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.
	0	0	0	0	0.00	0.00	43,500		589.2857142857143	22 20	139 16	46.85	4.85	0.20
	0	0	0	0	0.00	0.00	46,500		557	50	299 18	37.74	5.65	-0.10
	0	0	0	0	0.00	0.00	47,000		598	156 -22	1,231 117	36.64	5.50	-0.90
	0	0	0	0	0.00	0.00	47,500		398	11 -1	739 13	35.76	6.30	-0.45
	2,316	2	22	34.59	11433.00	-89.00	48,000		1,049	-359 1	2,363 105	33.66	6.00	-0.35
	3	0	0	0	0.00	0.00	48,500		158	50 37	210 9	33.11	7.05	-0.20
	477	0	0	0	0.00	0.00	49,000		328	-3	247 18	31.17	7.30	0.30
	12	0	0	0	0.00	0.00	49,500		145	15 6	104 9	30.33	8.00	0.25
	0	0	0	0	0.00	0.00	49,600		59	6	42 3	29.58	8.20	0.40
	1	0	0	0	0.00	0.00	49,700		19	-1	2	29.34	8.10	0.80
	1	0	0	0	0.00	0.00	49,800		28	1	13 1	29.00	8.10	0.85
	1	0	0	0	0.00	0.00	49,900		54	1	9 1	28.99	8.15	0.10
	2,057	-8	21	0	9451.75	-59.90	50,000		6,733	75 3	1,616 206	28.94	8.40	0.15
	1	0	0	0	0.00	0.00	50,100		65	1 -2	57 11	28.49	8.75	0.25
	1	0	0	0	0.00	0.00	50,200		25	6	22	29.32	9.25	-0.35
	1	0	0	0	0.00	0.00	50,300		15	0	198 6	28.43	8.70	-0.75
	1	0	0	0	0.00	0.00	50,400		15	0	0	27.37	0.00	0.00
	14	0	1	45.92	8685.50	-549.50	50,500		444	13	535 39	27.62	8.70	0.05
	1	0	0	0	0.00	0.00	50,600		10	0	1 1	27.73	10.00	0.00
	1	0	0	0	0.00	0.00	50,700		15	-2	28 4	27.21	8.40	-0.80
	1	0	0	0	0.00	0.00	50,800		13	0	7	27.79	10.60	0.65
	1	0	0	0	0.00	0.00	50,900		16	-1	16	26.50	9.55	0.55
	644.4285714285714	-3	7	29.99	8476.85	-86.50	51,000		2,580.714285714286	-20.857142857142858 -4.0	405 23	26.60	9.75	0.00
	1	0	0	0	0.00	0.00	51,100		27	-5 -2	48 9	26.45	10.00	-1.50
	1	0	0	0	0.00	0.00	51,200		23	-3	57 2	26.65	10.40	5.50
	1	0	0	0	0.00	0.00	51,300		20	-1 2	13 1	25.66	10.00	0.30
	1	0	0	0	0.00	0.00	51,400		143	45	85 10	26.50	12.20	1.15
	21	0	0	0	0.00	0.00	51,500		403	-6 1	128 13	25.21	10.20	-0.40
	1	0	0	0	0.00	0.00	51,600		18	1	37	25.43	11.20	1.15
	1	0	0	0	0.00	0.00	51,700		17	0	1	0.00	10.45	0.00
	3	0	0	0	0.00	0.00	51,800		19	-65	73	24.58	12.50	2.25
	4	0	0	0	0.00	0.00	51,900		31	16	38	23.83	14.55	4.75
	702	-20	27	26.53	7532.50	-42.25	52,000		2,327	93 -3	1,461 127	23.95	10.50	0.30
	1	0	0	0	0.00	0.00	52,100		38	9 -4	82 1	23.44	11.20	0.20
	1	0	0	0	0.00	0.00	52,200		22	0	18	23.15	12.00	1.75
	1	0	0	0	0.00	0.00	52,300		45	-1	172 1	0.00	11.20	0.65
	1	0	0	0	0.00	0.00	52,400		50	3	169 6	22.84	11.35	-0.20
	26	0	0	0	0.00	0.00	52,500		1,157.4285714285713	37 8	1,826 67	22.74	12.40	0.35
	3	0	0	0	0.00	0.00	52,600		44	11	73	22.68	11.30	-0.50
