Advanced Option Chain Analysis (BANKNIFTY)

Remove annoying ads with premium @ ₹89 ₹149 per month

Remove Ads

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		584.2857142857143	-7	175	53.98	3.20	-0.35
	0	0	0	0	0.00	0.00	46,500		601	4	70	44.38	3.90	0.20
	0	0	0	0	0.00	0.00	47,000		439	2 -1	133 21	42.69	4.05	0.00
	0	0	0	0	0.00	0.00	47,500		574	163	472	41.21	4.50	-0.05
	2,306	-1	2	0	11569.30	-57.80	48,000		1,187	28 2	504 27	39.39	4.20	-0.20
	3	0	0	0	0.00	0.00	48,500		203	20	198	37.91	4.45	-0.40
	476	0	0	0	0.00	0.00	49,000		339	4	481 7	36.03	4.60	-0.40
	12	0	0	0	0.00	0.00	49,500		252	108 3	481 50	34.75	4.70	-1.80
	0	0	0	0	0.00	0.00	49,600		61	-3 1	30 2	34.17	4.80	-0.85
	1	0	0	0	0.00	0.00	49,700		19	3 1	42 1	34.03	4.75	-0.55
	1	0	0	0	0.00	0.00	49,800		60	1	35 1	33.54	4.80	-0.95
	1	0	0	0	0.00	0.00	49,900		56	2	4	33.69	5.05	-1.45
	1,972	-7	14	0	9660.00	52.55	50,000		5,903	-1,465 -1	9,277 65	32.79	4.70	-1.20
	1	0	0	0	0.00	0.00	50,100		73	13	109	32.64	4.55	-1.55
	1	0	0	0	0.00	0.00	50,200		21	0	0	30.40	0.00	0.00
	1	0	0	0	0.00	0.00	50,300		39	13	66	32.29	4.50	-1.05
	1	0	0	0	0.00	0.00	50,400		9	-4	30	31.92	5.50	-0.30
	14	0	0	0	0.00	0.00	50,500		459	-18 25	763 260	31.75	5.15	-0.85
	1	0	0	0	0.00	0.00	50,600		15	2	28	31.31	5.60	-0.80
	1	0	0	0	0.00	0.00	50,700		15	1 1	29 2	31.17	5.80	-0.90
	1	0	0	0	0.00	0.00	50,800		17	4	54 4	30.98	5.80	-0.30
	1	0	0	0	0.00	0.00	50,900		16	-1	2	30.33	5.10	-1.25
	641.4285714285714	-2	3	0	8430.00	-220.00	51,000		2,456.714285714286	-124	908 6	30.51	6.20	-0.70
	1	0	0	0	0.00	0.00	51,100		16	1	27	29.97	5.60	-0.30
	1	0	0	0	0.00	0.00	51,200		37	25	127	29.80	6.00	0.05
	1	0	0	0	0.00	0.00	51,300		20	0	0	27.30	0.00	0.00
	1	0	0	0	0.00	0.00	51,400		163	-2	38	29.72	6.45	-1.65
	21	0	0	0	0.00	0.00	51,500		461	-7	126	29.12	6.75	-0.40
	1	0	0	0	0.00	0.00	51,600		17	8	60	29.19	6.45	0.30
	1	0	0	0	0.00	0.00	51,700		13	0	0	26.24	0.00	0.00
	3	0	0	0	0.00	0.00	51,800		22	0	0	0.00	0.00	0.00
	4	0	0	0	0.00	0.00	51,900		23	8	29	27.71	7.05	-0.15
	787	0	7	35.65	7665.35	-54.65	52,000		1,889	-3	571 1	27.46	6.90	0.10
	1	0	0	0	0.00	0.00	52,100		49	8	15	26.83	6.05	-1.60
	1	0	0	0	0.00	0.00	52,200		14	0	0	24.65	0.00	0.00
	1	0	0	0	0.00	0.00	52,300		41	0	2	26.46	6.70	-1.10
	1	0	0	0	0.00	0.00	52,400		44	2	47	26.30	7.45	-0.10
	26	0	0	42.35	0.00	0.00	52,500		1,079.5714285714287	13	328	26.15	7.75	-0.10
