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.
	5,364	-36	45	0	10300.00	458.65	50,000		4,554	442	6,029	27.82	5.25	-0.30
	15	0	0	0	0.00	0.00	50,500		296	75	312	26.90	6.00	0.30
	759	-2	3	0	9270.00	569.95	51,000		1,207	17	1,050	25.37	5.55	-0.25
	18	0	0	0	0.00	0.00	51,500		134	-13	407	24.27	6.00	-0.60
	937	12	37	0	8296.00	426.00	52,000		3,192	1,098	3,174	22.97	6.00	-1.10
	37	0	0	0	0.00	0.00	52,500		337	25	767	22.24	7.50	-0.85
	0	0	0	0	0.00	0.00	52,600		72	30	117	21.99	7.55	-0.45
	0	0	0	0	0.00	0.00	52,700		19	6	70	21.64	7.30	-1.60
	0	0	0	0	0.00	0.00	52,800		22	1	13	21.43	7.45	-3.15
	0	0	0	0	0.00	0.00	52,900		52	0	15	21.38	8.10	-1.40
	1,046	-7	18	0	7300.00	420.00	53,000		2,624	652	3,000	21.24	8.50	-0.85
	0	0	0	0	0.00	0.00	53,100		36	1	131	20.91	8.30	-1.00
	0	0	0	0	0.00	0.00	53,200		27	1	114	20.74	8.60	-1.25
	0	0	0	0	0.00	0.00	53,300		29	4	197	20.63	9.15	-0.75
	0	0	0	0	0.00	0.00	53,400		34	6	228	20.37	9.20	-0.50
	23	0	0	0	0.00	0.00	53,500		2,125	311	2,007	20.32	10.00	-1.35
	1	0	0	0	0.00	0.00	53,600		33	24	139	20.05	10.00	-1.55
	17	0	0	0	0.00	0.00	53,700		56	26	82	19.73	9.80	-1.50
	3	0	0	0	0.00	0.00	53,800		17	5	57	19.36	9.40	-2.20
	0	0	0	0	0.00	0.00	53,900		20	3	16	19.51	11.15	0.20
	1,467	480	503	0	6280.00	384.20	54,000		3,632	565	4,219	19.21	11.00	-1.25
	1	0	0	0	0.00	0.00	54,100		134	-3	110	19.04	11.50	-0.95
	0	0	0	0	0.00	0.00	54,200		129	-13	106	18.77	11.50	-1.20
	0	0	0	0	0.00	0.00	54,300		124	-22	130	18.60	12.00	-1.25
	142	0	0	0	0.00	0.00	54,400		504	257	775	18.40	12.35	-0.75
	307	0	0	0	0.00	0.00	54,500		1,671	134	1,837	17.87	11.10	-2.05
	1	0	0	0	0.00	0.00	54,600		112	7	156	18.22	14.30	0.65
	1	0	0	0	0.00	0.00	54,700		137	31	139	17.66	12.80	-1.10
	0	0	0	0	0.00	0.00	54,800		111	1	27	17.62	14.05	-0.85
	1	0	0	0	0.00	0.00	54,900		420	347	897	17.51	15.05	0.30
	1,867	1	37	0	5319.05	409.60	55,000		10,639	187	8,560	17.08	14.15	-2.35
	2	0	0	0	0.00	0.00	55,100		95	36	279	16.80	14.15	-2.30
	3	0	0	0	0.00	0.00	55,200		118	9	296	16.71	15.35	-1.55
	1	0	0	0	0.00	0.00	55,300		428	94	252	16.55	16.10	-1.70
	11	0	0	0	0.00	0.00	55,400		294	267	452	16.42	17.15	-2.20
	635	-2	6	0	4760.00	360.00	55,500		4,980	-314	8,641	15.85	15.25	-4.20
	10	0	0	0	0.00	0.00	55,600		222	128	472	15.94	17.80	-2.75
	0	0	0	0	0.00	0.00	55,700		242	35	761	15.85	19.35	-2.05
	16	0	0	0	0.00	0.00	55,800		372	-68	748	15.52	19.05	-3.15
	2	0	0	0	0.00	0.00	55,900		436	141	800	15.45	20.80	-2.75
	3,348	-1	63	0	4307.20	381.85	56,000		11,859	636	17,238	15.24	21.50	-3.45
	0	0	0	0	0.00	0.00	56,100		177	38	330	14.96	21.65	-5.15
	16	0	0	0	0.00	0.00	56,200		392	270	1,250	14.75	22.40	-5.75
	4	0	0	0	0.00	0.00	56,300		813	363	2,149	14.64	24.25	-5.85
	7	0	0	0	0.00	0.00	56,400		2,039	813	2,797	14.43	25.15	-7.25
	838	9	14	0	3850.00	400.00	56,500		7,409	365	14,512	14.17	25.55	-8.05