	1	0	0	0	0.00	0.00	52,700		28	-4	89	22.28	13.10	-1.95
	2	0	0	0	0.00	0.00	52,800		50	-1	53	21.45	12.55	0.45
	2	0	0	0	0.00	0.00	52,900		48	-2	6	21.91	13.85	-0.15
	849	-1	5	0	6525.00	-25.10	53,000		4,020	-71 55	4,906 89	21.43	12.45	0.15
	3	0	0	0	0.00	0.00	53,100		28	-5	77	20.96	13.75	1.30
	2	0	0	0	0.00	0.00	53,200		52	0	63	20.89	12.55	-0.45
	2	0	0	0	0.00	0.00	53,300		48	0	43	20.25	14.00	-1.10
	2	0	0	0	0.00	0.00	53,400		39	1	68	20.66	13.70	-0.85
	105	0	0	0	0.00	0.00	53,500		1,700	-131 -11	2,345 23	19.61	14.35	0.00
	30	0	0	0	0.00	0.00	53,600		50	0	9	19.49	14.60	0.60
	3	0	0	0	0.00	0.00	53,700		44	2	32	19.70	14.75	-0.35
	4	0	0	0	0.00	0.00	53,800		41	1	649 1	18.89	14.70	0.55
	4	0	0	0	0.00	0.00	53,900		75	-3	143	18.64	15.00	1.05
	1,755.2857142857142	-9	17	0	5540.00	-10.00	54,000		8,161	126 8	9,551 206	18.68	15.45	-0.20
	4	0	0	0	0.00	0.00	54,100		60	1	63	18.49	16.00	0.65
	51	0	0	0	0.00	0.00	54,200		104	2	177	18.34	16.05	-0.05
	4	0	0	0	0.00	0.00	54,300		57	9	112	18.22	17.30	1.55
	135	0	1	0	5179.95	-160.05	54,400		111	10 3	767 19	17.95	16.35	-0.60
	249	0	1	0	5001.00	26.00	54,500		2,885	-53 -6	7,289 67	17.44	16.60	-1.25
	8	0	0	0	0.00	0.00	54,600		87	-1	268	17.38	18.85	0.50
	53	0	0	0	0.00	0.00	54,700		165	-28 -2	577 6	16.97	17.75	-0.25
	30	0	0	0	0.00	0.00	54,800		161	-3 -1	706 6	16.86	18.00	-1.65
	72	0	0	0	0.00	0.00	54,900		205	53	429	16.81	19.25	-1.25
	1,745	-33 -6	40	0	4501.00	-61.20	55,000		12,012	-729 3	16,017 142	16.32	20.05	-1.50
	24	0	0	0	0.00	0.00	55,100		204	35 1	274 2	16.54	21.05	-1.35
	4	0	0	0	0.00	0.00	55,200		349	56	460	15.99	22.85	-0.20
	21	0	1	0	4338.60	500.20	55,300		207	46	889	15.58	22.80	-1.80
	113	0	0	0	0.00	0.00	55,400		159	21	646	15.54	23.45	-2.20
	2,450	-50	62	0	4058.00	-5.90	55,500		8,350.142857142857	-132 2	9,143 151	15.26	23.65	-2.50
	8	0	0	0	0.00	0.00	55,600		830	117	497 2	15.57	26.45	-2.25
	8	0	0	0	0.00	0.00	55,700		578	67	704	14.95	27.60	-1.95
	16	0	0	0	0.00	0.00	55,800		369	20	663 13	15.13	29.85	-1.55
	15	0	0	0	0.00	0.00	55,900		250	51 -124	1,145 255	15.15	31.05	-2.20
	2,536	-129	207	10.75	3549.00	-38.50	56,000		13,778	18 97	19,452 369	14.44	33.20	-2.90
	10	0	0	0	0.00	0.00	56,100		811	3 7	988 3	14.27	34.30	-3.90
	9	0	0	0	0.00	0.00	56,200		627	-30 -1	1,328 1	14.20	36.25	-3.45
	11	0	0	0	0.00	0.00	56,300		554	63 8	1,883 45	13.97	38.95	-3.30
	23	0	0	0	0.00	0.00	56,400		474	-17	1,269 10	13.76	41.50	-3.50