	3	0	0	0	0.00	0.00	52,600		28	0	4	25.48	6.80	-0.20
	1	0	0	0	0.00	0.00	52,700		29	0	1	25.52	7.70	-0.05
	2	0	0	0	0.00	0.00	52,800		39	-1	15	25.11	7.80	-0.05
	2	0	0	0	0.00	0.00	52,900		45	0	4	24.42	6.70	-0.15
	843	0	1	0	6370.00	-80.00	53,000		3,736	124	2,052	24.47	8.10	0.40
	3	0	0	0	0.00	0.00	53,100		66	0	0	22.10	0.00	0.00
	2	0	0	0	0.00	0.00	53,200		56	1	42	23.72	7.50	-1.00
	2	0	0	0	0.00	0.00	53,300		45	2	6	23.74	8.50	0.50
	2	0	0	0	0.00	0.00	53,400		46	0	1	23.13	7.75	0.00
	104	0	0	0	0.00	0.00	53,500		1,515	-8 -7	673 1	22.89	8.80	0.65
	30	0	0	0	0.00	0.00	53,600		80	20	694 34	22.49	8.55	-0.10
	3	0	0	0	0.00	0.00	53,700		100	0	0	20.55	0.00	0.00
	4	0	0	0	0.00	0.00	53,800		100	0	8 1	22.03	9.00	0.35
	4	0	0	0	0.00	0.00	53,900		236	6 1	49 1	21.63	9.40	1.40
	1,787.2857142857142	-1	2	0	5435.00	-190.00	54,000		7,517	151 -27	3,712 25	21.46	9.80	0.70
	4	0	0	0	0.00	0.00	54,100		190	0	1	21.06	8.80	0.20
	51	0	0	0	0.00	0.00	54,200		296	1	8	20.76	9.15	0.25
	4	0	0	0	0.00	0.00	54,300		94	1	10	20.40	8.90	-0.25
	135	0	0	0	0.00	0.00	54,400		268	7	38	20.08	9.00	-0.05
	241	0	0	0	0.00	0.00	54,500		3,039	73 9	3,380 145	19.85	10.05	0.45
	8	0	0	0	0.00	0.00	54,600		266	63	249	19.45	9.25	-0.25
	53	0	0	0	0.00	0.00	54,700		271	121	321	19.20	10.05	0.35
	30	0	0	0	0.00	0.00	54,800		191	36	134	18.85	9.60	-0.50
	72	0	0	0	0.00	0.00	54,900		198	-13	162	18.83	11.45	0.80
	1,674	-30	38	18.91	4681.00	40.00	55,000		10,868	-80 -41	10,142 135	18.62	12.15	0.70
	24	0	0	0	0.00	0.00	55,100		160	18 1	241 9	18.24	12.25	0.65
	5	0	0	0	0.00	0.00	55,200		409	68	582 8	17.94	13.20	0.95
	21	0	0	0	0.00	0.00	55,300		419	77	302	18.04	13.55	0.25
	113	0	0	0	0.00	0.00	55,400		555	127 9	420 11	17.40	14.15	0.80
	2,403	-5	11	19.57	4200.00	52.85	55,500		7,881.857142857143	181.71428571428572 52.0	6,144 237	17.32	14.80	0.40
	8	0	0	0	0.00	0.00	55,600		973	146 -3	631 6	17.12	15.95	0.20
	8	0	4	0	3772.50	-25.15	55,700		400	11 7	128 5	16.85	16.25	-0.15
	16	0	0	0	0.00	0.00	55,800		1,360	44	385	16.57	16.50	-0.55
	18	0	0	0	0.00	0.00	55,900		488	68	467 3	16.46	18.10	-0.30
	2,570	-9	25	0	3598.00	-57.95	56,000		13,489	-98 4	11,274 17	16.12	18.65	-0.45
	10	0	0	0	0.00	0.00	56,100		1,006	214 6	1,091 48	15.91	20.15	-0.65
	9	0	0	0	0.00	0.00	56,200		674	8	348 3	15.56	20.70	-0.70
	11	0	0	0	0.00	0.00	56,300		716	-2 -2	707 19	15.39	21.90	-1.05