	2	0	0	0	0.00	0.00	56,600		553	-49	1,426	14.18	28.95	-7.45
	1	0	0	0	0.00	0.00	56,700		463	262	1,345	13.92	29.50	-8.65
	1	0	0	0	0.00	0.00	56,800		753	185	1,553	13.88	32.80	-8.40
	17	0	0	0	0.00	0.00	56,900		881	413	2,021	13.57	32.85	-11.75
	2,393	283	520	0	3373.60	412.30	57,000		13,062	-1,742	23,978	13.46	35.65	-12.70
	5	0	0	0	0.00	0.00	57,100		851	-305	2,972	13.25	37.20	-15.00
	10	0	0	0	0.00	0.00	57,200		1,086	-25	3,214	13.09	39.60	-16.50
	35	0	0	0	0.00	0.00	57,300		1,123	-118	3,307	12.99	43.00	-17.25
	17	0	0	0	0.00	0.00	57,400		2,786	-24	4,402	12.86	46.40	-19.15
	1,062	1	46	0	2890.00	399.05	57,500		13,809	140	21,791	12.74	50.20	-21.70
	150	0	0	0	0.00	0.00	57,600		1,040	-147	2,411	12.54	52.80	-25.10
	21	0	0	0	0.00	0.00	57,700		1,583	313	4,161	12.40	56.75	-28.20
	20	0	0	0	0.00	0.00	57,800		1,961	-72	5,011	12.35	63.00	-30.25
	37	0	0	0	0.00	0.00	57,900		2,168	210	3,610	12.29	69.50	-32.60
	3,047	-156	582	0	2416.20	378.70	58,000		23,133	2,158	37,934	12.18	75.50	-36.05
	108	2	72	0	2311.45	357.70	58,100		2,015	942	5,489	12.08	82.25	-40.05
	108	2	10	0	2192.00	324.65	58,200		2,731	-261	8,468	11.97	89.30	-44.85
	92	-4	24	0	2115.00	335.00	58,300		2,006	-182	5,682	11.90	98.10	-49.50
	239	7	24	0	2006.70	312.20	58,400		2,224	-293	4,688	11.82	107.45	-54.70
	2,819	-54	1,822	0	1969.45	362.40	58,500		19,434	1,426	38,509	11.72	117.20	-59.90
	485	17	31	0	1830.45	307.55	58,600		2,569	-15	4,918	11.68	129.40	-64.45
	423	4	53	0	1758.40	316.35	58,700		3,014	263	5,992	11.59	141.15	-70.90
	809	-67	797	0	1706.40	340.20	58,800		4,486	136	8,865	11.59	156.95	-74.40
	1,222	-13	405	0	1629.00	343.00	58,900		4,927	554	5,584	11.48	170.00	-83.90
	11,473	-2,126	10,431	0	1546.40	336.30	59,000		37,529	7,135	62,990	11.45	187.65	-89.70
	2,408	800	2,050	4.94	1463.00	328.35	59,100		5,329	313	8,569	11.39	205.00	-97.85
	2,262	-621	2,389	6.01	1385.85	320.95	59,200		6,280	411	11,496	11.31	223.20	-107.25
	2,068	-284	2,026	6.39	1305.00	309.95	59,300		7,241	-739	14,797	11.28	245.00	-114.95
	2,276	-5	3,302	6.93	1234.95	307.85	59,400		8,056	146	14,775	11.24	267.65	-123.80
	48,326	-1,374	27,088	7.03	1154.95	295.25	59,500		63,771	1,719	58,800	11.15	290.05	-133.00
	2,704	-1,779	10,322	7.29	1085.00	284.10	59,600		6,567	-125	18,587	11.21	321.30	-140.85
	3,866	-2,908	19,566	7.41	1012.70	271.60	59,700		8,895	-2,046	33,830	11.12	347.05	-154.30
	3,936	-797	31,325	7.64	949.45	266.65	59,800		5,963	1,487	32,300	11.16	381.95	-161.70
	4,020	-1,067	44,770	7.76	884.40	256.25	59,900		6,138	1,974	38,763	11.15	415.90	-171.20
	41,773	706	173,141	7.85	820.90	244.45	60,000		40,791	17,010	146,249	11.07	447.55	-188.20
	4,234	1,232	56,046	7.92	760.00	234.70	60,100		5,272	4,205	51,087	11.07	486.45	-197.95
	5,336	2,269	48,398	7.97	700.50	222.30	60,200		3,605	2,838	33,102	11.14	531.55	-202.95
