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.
	2,139	-2	10	0	11200.00	184.00	46,000		16,220	2,084 -20	22,713 756	30.05	4.20	-0.75
	43	0	0	0	0.00	0.00	48,500		1,190	-251 3	2,281 32	25.11	7.80	-2.30
	0	0	0	0	0.00	0.00	48,600		147	25	170 2	25.02	7.90	-2.90
	0	0	0	0	0.00	0.00	48,700		91	12	128 1	25.23	9.70	-1.90
	0	0	0	0	0.00	0.00	48,800		39	24 8	117 2	24.26	8.70	-2.50
	0	0	0	0	0.00	0.00	48,900		64	22 -7	167 16	24.13	9.15	-2.70
	970	-4	6	0	8211.00	151.00	49,000		4,382	883 -17	5,850 319	24.22	8.95	-3.00
	0	0	0	0	0.00	0.00	49,100		112	33	110	24.06	9.50	-1.95
	0	0	0	0	0.00	0.00	49,200		37	11	126 8	23.93	9.10	-2.15
	0	0	0	0	0.00	0.00	49,300		18	0	19	24.20	12.00	-0.55
	0	0	0	0	0.00	0.00	49,600		70	-1	111	23.64	13.20	-1.05
	0	0	0	0	0.00	0.00	49,700		37	0	19	23.05	11.95	-2.55
	0	0	0	0	0.00	0.00	49,800		76	1	99	22.41	10.55	-4.45
	0	0	0	0	0.00	0.00	49,900		35	-6	43	22.62	12.50	-3.40
	3,567	0	44	0	7235.00	158.90	50,000		9,888	382 66	10,456 713	22.55	13.35	-3.10
	2	0	0	0	0.00	0.00	50,600		55	13	118	20.99	14.15	-5.10
	10	0	0	0	0.00	0.00	50,700		88	0	84	21.07	16.05	-4.00
	6	0	0	0	0.00	0.00	51,100		223	-26	148 12	20.34	19.50	-4.10
	4	0	0	0	0.00	0.00	51,200		188	16 10	181 19	20.25	20.40	-2.85
	4	0	0	0	0.00	0.00	51,300		191	-2	28	20.18	21.50	-3.35
	2	0	0	0	0.00	0.00	51,400		132	4 -7	187 3	19.84	20.45	-5.65
	322	-9	26	0	5799.45	162.65	51,500		5,341	-383 -2	9,659 534	19.68	22.25	-5.25
	8	0	0	0	0.00	0.00	51,800		285	-11	455 8	19.18	25.35	-4.80
	9	0	0	0	0.00	0.00	51,900		212	-9	149	19.15	27.80	-3.95
	1	0	0	0	0.00	0.00	52,200		205	61	452	18.33	28.70	-6.80
	3	0	0	0	0.00	0.00	52,300		141	-8 -3	278 11	18.04	30.25	-7.35
	1	0	0	0	0.00	0.00	52,600		185	40 17	330 8	17.55	34.25	-8.55
	5	0	0	0	0.00	0.00	52,700		655	28 -10	559 8	17.41	35.35	-9.65
	3	0	0	0	0.00	0.00	52,800		521	43 2	456 1	17.25	37.25	-9.30
	2	0	0	0	0.00	0.00	52,900		1,200	513 -5	2,746 28	17.11	39.20	-10.15
	3,040	11 -3	134 2	0	4286.60	150.20	53,000		18,881	-1,542 -320	23,453 652	16.98	42.35	-10.80
	9	0	0	0	0.00	0.00	53,100		483	-31 -2	1,141 5	16.80	43.95	-10.90
	10	0	0	0	0.00	0.00	53,200		904	-10 -2	854 26	16.63	46.65	-11.10
	3	0	0	0	0.00	0.00	53,300		709	426 8	1,347 36	16.50	49.15	-12.05
	5	0	0	0	0.00	0.00	53,400		748	307 -15	1,878 27	16.32	52.00	-12.55
	1,424	-24	69	0	3821.25	154.95	53,500		8,151	-371 -18	16,843 272	16.20	55.45	-12.80
	10	0	0	0	0.00	0.00	53,800		1,214	144 32	2,420 47	15.77	66.15	-15.60
	9	8	11	0	3245.00	215.00	53,900		891	63 -25	1,835 227	15.67	70.55	-17.00
	7	0	0	0	0.00	0.00	54,300		1,436	299 -11	2,647 39	15.19	92.30	-21.75
	12	-9	17	0	2965.80	-74.20	54,400		1,142	107 -2	2,745 37	15.09	98.90	-21.15
	764	15	81	0	2880.00	162.85	54,500		10,805	221 -27	17,006 269	14.99	105.95	-25.00
	39	0	0	0	0.00	0.00	54,600		977	222 -18	2,170 142	14.89	113.95	-25.80
	7	0	0	0	0.00	0.00	54,900		1,510	267 -18	2,546 55	14.66	140.40	-32.70