	929	8	77	13.59	3050.00	-47.50	56,500		6,936	-603 -10	12,439 212	13.61	44.75	-3.90
	22	0	0	0	0.00	0.00	56,600		1,770	641 -7	4,207 181	13.43	48.45	-3.15
	18	0	0	0	0.00	0.00	56,700		631	-6 -2	1,645 24	13.28	51.40	-3.50
	42	0	0	0	0.00	0.00	56,800		1,668	85 -8	4,046 19	13.11	54.55	-5.20
	15	0	0	13.06	0.00	0.00	56,900		873	-55	2,480 4	13.00	58.65	-4.55
	3,577	-85	537 1	12.89	2581.00	-53.35	57,000		18,770	1,194 -47	24,194 196	12.87	64.40	-3.70
	13	0	0	0	0.00	0.00	57,100		1,721	41 29	4,547 28	12.72	69.15	-5.05
	79	0	2	0	2478.00	-375.90	57,200		2,197	371 34	4,509 64	12.64	75.70	-5.50
	81	-6	8	7.67	2289.20	-1.00	57,300		2,631	273 20	5,112 102	12.50	81.90	-6.35
	150	1	2	11.77	2211.15	-48.85	57,400		1,464	-691 20	4,922 63	12.41	89.35	-7.70
	1,705	10 1	222 2	11.14	2110.00	-78.90	57,500		16,538	1,279 34	28,694 832	12.27	98.00	-6.90
	162	0	11	12.16	2051.25	-43.15	57,600		1,580	-74 -1231	7,118 1,601	12.17	106.60	-6.80
	271	0	32	10.26	1950.00	-4.40	57,700		2,101	41 18	4,223 35	12.11	116.80	-8.15
	244	10	16	12.33	1894.50	-40.10	57,800		3,886	297 14	7,746 35	11.97	127.20	-7.00
	206	-1	40	11.67	1749.80	-85.45	57,900		2,012	30 10	5,931 37	11.90	139.80	-7.15
	5,580	38 -12	3,673 4	12.04	1700.00	-7.60	58,000		26,657	-801 -48	64,650 1,237	11.83	154.70	-8.60
	269	4	137	13.64	1582.80	-13.00	58,100		1,366	137 -33	7,348 150	11.73	169.20	-5.80
	310	5	136 1	9.46	1518.60	13.00	58,200		2,533	-179 33	9,790 161	11.64	184.55	-8.20
	348	14	233	11.51	1450.00	-52.75	58,300		2,321	131 -30	11,819 72	11.61	202.20	-7.05
	298	-43 -4	611 13	12	1346.60	-42.55	58,400		1,943	79 -12	11,063 85	11.54	224.15	-8.10
	19,005	-449 -28	15,557 14	11.66	1271.00	-51.25	58,500		28,958	444 -16	66,814 318	11.48	245.30	-7.55
	418	-42 -1	650 4	11.29	1186.30	-48.40	58,600		2,890	389 -77	13,431 92	11.39	268.60	-8.65
	814	36 2	2,141 2	11.4	1120.00	-34.75	58,700		5,490	697 -40	25,354 103	11.32	293.20	-5.90
	1,192	-4 -2	7,416 16	11.36	1045.70	-45.05	58,800		6,294	1,748 -40	34,126 138	11.29	321.70	-12.45
	1,429	440 -26	19,784 83	11.39	972.25	-45.30	58,900		6,522	3,021 -100	58,518 364	11.21	351.95	-4.90
	22,641	2,500 -37	92,363 383	11.31	907.80	-49.75	59,000		37,715	2,946 -197	162,841 755	11.13	383.85	-3.55
	2,909	954 -67	39,569 179	11.26	845.40	-51.50	59,100		5,769	1,090 -64	57,316 328	11.09	418.50	0.30
	5,739	2,065 -85	67,612 738	11.22	780.65	-50.30	59,200		8,134	2,114 -185	72,884 787	11.07	457.00	-4.35
