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.
	662	0	0	0	0.00	0.00	46,000		8,180	-97	314	36.58	2.55	-0.20
	4	0	0	0	0.00	0.00	46,500		173	15	109	36.05	3.45	0.00
	350	0	1	0	10955.00	169.95	47,000		815	12	67	34.74	3.75	-0.85
	4	0	0	0	0.00	0.00	47,500		467	6 -2	318	33.41	4.35	-0.10
	195	50 10	62 16	0	9845.00	-80.05	48,000		1,023	-6	83 8	32.50	4.95	-0.70
	0	0	0	0	0.00	0.00	48,500		135	0	0	31.78	0.00	0.00
	0	0	0	0	0.00	0.00	48,600		9	0	0	31.09	0.00	0.00
	0	0	0	0	0.00	0.00	48,700		20	0	0	31.19	0.00	0.00
	0	0	0	0	0.00	0.00	48,800		43	1	17	30.54	5.95	-0.90
	0	0	0	0	0.00	0.00	48,900		197	0	0	31.93	0.00	0.00
	23	0	0	0	0.00	0.00	49,000		1,860	20	103	30.19	6.30	-0.50
	0	0	0	0	0.00	0.00	49,100		21	1 1	3	29.68	6.15	-0.10
	0	0	0	0	0.00	0.00	49,200		11	0	0	29.27	0.00	0.00
	0	0	0	0	0.00	0.00	49,300		62	0	2	29.08	6.25	-0.85
	0	0	0	0	0.00	0.00	49,400		11	0	0	29.09	0.00	0.00
	62	0	0	0	0.00	0.00	49,500		269	15 -1	18	28.43	6.25	-0.40
	0	0	0	0	0.00	0.00	49,600		39	0	7	28.26	6.55	-1.55
	0	0	0	0	0.00	0.00	49,700		7	0	0	28.51	0.00	0.00
	0	0	0	0	0.00	0.00	49,800		4	0	0	27.99	0.00	0.00
	0	0	0	0	0.00	0.00	49,900		7	-2	13	27.17	6.30	-0.60
	3,875	2	10	0	7877.00	-239.20	50,000		10,423	43 4	535 2	27.29	7.25	-0.60
	0	0	0	0	0.00	0.00	50,100		11	0	0	27.27	0.00	0.00
	0	0	0	0	0.00	0.00	50,200		19	0	5	26.61	7.20	-0.50
	0	0	0	0	0.00	0.00	50,300		18	-23	77	26.25	7.10	-2.65
	0	0	0	0	0.00	0.00	50,400		27	0	0	27.10	0.00	0.00
	7	0	0	0	0.00	0.00	50,500		877	41 2	252	25.76	7.75	-0.50
	0	0	0	0	0.00	0.00	50,600		11	0	2	25.50	7.65	-0.40
	0	0	0	0	0.00	0.00	50,700		16	1	6	25.27	7.90	-1.00
	0	0	0	0	0.00	0.00	50,800		20	0	0	26.00	0.00	0.00
	0	0	0	0	0.00	0.00	50,900		59	0	1	24.80	8.40	-0.45
	286	-2	3	0	6970.00	-167.00	51,000		5,487	141 1	979	24.68	9.00	0.20
	2	0	0	0	0.00	0.00	51,100		31	-13 1	43	24.06	8.15	-0.65
	0	0	0	0	0.00	0.00	51,200		54	0	12	24.14	9.35	-0.15
	0	0	0	0	0.00	0.00	51,300		47	0	1	24.52	11.75	0.05
	0	0	0	0	0.00	0.00	51,400		62	2	36	23.52	9.50	-0.45
	12	0	0	0	0.00	0.00	51,500		3,211	-54	431	23.42	10.25	-0.25
	0	0	0	0	0.00	0.00	51,600		80	22	82	23.20	10.65	0.55
	0	0	0	0	0.00	0.00	51,700		60	11 -1	67	22.74	10.20	-1.40
	0	0	0	0	0.00	0.00	51,800		67	-13	16	22.52	10.60	-1.35
	0	0	0	0	0.00	0.00	51,900		113	-12	59	22.20	10.65	-1.65
	698	0	0	0	0.00	0.00	52,000		10,352	-29	2,493	22.00	11.15	-0.40
	0	0	0	0	0.00	0.00	52,100		51	-1	86	21.67	11.20	-1.20
	1	0	0	0	0.00	0.00	52,200		127	-6 -1	93	21.41	11.50	-1.10
	0	0	0	0	0.00	0.00	52,300		142	-9	12	21.50	13.30	-0.15
	0	0	0	0	0.00	0.00	52,400		105	5 -5	21	20.95	12.40	-1.60
	11	0	0	19.57	0.00	0.00	52,500		4,269	-218	1,367 11	20.89	13.80	-0.35
	0	0	0	0	0.00	0.00	52,600		84	-2 2	29	20.44	13.15	-1.65
	0	0	0	0	0.00	0.00	52,700		501	-77	100	20.48	15.00	-0.35
	0	0	0	0	0.00	0.00	52,800		405	76 -2	178	20.28	15.75	-0.05
	0	0	0	0	0.00	0.00	52,900		388	1 -1	37	19.76	14.85	-1.90