	5,640	539 -1	2,411 34	0	2418.65	125.20	55,000		27,208	3,574 102	36,618 604	14.55	152.50	-33.70
	126	0	3	0	2100.00	0.00	55,300		1,599	3 9	4,095 213	14.31	189.90	-39.65
	73	2	19	9.8	2077.95	57.95	55,400		2,407	196 -4	4,362 75	14.24	202.60	-44.15
	138	2	20	8.17	1767.30	22.85	55,700		2,249	1 -4	8,832 188	14.02	253.75	-51.90
	195	-3 -3	38 2	10.05	1740.00	93.35	55,800		2,817	-45 -5	6,290 136	13.96	273.10	-54.80
	574	9 1	134 1	10.95	1504.50	84.25	56,100		1,985	103 -19	8,816 139	13.83	340.05	-63.50
	336	-58 -6	589 10	10.72	1452.50	109.95	56,200		2,480	189 4	10,360 97	13.78	366.00	-69.90
	8,503	8 -51	21,023 312	10.94	1235.10	82.65	56,500		16,503	1,806 -76	58,995 770	13.70	453.85	-80.15
	3,174	82 -63	63,936 465	11.05	1045.00	67.50	56,800		7,978	2,381 -245	89,060 691	13.63	555.90	-94.90
	2,784	184 70	46,978 791	11.1	987.55	66.45	56,900		5,034	854 -186	55,985 534	13.61	593.75	-99.20
	32,659	3,950 233	124,107 2,096	11.1	925.60	62.85	57,000		37,383	2,512 -30	108,925 2,373	13.63	635.00	-102.00
	7,596	-446 -349	30,815 718	11.13	816.80	53.00	57,200		6,095	-725 -268	19,371 486	13.61	723.85	-109.75
	6,677	-579 -185	21,075 408	11.19	764.95	48.80	57,300		4,453	174 206	12,161 468	13.61	771.25	-113.25
	3,980	129 156	12,001 375	11.22	619.80	38.35	57,600		1,028	-154 9	2,203 51	13.64	926.90	-120.60
	3,433	0	12,866 170	11.21	575.35	34.30	57,700		1,661	-172 -3	1,732 18	13.70	982.60	-124.85
	2,281	67 -16	7,022 74	11.24	389.00	21.40	58,200		421	-32	173 5	13.99	1301.60	-134.15
	2,089	148 3	8,604 154	11.27	357.90	19.00	58,300		207	-28	60	15.23	1441.25	-73.90
	2,231	450 -49	6,489 124	11.32	274.85	11.50	58,600		118	1	5	14.11	1580.00	-142.50
	2,407	398 33	6,002 130	11.33	251.65	9.05	58,700		123	0	1	17.22	1821.00	59.45
	2,783	667 -36	6,644 120	11.35	231.00	8.35	58,800		68	0	1	15.19	1780.00	-120.00
	1,473	561 37	6,048 125	11.42	174.95	4.85	59,100		2	0	0	0.00	0.00	0.00
	1,757	207 -13	5,600 143	11.44	158.05	2.70	59,200		22	0	0	0.00	0.00	0.00
	9,816	-829 -123	30,436 667	11.51	118.40	-0.85	59,500		178	14	116	18.22	2454.20	-50.30
	1,526	91 -48	5,293 45	11.58	107.70	-0.45	59,600		4	0	0	0.00	0.00	0.00
	1,189	159 10	3,502 101	11.67	80.05	-4.95	59,900		2	0	2	18.94	2799.85	118.10
	30,270	-401 -103	56,526 1,391	11.73	74.10	-3.90	60,000		2,568	-39	298	16.05	2760.00	-160.30
	1,045	266 170	4,048 63	11.91	55.35	-5.80	60,300		0	0	0	0.00	0.00	0.00
	1,433	251 45	3,140 45	11.98	50.55	-5.45	60,400		1	0	0	0.00	0.00	0.00
	258	-14 -1	946 9	12.36	32.50	-5.45	60,900		2	0	0	0.00	0.00	0.00
	18,458	121 -102	32,635 752	12.43	29.80	-4.75	61,000		827	-4	20	18.41	3705.55	-163.15
	418	-3 -4	636 10	12.77	23.70	-5.10	61,300		0	0	0	0.00	0.00	0.00
	218	17 -10	737 20	12.82	21.95	-4.40	61,400		0	0	0	0.00	0.00	0.00
	213	-44 -6	514 7	13.24	18.35	-3.75	61,700		0	0	0	0.00	0.00	0.00
	810	122 -1	585 13	13.32	16.60	-4.15	61,800		0	0	0	0.00	0.00	0.00