	28	5	10	12.76	3281.35	-382.35	56,400		517	12 1	585 2	15.12	22.65	-2.35
	910	-28	35	0	3200.00	50.00	56,500		7,801	516 10	9,421 64	14.88	24.20	-1.85
	17	0	0	0	0.00	0.00	56,600		1,032	60 2	827 20	14.67	25.95	-2.35
	18	0	0	0	0.00	0.00	56,700		640	68 -5	937 7	14.35	27.50	-2.15
	42	0	0	0	0.00	0.00	56,800		1,887	593 1	3,217 9	14.16	28.95	-3.20
	14	0	0	0	0.00	0.00	56,900		1,044	-282 18	3,872 12	13.97	31.35	-3.80
	3,435	-202	416	14.88	2718.55	39.65	57,000		20,960	1,058 33	21,471 118	13.82	34.35	-3.95
	13	0	0	0	0.00	0.00	57,100		2,955	1,769 -2	5,433 17	13.52	35.70	-4.75
	83	0	0	9.91	0.00	0.00	57,200		1,889	165 -7	3,054 11	13.33	39.25	-4.70
	81	0	1	0	2256.75	-32.45	57,300		2,204	120 3	2,713 12	13.10	42.25	-5.10
	150	0	0	0	0.00	0.00	57,400		1,921	350 -12	4,303 10	12.94	46.40	-5.80
	1,666	20	80	14.18	2252.80	43.75	57,500		19,720	1,563 25	20,691 242	12.79	51.65	-5.80
	148	0	4	0	2163.50	36.50	57,600		1,833	179 -5	2,767 4	12.59	55.85	-6.05
	260	0	6	12.58	2064.35	45.10	57,700		3,046	208 -1	3,928 6	12.43	60.90	-7.00
	284	42	66	0	1969.70	65.45	57,800		4,815	-223 6	4,514 11	12.25	67.55	-6.10
	186	0	1	0	1665.00	-66.40	57,900		1,981	313 -3	5,249 23	12.11	74.45	-8.30
	6,359	159 1	1,268 13	13.34	1750.00	6.05	58,000		27,402	1,844 -15	37,500 154	11.94	82.80	-8.95
	357	43	93	12.85	1693.05	42.85	58,100		1,668	151	4,939 48	11.78	92.10	-9.20
	515	57	176	12.6	1578.45	16.80	58,200		2,607	-168 -7	6,532 81	11.64	102.05	-9.70
	412	18	85	11.71	1505.75	29.00	58,300		2,855	259 -1	8,967 21	11.51	113.70	-10.95
	425	33 1	165 2	12.53	1392.00	3.95	58,400		2,225	221 1	5,998 36	11.37	126.75	-11.35
	20,249	-157 1	3,751 15	12.07	1313.00	-0.10	58,500		32,462	2,150 51	36,611 196	11.26	141.90	-12.20
	639	47 3	567 1	11.95	1232.00	10.50	58,600		3,489	356 4	9,379 37	11.08	157.50	-12.65
	1,018	29 -2	1,402 2	11.76	1169.15	24.70	58,700		4,937	840 -2	11,529 36	10.96	176.75	-12.85
	2,927	-230 -1	3,986 13	11.65	1067.65	-0.50	58,800		6,785	547 5	20,352 126	10.85	195.90	-14.65
	1,483	92 2	4,798 15	11.43	987.95	1.25	58,900		5,869	398 -20	16,300 131	10.75	218.15	-16.25
	23,132	2,154 -5	47,547 266	11.25	910.95	-0.75	59,000		46,200	8,494 33	90,940 520	10.62	243.60	-16.25
	3,044	987 -1	25,154 84	11.08	840.45	-0.60	59,100		7,804	3,057 72	42,929 148	10.53	270.15	-17.80
	6,035	1,409 -5	52,221 195	11.05	769.95	-1.75	59,200		12,377	5,356 98	78,447 302	10.43	300.60	-18.60