	1,503	-7	8	0	4900.00	-262.80	53,000		12,175	-278 -10	2,898 39	19.79	16.95	-0.40
	0	0	0	0	0.00	0.00	53,100		122	-2	48 1	19.48	18.00	-0.60
	1	0	0	22.47	0.00	0.00	53,200		196	-8	95	19.25	17.90	-1.90
	0	0	0	0	0.00	0.00	53,300		226	6	64	19.24	20.10	0.60
	0	0	0	0	0.00	0.00	53,400		513	-16 1	85	18.76	20.85	-0.10
	260	0	0	0	0.00	0.00	53,500		4,228	292 -1	3,130 40	18.67	21.25	-0.15
	4	0	0	0	0.00	0.00	53,600		263	51 -2	174	18.47	22.25	-0.45
	0	0	0	0	0.00	0.00	53,700		661	20	178 3	18.19	24.10	0.05
	3	0	0	0	0.00	0.00	53,800		883	36 -1	142 4	18.20	24.20	-0.80
	4	0	0	0	0.00	0.00	53,900		478	28	145	17.93	26.85	0.55
	1,300	-73	292	0	3940.00	-199.55	54,000		12,476	-260	5,609	17.67	27.50	0.20
	0	0	0	0	0.00	0.00	54,100		631	-3 -1	412 3	17.47	29.00	0.25
	0	0	0	0	0.00	0.00	54,200		693	43 -3	208 1	17.32	31.70	1.85
	2	0	1	0	3700.00	-200.00	54,300		542	16	176	17.16	34.00	2.20
	4	0	6	0	3590.00	585.20	54,400		728	-49 -2	407 1	17.03	36.25	1.40
	123	1 1	1	17.29	3582.00	0.00	54,500		6,759	47	3,563 3	16.73	38.35	2.00
	2	0	0	0	0.00	0.00	54,600		794	50 1	212 1	16.73	41.45	2.15
	0	0	0	0	0.00	0.00	54,700		874	1	669	16.46	44.15	2.75
	0	0	0	0	0.00	0.00	54,800		1,546	-121	814	16.41	49.50	5.20
	0	0	0	0	0.00	0.00	54,900		928	51	264	16.29	53.75	6.45
	2,218	-39 -4	106 3	0	2966.00	-236.15	55,000		15,906	267 -13	8,190 26	16.01	57.00	5.30
	8	-1	5	10.1	2944.35	-151.25	55,100		2,881	377	1,308	15.89	60.80	6.90
	11	0	0	15.94	0.00	0.00	55,200		1,359	43 -1	488 1	15.73	66.75	6.10
	23	0	0	0	0.00	0.00	55,300		1,606	8	420	15.75	73.85	11.15
	17	0	0	0	0.00	0.00	55,400		1,148	-34	478	15.57	79.00	8.60
	512	-1	12	0	2500.00	-229.85	55,500		8,132	707	4,213 2	15.41	86.75	11.15
	49	0	0	14.43	0.00	0.00	55,600		1,692	-21	729 4	15.28	95.00	12.75
	18	0	0	0	0.00	0.00	55,700		1,047	60 -2	1,838 6	15.19	103.35	13.50
	60	0	0	15.41	0.00	0.00	55,800		1,540	52 -1	1,002 1	15.09	111.00	14.70
	73	0	2	0	2130.00	-149.70	55,900		990	33 1	1,133 3	15.14	123.30	21.10
	4,616	4 -5	577 2	9.14	2037.45	-228.00	56,000		21,658	-503 -1	13,800 50	14.91	134.45	20.65
	358	0	3	11.62	2008.00	-140.95	56,100		1,732	-121 2	1,134 4	14.80	146.65	24.25
	224	-2	5	9.32	1875.00	-195.00	56,200		1,946	54	872 6	14.70	160.00	29.15
	183	-1	2	10.85	1811.95	-185.90	56,300		1,887	340	1,684	14.69	171.55	27.00
	346	0	3	10.99	1726.85	-174.65	56,400		1,831	256 2	1,531 2	14.54	191.00	33.40
	5,283	8 2	312 4	10.03	1620.00	-199.75	56,500		14,190	306 3	7,953 11	14.51	208.10	37.90
	361	11	50	10.92	1553.00	-208.45	56,600		2,253	30 8	1,992 10	14.43	227.65	40.90
	1,003	51	185	10.44	1454.35	-201.70	56,700		3,056	243	3,142 5	14.39	245.00	41.60
	1,917	-3	110	10.6	1376.60	-183.70	56,800		3,875	-51 -3	2,604 23	14.31	269.55	50.85
	2,446	-1	104	11.26	1320.00	-174.90	56,900		3,948	-213	3,453 5	14.25	294.10	55.05
	20,808	-123 -3	4,370 60	11.32	1235.90	-172.40	57,000		32,826	674 -5	24,369 200	14.20	319.50	60.10