	186	-4 4	203 2	13.69	14.30	-3.45	62,100		0	0	0	0.00	0.00	0.00
	231	95 -22	491 6	13.79	13.20	-4.00	62,200		1	0	0	0.00	0.00	0.00
	44	2	34	14.27	15.05	-1.15	62,300		0	0	0	0.00	0.00	0.00
	146	-8	255 1	14.12	12.40	-3.50	62,400		0	0	0	0.00	0.00	0.00
	4,873	269 18	6,258 507	15.64	7.90	-2.10	63,500		0	0	0	0.00	0.00	0.00
	5,955	939 2	12,243 249	17.98	5.35	-1.80	65,000		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	46,500		540	79	770 71	29.30	5.20	-1.10
	245	-1	6	0	10134.95	34.95	47,000		709	23 -17	1,558 74	28.20	5.90	-1.30
	1	0	0	0	0.00	0.00	47,500		246	30 -11	519 21	27.35	6.50	-1.45
	420	0	5	0	9038.90	-111.10	48,000		5,523	432 24	4,164 211	26.12	6.70	-2.15
	0	0	0	0	0.00	0.00	49,400		49	-13 2	270 8	23.56	10.65	-2.75
	106	-2	3	0	7459.45	-190.55	49,500		1,586	61 -1	3,311 360	23.36	10.55	-3.00
	0	0	0	0	0.00	0.00	50,100		71	32 -3	192 4	22.27	13.25	-3.95
	1	0	0	0	0.00	0.00	50,200		181	60	346	22.08	13.90	-3.10
	1	0	0	0	0.00	0.00	50,300		27	2	34	21.92	14.50	-2.70
	10	0	0	0	0.00	0.00	50,400		126	7 -3	173 1	21.67	13.90	-4.45
	262	0	0	0	0.00	0.00	50,500		2,695	-66 -23	4,795 145	21.55	15.80	-3.20
	10	0	0	0	0.00	0.00	50,800		65	-2	37	20.88	16.65	-3.95
	9	0	0	0	0.00	0.00	50,900		178	4	85	21.13	19.90	-1.50
	2,139	-4	47	0	6275.00	176.30	51,000		10,789	-307 14	12,336 300	20.63	18.80	-4.15
	3	0	0	0	0.00	0.00	51,600		139	-10 1	124 2	19.37	22.85	-5.15
	3	0	2	0	5617.90	1246.35	51,700		233	7 1	165 1	19.13	22.55	-7.00
	3,696	-20 -3	49 3	0	5270.00	160.00	52,000		15,008	-344 -35	13,432 470	18.73	26.90	-6.45
	9	0	0	0	0.00	0.00	52,100		209	13	363 2	18.51	27.50	-7.20
	1,455	300 -35	15,520 71	10.91	1173.20	79.45	56,600		4,157	1,074 -1	37,762 299	13.68	485.50	-85.30
	2,508	605 -66	38,207 225	11.02	1109.85	78.45	56,700		6,053	1,917 -82	54,778 420	13.65	519.40	-91.45
	5,244	371 -87	36,059 733	11.14	872.00	57.45	57,100		4,884	535 -130	27,867 506	13.59	678.30	-107.20
	6,979	-478 -105	16,317 234	11.16	715.10	46.05	57,400		2,274	-317 -72	5,834 97	13.63	823.15	-114.00
	26,734	33 -111	65,484 1,444	11.17	665.65	43.70	57,500		12,755	-458 56	16,894 303	13.64	871.20	-121.00
	3,881	198 -17	14,344 215	11.22	533.00	30.80	57,800		1,070	52 -2	821 40	13.72	1041.45	-129.70
	3,441	-1,214 -33	12,645 244	11.26	495.20	33.15	57,900		940	119 -5	452 21	13.75	1102.00	-133.35
	1,487	-90 -3	4,883 172	11.45	145.80	3.15	59,300		6	0	0	0.00	0.00	0.00
	1,610	-107 -10	3,692 36	11.44	131.20	1.55	59,400		8	0	0	0.00	0.00	0.00
	1,503	338 -3	3,118 50	12.17	38.45	-5.20	60,700		0	0	0	0.00	0.00	0.00
	724	174 13	1,743 26	12.26	35.65	-4.90	60,800		0	0	0	0.00	0.00	0.00
	142	142 19	577 88	12.56	27.50	-711.05	61,100		0	0	0	0.00	0.00	0.00
	571	-200	1,514 28	12.65	25.80	-4.00	61,200		0	0	0	0.00	0.00	0.00
	11,186	458 33	19,420 475	12.92	20.05	-4.45	61,500		0	0	0	0.00	0.00	0.00
	175	65	1,071 2	13.11	19.20	-4.50	61,600		1	0	0	0.00	0.00	0.00