	7,290	1,109 -28	51,525 275	10.93	704.85	-3.40	59,300		10,175	3,801 -20	70,075 326	10.33	333.95	-19.10
	10,427	1,954 -26	49,988 817	10.83	641.10	-3.05	59,400		10,168	3,357 -5	53,359 705	10.22	370.10	-19.00
	47,688	9,524 27	105,621 1,406	10.74	582.00	-1.80	59,500		57,783	9,621 33	90,509 1,414	10.11	409.50	-19.70
	11,951	420 13	35,218 277	10.61	523.00	-6.70	59,600		6,936	1,825 12	24,331 320	10.03	452.35	-20.05
	12,554	1,900 175	29,902 398	10.55	469.85	-7.60	59,700		7,458	638 98	19,322 253	9.91	498.30	-21.25
	11,956	203 18	21,477 164	10.43	420.90	-6.95	59,800		5,886	366 21	10,835 151	9.87	548.15	-22.35
	8,671	695 14	18,187 224	10.34	374.95	-2.85	59,900		2,363	297 -14	3,680 65	9.82	600.30	-22.55
	44,717	1,897 -3	80,563 824	10.3	332.55	-6.75	60,000		18,370	1,628 14	18,250 213	9.75	660.75	-21.60
	8,206	616 5	12,392 164	10.27	294.45	-7.85	60,100		1,960	85 1	1,724 62	9.65	720.65	-18.55
	7,094	1,003 -1	13,587 100	10.21	257.95	-8.15	60,200		1,431	0	946 12	9.58	782.75	-27.10
	4,883	893 26	10,510 117	10.18	226.30	-8.45	60,300		1,302	46 1	697 10	9.62	852.50	-20.75
	4,336	391 -7	8,582 81	10.11	197.55	-7.90	60,400		747	-21 -2	338 1	9.23	910.35	-33.40
	17,533	2,510 17	37,980 292	10.12	171.35	-8.40	60,500		3,294	639 6	3,847 21	9.40	998.35	-18.80
	3,348	66 -2	8,989 88	10.08	148.65	-7.80	60,600		614	-1	45 1	9.55	1063.00	-38.45
	3,758	622 32	11,407 209	10.09	128.95	-7.80	60,700		376	7	28	9.19	1115.75	-65.85
	3,653	755 22	9,878 143	10.08	111.15	-7.75	60,800		307	-4	23	12.66	1320.80	71.75
	3,085	133 -17	7,790 101	10.1	96.60	-7.05	60,900		658	-3	8	16.23	1286.65	-66.60
	26,636	2,697 10	46,779 725	10.11	83.15	-6.80	61,000		3,132	-75 1	1,182 17	9.02	1407.80	-18.15
	2,284	298 10	6,146 97	10.16	72.05	-6.40	61,100		341	0	11	15.31	1650.00	127.10
	3,817	1,175 -2	8,077 51	10.23	62.75	-5.60	61,200		127	0	0	0.00	0.00	0.00
	3,219	970 9	8,868 25	10.27	54.40	-5.75	61,300		85	-1	11	11.72	1700.00	-70.00
	2,143	124 -20	5,609 45	10.38	48.15	-4.70	61,400		98	0	6	20.14	2061.45	287.20
	14,461	1,074 38	25,167 281	10.45	42.25	-3.85	61,500		514	8	52	18.01	1831.25	-48.60
	1,984	155 -7	2,808 19	10.58	37.55	-3.70	61,600		124	0	0	0.00	0.00	0.00
	2,085	571 -15	3,464 52	10.72	33.40	-3.40	61,700		97	0	0	0.00	0.00	0.00
	4,810	-15	4,440 4	10.92	31.60	-2.40	61,800		126	0	0	0.00	0.00	0.00
	1,296	227 -1	2,397 8	11.03	27.40	-2.75	61,900		10	0	0	0.00	0.00	0.00