	2,608	22	287	11.25	1169.90	-171.55	57,100		3,441	61 8	3,051 31	14.13	347.75	63.85
	2,378	4	406 1	11.26	1101.50	-162.15	57,200		4,483	-62 -2	4,200 16	14.13	377.70	71.95
	3,032	-10 -9	637 2	11.18	1027.45	-168.65	57,300		2,710	-155 -4	4,292 43	14.06	410.65	76.05
	2,821	-37	1,006 4	11.66	966.95	-151.55	57,400		4,744	762 -5	11,524 30	14.07	443.80	78.90
	14,703	825 20	10,215 31	11.62	899.00	-145.00	57,500		17,089	121 -9	21,106 56	13.99	480.15	87.15
	4,257	-30 12	3,965 14	11.7	834.65	-145.50	57,600		4,351	-392 4	10,824 43	14.03	519.35	92.70
	7,663	1,441 35	11,082 128	11.66	777.20	-139.00	57,700		6,462	249 27	17,168 191	14.04	561.35	99.20
	12,446	3,976 53	27,614 128	11.68	721.70	-131.20	57,800		8,350	1,247 23	43,747 210	14.00	605.00	103.35
	8,084	2,844 28	27,966 119	11.74	669.60	-124.30	57,900		6,670	343 -2	43,417 153	13.99	650.05	109.40
	78,972	1,222 9	58,808 262	11.69	619.15	-116.95	58,000		58,929	27 -26	66,275 176	14.01	698.35	115.35
	8,395	-182 3	15,531 25	11.73	569.80	-113.90	58,100		8,731	-413 2	14,503 13	13.92	749.85	121.40
	5,940	313	9,237 18	11.75	522.65	-110.15	58,200		4,529	-323 -1	10,157 10	14.00	802.65	129.00
	3,703	989 -8	6,265 23	11.76	480.00	-102.90	58,300		2,573	369 -4	6,162 3	14.08	857.80	137.75
	2,586	716 4	4,911 19	11.77	438.95	-98.65	58,400		685	60 1	1,119 3	14.18	916.85	144.20
	23,551	1,893 2	30,121 79	11.76	401.00	-90.30	58,500		10,507	-112 1	6,823 10	14.08	979.00	150.10
	4,583	1,920 -8	6,234 21	11.79	365.00	-83.90	58,600		611	37	456 2	14.23	1047.55	161.35
	2,849	90 3	4,221 7	11.78	332.00	-78.80	58,700		465	0	475	14.06	1089.40	137.20
	2,134	238 -1	3,940 5	11.78	300.00	-72.95	58,800		1,220	483	1,407	14.22	1162.45	143.10
	1,579	369 2	4,312 3	11.74	271.65	-70.20	58,900		226	-18	221	14.25	1246.85	181.85
	39,200	2,728 6	22,850 63	11.8	245.40	-62.10	59,000		10,576	-59	2,780	14.48	1313.60	165.85
	2,762	173 -3	2,263 9	11.74	219.15	-58.35	59,100		108	27	45	14.70	1397.20	164.75
	2,406	347 20	2,581 18	11.78	197.15	-53.75	59,200		358	2	201	14.94	1472.20	179.55
	2,286	457 1	2,713 20	11.78	176.85	-46.55	59,300		191	-1	51 3	13.63	1550.75	207.40
	2,340	525 -2	4,075 6	11.81	157.95	-44.95	59,400		164	0	5	15.68	1650.80	232.45
	12,592	992 21	11,922 12	11.82	141.45	-38.95	59,500		2,151	39 1	352 1	15.74	1715.00	212.45
	1,813	101	2,526 7	11.86	126.90	-41.00	59,600		15	3	13	13.43	1719.15	119.15
	977	263 1	3,254 27	11.88	113.00	-30.45	59,700		21	5 2	9	13.52	1804.05	-8.65
	1,886	119 1	3,335 10	11.89	100.10	-29.00	59,800		10	0	0	17.94	0.00	0.00
	2,136	328	2,956 6	11.97	90.10	-26.55	59,900		1	-2	4	15.33	2030.00	173.80
	37,975	2,563 1	21,546 16	12.02	80.35	-20.70	60,000		9,982	-16	627	16.47	2151.00	226.80
	1,360	70	1,471	12.03	72.00	-18.05	60,100		7	0	0	22.54	0.00	0.00
	239	34	468	12.1	63.90	-15.80	60,200		12	0	0	12.71	0.00	0.00