	6,824	2,186 -147	53,192 569	11.16	723.30	-50.35	59,300		5,659	1,174 -240	65,931 831	11.00	498.00	4.10
	8,965	1,241 -71	38,663 356	11.11	665.25	-47.95	59,400		5,377	1,016 -24	32,960 450	11.01	540.00	4.25
	37,319	-3,506 -110	125,581 1,182	10.98	611.75	-40.85	59,500		46,950	747 -62	78,168 478	10.85	584.60	5.35
	11,293	1,190 -2	45,703 289	11.06	561.55	-42.25	59,600		5,108	227 3	21,383 166	10.90	634.10	5.80
	11,128	1,108 17	30,285 349	11	511.80	-40.35	59,700		4,795	-230 -15	11,831 105	10.90	683.60	11.45
	11,844	-1,619 -37	34,527 292	10.99	466.10	-38.05	59,800		5,432	-1,249	9,123 82	10.83	737.35	9.90
	6,937	78 -15	19,461 1,158	10.94	423.35	-37.50	59,900		2,790	-44 22	4,026 57	10.79	793.10	12.55
	42,855	367 -77	101,876 1,052	10.91	383.75	-34.35	60,000		19,421	1,202 27	20,623 105	10.74	855.00	12.05
	7,031	332 -8	15,599 149	10.86	347.55	-34.85	60,100		1,912	-70 -6	1,300 2	10.89	906.60	23.45
	5,919	204 -11	14,650 174	10.87	312.15	-34.80	60,200		1,503	32	830	10.85	997.95	68.35
	4,934	891 155	17,095 307	10.86	280.55	-27.15	60,300		2,051	-399	793	11.33	1023.60	-31.80
	5,066	493 -27	12,442 205	10.84	250.75	-26.55	60,400		795	-14	191	10.72	1140.00	41.35
	17,109	76 -13	43,166 338	10.82	225.00	-23.85	60,500		3,462	6 -3	5,636 5	10.73	1190.55	24.70
	3,838	-141 -30	12,334 337	10.84	202.15	-18.60	60,600		1,004	-124	255	10.38	1288.25	39.75
	3,753	169 -14	10,518 98	10.85	178.70	-18.35	60,700		394	9	44	10.35	1356.00	6.45
	3,869	-114 14	9,541 95	10.86	159.05	-17.95	60,800		322	-11	48	10.26	1425.00	13.75
	2,865	122 -5	7,632 41	10.83	140.65	-16.40	60,900		741	-6	27	10.29	1492.90	46.70
	23,199	985 -53	48,683 573	10.9	124.75	-15.55	61,000		3,319	-209 -3	1,979 5	10.84	1581.30	38.00
	2,328	-9 2	10,837 49	10.94	110.50	-13.35	61,100		360	-5	16	10.29	1581.45	-55.00
	3,472	780 96	13,985 161	10.97	98.40	-11.75	61,200		138	1	6	14.39	1727.25	-144.00
	2,217	-522 -44	11,972 83	11.02	86.70	-12.45	61,300		87	-2	6	10.30	2053.30	323.90
	1,379	-154 1	5,536 44	11.08	77.00	-11.15	61,400		100	0	0	10.90	0.00	0.00
	15,575	-938 7	31,091 230	11.11	68.05	-9.85	61,500		555	-23	89	12.52	2048.30	14.45
	1,958	124 -4	5,266 49	11.22	61.85	-7.85	61,600		129	0	0	8.60	0.00	0.00
	1,732	-94 -24	5,564 108	11.3	54.80	-7.70	61,700		97	0	0	7.26	0.00	0.00
	3,184	228 11	5,685 50	11.34	49.95	-6.90	61,800		126	0	3	7.73	2187.25	-15.05
	1,447	-169 -30	4,142 43	11.48	44.45	-6.95	61,900		10	0	0	0.00	0.00	0.00