	80	31 22	916 5	13.43	16.00	-4.00	61,900		0	0	0	0.00	0.00	0.00
	15,214	-2,565 -18	27,892 648	13.55	15.40	-3.05	62,000		1,012	7 2	30 1	21.75	4695.85	-148.90
	4,416	-1,667 -3	11,295 243	14.22	11.80	-3.05	62,500		0	0	0	0.00	0.00	0.00
	11,751	578 -35	14,197 456	14.88	9.25	-2.85	63,000		609	2	31	25.42	5700.00	-115.60
	6	0	0	0	0.00	0.00	52,400		435	156 3	596 33	17.96	30.80	-8.35
	346	-6 -1	20 3	0	4811.55	184.35	52,500		10,490	155 -34	11,451 223	17.78	32.90	-8.55
	11	0	0	0	0.00	0.00	53,600		826	176 -2	1,429 105	16.11	59.20	-13.90
	20	0	0	0	0.00	0.00	53,700		852	165 22	1,478 25	15.90	62.35	-14.80
	3,511	-12	229 1	0	3329.40	155.90	54,000		18,594	2,444 43	32,514 599	15.54	75.60	-17.95
	9	0	0	0	0.00	0.00	54,100		958	-99 -3	2,890 68	15.39	80.75	-18.70
	8	0	0	0	0.00	0.00	54,200		1,187	195 10	4,744 42	15.32	86.45	-20.65
	10	0	0	0	0.00	0.00	54,700		1,062	160 -11	3,540 103	14.77	121.80	-28.85
	85	0	0	0	0.00	0.00	54,800		1,894	305 -7	3,711 51	14.72	129.80	-32.05
	23	0	0	0	0.00	0.00	55,100		1,538	123 -6	3,565 79	14.48	163.60	-35.55
	62	1	2	0	2180.10	-93.15	55,200		1,799	80 -16	4,757 58	14.39	174.85	-38.65
	2,040	-37 7	603 34	9.66	1994.35	111.80	55,500		16,691	453 12	24,911 542	14.17	219.35	-45.00
	180	-8 -1	64 1	10.26	1913.25	102.25	55,600		1,575	43 6	5,701 76	14.08	235.90	-46.80
	219	12	69	9.14	1618.90	62.15	55,900		2,112	84 -5	6,305 106	13.94	294.55	-56.70
	40,001	-113 -7	7,211 97	10.38	1589.90	102.05	56,000		60,623	-164 14	55,602 978	13.86	315.55	-60.95
	378	88 -2	1,286 17	10.81	1377.70	84.35	56,300		1,993	-77 -5	13,415 149	13.76	392.60	-72.65
	572	110 -17	1,875 19	10.77	1310.85	93.50	56,400		2,453	33 54	12,328 232	13.70	422.20	-76.70
	26,383	-836 -47	65,049 1,155	11.22	456.25	27.20	58,000		6,602	70 -14	5,483 129	13.78	1156.50	-140.60
	2,245	-259 -14	8,115 143	11.25	422.00	22.90	58,100		310	29 -1	192 27	13.79	1234.40	-128.05
	1,351	7 -28	6,391 63	11.28	329.00	17.10	58,400		187	10	16	16.55	1583.10	-2.10
	12,670	2,133 6	30,841 414	11.29	301.00	13.25	58,500		1,229	8 -3	394 24	14.14	1520.65	-129.85
	2,374	-99	6,117 101	11.33	208.35	6.10	58,900		29	-22	72	14.56	1820.00	-150.00
	26,984	1,720 128	53,510 1,219	11.37	192.00	7.10	59,000		1,425	99 2	922 7	14.67	1890.00	-158.70
	1,768	31 -13	3,782 85	11.6	98.55	-1.65	59,700		4	0	0	0.00	0.00	0.00
	2,622	333 -101	5,147 94	11.64	89.50	-3.60	59,800		9	0	0	0.00	0.00	0.00
	1,201	181 -17	2,905 57	11.82	66.55	-4.30	60,100		5	0	0	0.00	0.00	0.00
	1,016	386 7	2,939 100	11.84	60.45	-5.55	60,200		0	0	0	0.00	0.00	0.00
	6,678	263 -73	18,046 406	12.03	46.10	-4.65	60,500		27	0	0	0.00	0.00	0.00
	349	-54 1	966 8	12.1	42.15	-5.35	60,600		2	0	0	0.00	0.00	0.00
	9,242	228 -36	8,352 114	16.44	6.80	-2.25	64,000		350	3 4	11 2	27.13	6659.70	-132.35
	12,709	487 352	8,513 565	17.2	5.95	-2.25	64,500		95	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.