	18,131	805	17,037 70	11.22	25.40	-2.05	62,000		2,385	-71	241	0.00	2319.60	-43.95
	959	39 120	4,180 550	11.37	22.65	-1.90	62,100		6	0	0	0.00	0.00	0.00
	1,416	-77 6	5,036 63	11.55	21.00	-1.80	62,200		3	0	0	0.00	0.00	0.00
	1,906	-42	1,323 2	11.73	19.75	-1.30	62,300		4	0	0	11.50	0.00	0.00
	1,227	-180 3	1,378 1	11.9	18.40	-0.90	62,400		4	0	0	0.00	0.00	0.00
	8,941	-95 2	10,358 86	12.14	17.00	-1.15	62,500		15	0	0	0.00	0.00	0.00
	1,262	-74	679	12.44	17.55	-0.20	62,600		5	0	0	0.00	0.00	0.00
	1,090	50 3	941 13	12.63	15.70	-0.95	62,700		5	0	0	0.00	0.00	0.00
	457	-83 1	501 25	12.93	15.15	-0.25	62,800		4	0	0	0.00	0.00	0.00
	442	-59	374 27	13.02	14.15	-0.70	62,900		2	0	0	0.00	0.00	0.00
	22,588	1,805 9	11,734 181	13.25	13.10	-1.00	63,000		1,200	2	7	9.54	3300.00	-22.25
	799	38	261	13.58	13.55	-0.55	63,100		2	0	0	0.00	0.00	0.00
	437	62	276	13.67	13.00	-0.20	63,200		7	0	0	0.00	0.00	0.00
	552	77	319	14.05	12.60	-0.05	63,300		1	0	0	0.00	0.00	0.00
	425	115 -1	240 4	14.23	12.20	0.40	63,400		0	0	0	0.00	0.00	0.00
	5,616	-415 -12	6,547 103	14.52	11.30	0.00	63,500		2	0	0	0.00	0.00	0.00
	668	190	519	14.87	11.70	0.20	63,600		0	0	0	0.00	0.00	0.00
	278	21	163 1	15.07	12.10	1.30	63,700		0	0	0	0.00	0.00	0.00
	392	66	377	15.28	10.50	0.10	63,800		0	0	0	0.00	0.00	0.00
	214	-3 -2	62 1	15.56	11.75	1.55	63,900		0	0	0	0.00	0.00	0.00
	16,348	1,201 22	10,502 163	15.83	10.10	-0.05	64,000		500	0	0	0.00	0.00	0.00
	209	-4	141	16.05	11.00	1.00	64,100		1	0	0	0.00	0.00	0.00
	115	21	55	16.24	9.55	-0.60	64,200		2	0	0	0.00	0.00	0.00
	50	8	81	16.41	9.00	-0.40	64,300		1	0	0	0.00	0.00	0.00
	57	3	197	16.65	9.50	0.55	64,400		0	0	0	0.00	0.00	0.00
	3,610	762 -19	4,873 173	17.08	9.15	0.20	64,500		31	0	0	0.00	0.00	0.00
	61	0	0	15.82	0.00	0.00	64,600		0	0	0	0.00	0.00	0.00
	109	23	212	17.57	9.00	1.10	64,700		0	0	0	0.00	0.00	0.00
	97	-1	201	17.65	8.20	0.05	64,800		0	0	0	0.00	0.00	0.00
	8,798	197 -1	3,732 13	18.31	8.50	0.55	65,000		765	2	5	18.48	5300.00	-50.00
	524	21	1,297	19.25	7.35	0.70	65,500		1	0	0	0.00	0.00	0.00
	1,836	-53 -6	1,177 22	20.04	5.80	0.25	66,000		255	0	0	0.00	0.00	0.00
	3,577	13	1,738 4	20.93	4.85	0.50	66,500		0	0	0	0.00	0.00	0.00
	10,467	136 8	8,900 10	21.93	4.25	0.25	67,000		248	2	3	44.82	7559.00	349.00
	1,442	-13 -1	243 3	23.08	4.60	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.