	18,789	-1,460 100	38,848 517	11.61	40.20	-6.30	62,000		2,147	-28	307	10.80	2475.00	27.80
	1,192	-831 -1	5,429 36	11.71	36.65	-6.25	62,100		6	0	0	0.00	0.00	0.00
	1,438	-464 1	4,049 12	11.86	33.60	-5.45	62,200		3	0	0	0.00	0.00	0.00
	1,720	10 -2	3,611 21	12.02	31.65	-4.40	62,300		5	0	0	0.00	0.00	0.00
	741	47 -2	2,751 29	12.14	28.55	-4.65	62,400		4	0	0	0.00	0.00	0.00
	8,678	391 8	42,639 92	12.29	26.15	-4.65	62,500		9	0	0	12.23	0.00	0.00
	1,310	75 2	2,538 25	12.47	25.10	-4.00	62,600		5	0	0	0.00	0.00	0.00
	907	16 4	3,055 5	12.66	24.45	-2.45	62,700		5	0	0	0.00	0.00	0.00
	583	96 2	894 8	12.84	21.70	-2.75	62,800		4	0	0	0.00	0.00	0.00
	651	17	748 19	13.05	20.75	-2.75	62,900		2	0	0	0.00	0.00	0.00
	22,296	521 -66	33,914 844	13.02	19.15	-2.80	63,000		1,187	1	36	0.00	3485.00	105.00
	1,005	127 -4	604 1	12.38	18.20	-2.85	63,100		2	0	0	0.00	0.00	0.00
	542	-46 -1	906 8	13.36	18.00	-2.25	63,200		7	0	0	0.00	0.00	0.00
	509	22 -34	741 10	12.64	17.15	-2.00	63,300		1	0	0	0.00	0.00	0.00
	309	15 -2	431 16	12.91	16.30	-2.05	63,400		0	0	0	0.00	0.00	0.00
	4,092	-73 2	12,327 92	14	15.05	-1.95	63,500		2	0	0	0.00	0.00	0.00
	361	23	705 2	14.18	14.85	-1.50	63,600		0	0	0	0.00	0.00	0.00
	227	-24 1	451 4	14.42	14.70	-1.90	63,700		0	0	0	0.00	0.00	0.00
	237	36 9	469 11	14.62	14.55	-0.90	63,800		0	0	0	0.00	0.00	0.00
	286	57	360 4	13.75	14.50	-0.65	63,900		0	0	0	0.00	0.00	0.00
	13,133	33 93	19,090 563	14.94	13.25	-1.20	64,000		537	-1	4	23.80	4574.65	4.65
	241	47 2	263 1	14.28	13.75	1.20	64,100		1	0	0	0.00	0.00	0.00
	87	-2 2	99 2	15.35	13.35	-0.15	64,200		2	0	0	0.00	0.00	0.00
	47	-8	202	14.53	12.70	0.45	64,300		1	0	0	0.00	0.00	0.00
	88	35	463	15.61	13.40	1.40	64,400		0	0	0	0.00	0.00	0.00
	2,984	152 8	5,628 48	15.96	11.75	-0.90	64,500		31	0	1	17.55	5150.00	241.45
	57	-5 -1	77 2	15.19	12.05	0.30	64,600		0	0	0	0.00	0.00	0.00
	68	-5	52	15.29	11.95	0.25	64,700		0	0	0	0.00	0.00	0.00
	92	34	152	15.84	11.50	-0.40	64,800		0	0	0	0.00	0.00	0.00
	9,878	-73 -18	8,857 152	17.3	11.30	-0.75	65,000		763	8	15	0.00	5459.70	69.55
	693	122 -2	709 33	18.2	9.45	-0.60	65,500		1	0	0	0.00	0.00	0.00
	2,979	295 7	3,488 255	18.97	8.40	-0.50	66,000		261	0	0	28.20	0.00	0.00
	3,695	193 5	3,479 79	19.49	6.05	-0.45	66,500		0	0	0	0.00	0.00	0.00
	8,765	1,558 50	42,354 467	20.32	5.30	-0.40	67,000		234	-8	30	26.73	7432.00	12.00
	971	311 -2	1,359 7	22.13	5.70	-0.35	67,500		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.