility, and changes in the time remaining until the option's expiration date. The main options Greeks are:

Delta: Measures the change in the option's price in relation to a change in the price of the underlying asset. A delta of 0.5, for example, means that if the underlying asset's price increases by $1, the option's price will increase by $0.50.

Gamma: Measures the change in delta in relation to a change in the price of the underlying asset. A high gamma means that delta is changing rapidly as the underlying asset's price changes, which can indicate a high level of risk.

Theta: Measures the change in the option's price in relation to the time remaining until the option's expiration date. A theta of -0.05, for example, means that if the option has one year until expiration, its value will decrease by $0.05.

Vega: Measures the change in the option's price in relation to a change in volatility. A vega of 0.10, for example, means that if volatility increases by 1%, the option's price will increase by $0.10.

Rho: Measures the change in the option's price in relation to the change in the interest rate. A high Rho means that the option's price is more sensitive to interest rate changes.

Options Greeks are important tools that traders can use to assess the risk and potential rewards of different options trades, and to make more informed decisions about how to manage their positions. It is important to note that these metrics are based on mathematical models and assumptions, which can be affected by market conditions and other factors.

What is Implied Volatility(IV)?

Implied volatility (IV) is a metric that is used to estimate the level of volatility that is implied by the current price of an option. It is derived mathematically from the option's price, strike price, expiration date, and other factors, using a model such as the Black-Scholes model.

Implied volatility is useful because it provides a measure of the market's expectation of how much the price of the underlying asset will fluctuate in the future. A high implied volatility suggests that the market expects the underlying asset's price to be more volatile, while a low implied volatility suggests that the market expects the underlying asset's price to be less volatile.