	165	40	372 2	12.11	55.70	-13.70	60,300		1	0	0	24.19	0.00	0.00
	3,687	149 1	823 4	12.17	48.90	-12.20	60,400		0	0	0	0.00	0.00	0.00
	13,205	-185 5	5,386 23	12.2	44.00	-9.65	60,500		360	21	26	16.35	2570.00	216.45
	1	0	0	15.99	0.00	0.00	60,600		10	0	0	24.43	0.00	0.00
	0	0	0	0	0.00	0.00	60,700		1	0	0	15.79	0.00	0.00
	549	8	930 1	12.46	32.05	-6.50	60,800		2	0	0	25.10	0.00	0.00
	0	0	0	0	0.00	0.00	60,900		0	0	0	0.00	0.00	0.00
	21,871	219 2	5,339 4	12.6	25.40	-4.65	61,000		2,390	0	48	19.74	3099.00	249.40
	0	0	0	0	0.00	0.00	61,100		2	0	0	15.97	0.00	0.00
	2,413	115 5	1,778 1	12.81	20.85	-3.55	61,200		1	0	0	25.62	0.00	0.00
	0	0	0	0	0.00	0.00	61,300		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	61,400		0	0	0	0.00	0.00	0.00
	4,805	48	2,651 2	13.15	15.60	-2.55	61,500		339	-5	9	18.89	3525.05	-66.40
	0	0	0	0	0.00	0.00	61,600		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	61,700		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	61,800		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	61,900		0	0	0	0.00	0.00	0.00
	12,468	0	3,349 10	13.83	10.70	-1.20	62,000		2,409	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	62,100		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	62,200		0	0	0	0.00	0.00	0.00
	122	4	152	14.28	8.60	-0.90	62,300		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	62,400		0	0	0	26.47	0.00	0.00
	3,441	276 -1	2,383 11	14.62	7.60	-1.35	62,500		105	0	0	30.96	0.00	0.00
	0	0	0	0	0.00	0.00	62,600		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	62,700		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	62,800		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	62,900		0	0	0	0.00	0.00	0.00
	6,466	-14	1,686	15.57	6.35	-0.65	63,000		2,355	-21	22	27.50	5075.00	234.95
	0	0	0	0	0.00	0.00	63,100		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	63,200		0	0	0	0.00	0.00	0.00
	522	123 -38	784 171	16.24	5.65	-0.50	63,300		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	63,400		0	0	0	0.00	0.00	0.00
	889	45	361	16.45	5.10	-0.80	63,500		30	0	0	37.51	0.00	0.00
	0	0	0	0	0.00	0.00	63,600		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	63,700		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	63,800		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	63,900		0	0	0	0.00	0.00	0.00
	1,678	-1	295 19	17.44	4.35	-0.55	64,000		75	0	0	27.70	0.00	0.00
	24	0	9	17.7	4.50	-1.60	64,100		0	0	0	0.00	0.00	0.00
	489	-11 2	67	18.17	5.00	-0.10	64,200		1	0	0	0.00	0.00	0.00
	1,179	-29	301	18.39	3.90	-0.60	64,500		0	0	0	0.00	0.00	0.00
	8,886	801 12	2,199 9	19.08	3.00	-0.75	65,000		2,215	7	12	31.70	7010.00	210.00
	2,566	0	504 20	19.62	2.25	-0.50	65,500		0	0	0	0.00	0.00	0.00
	3,417	831	2,273 57	20.54	2.00	-0.65	66,000		651	-46 -6	60 12	34.09	8060.00	248.50

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.