	5,095	2,882	40,706	8.04	646.00	212.00	60,300		3,340	2,646	21,977	11.10	571.85	-216.55
	2,952	780	25,932	8.06	591.35	199.90	60,400		3,100	2,715	11,232	11.11	618.10	-230.75
	12,902	2,051	74,330	8.12	542.55	190.00	60,500		6,186	2,655	20,789	11.19	670.70	-236.50
	1,783	241	15,163	8.13	493.30	176.05	60,600		407	128	1,700	11.19	720.85	-250.50
	1,943	228	13,296	8.2	451.15	166.75	60,700		410	98	1,654	11.21	774.40	-265.05
	3,148	3	16,061	8.2	407.60	153.90	60,800		246	56	1,064	11.26	831.95	-274.10
	2,200	762	13,801	8.25	370.00	144.15	60,900		252	184	950	11.43	899.00	-276.50
	19,195	2,610	74,012	8.29	334.30	133.60	61,000		4,049	633	9,140	11.39	955.00	-296.40
	2,376	922	10,894	8.31	300.85	123.05	61,100		56	20	123	11.58	1026.80	-284.20
	2,304	715	12,757	8.33	269.45	112.35	61,200		46	25	83	11.96	1112.25	-299.95
	2,355	619	11,650	8.37	241.90	102.90	61,300		106	80	160	11.80	1167.00	-304.65
	2,408	753	10,573	8.36	214.00	91.75	61,400		24	10	37	11.91	1239.55	-389.00
	15,885	799	39,140	8.37	189.65	81.20	61,500		686	159	937	12.12	1319.60	-333.60
	1,534	799	7,539	8.39	168.00	72.85	61,600		18	18	26	12.82	1427.60	-375.60
	1,483	177	10,369	8.42	149.00	65.40	61,700		20	20	21	12.62	1487.30	-2057.20
	1,853	526	7,709	8.44	131.40	57.55	61,800		30	30	34	13.16	1588.00	-2026.55
	1,285	234	8,938	8.48	116.00	50.85	61,900		34	28	32	13.20	1663.25	-379.55
	21,961	2,435	53,315	8.53	102.75	45.10	62,000		2,559	274	1,059	12.85	1720.00	-380.40
	1,664	21	5,976	8.55	90.00	39.05	62,100		0	0	0	0.00	0.00	0.00
	1,385	932	5,077	8.6	79.45	33.70	62,200		2	0	0	0.00	0.00	0.00
	1,105	535	5,182	8.65	70.00	29.20	62,300		0	0	0	0.00	0.00	0.00
	1,834	410	4,323	8.68	61.25	24.50	62,400		0	0	0	0.00	0.00	0.00
	10,353	1,784	26,500	8.76	54.55	22.15	62,500		281	25	70	15.00	2210.10	-343.70
	738	477	3,063	8.75	46.50	16.35	62,600		0	0	0	0.00	0.00	0.00
	567	323	2,705	8.93	43.65	16.40	62,700		4	0	3	18.68	2542.05	-66.00
	565	211	2,410	8.99	38.40	12.85	62,800		0	0	0	0.00	0.00	0.00
	434	273	2,209	9.11	35.00	12.15	62,900		0	0	0	0.00	0.00	0.00
	19,722	1,939	35,114	9.27	32.55	10.50	63,000		1,589	496	630	15.36	2632.00	-419.55
	690	198	3,270	9.34	28.95	8.85	63,100		14	2	7	16.05	2742.85	-535.10
	5	5	6	9.63	29.00	-600.00	63,200		0	0	0	0.00	0.00	0.00
	1	0	0	0	0.00	0.00	63,300		0	0	0	18.67	0.00	0.00
	248	154	1,368	9.65	21.50	4.85	63,400		0	0	0	0.00	0.00	0.00
	9,918	2,646	19,376	9.8	20.10	4.65	63,500		66	-2	3	18.57	3177.45	-379.30
	1	0	1	12.43	58.40	-220.40	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
	204	97	581	9.98	14.00	1.20	63,800		0	0	0	0.00	0.00	0.00
	488	331	827	10.11	12.90	0.00	63,900		0	0	0	0.00	0.00	0.00
	6,810	2,689	18,640	10.29	12.40	0.55	64,000		218	46	60	19.86	3650.00	-385.00
	299	228	1,808	10.48	12.00	1.05	64,100		0	0	0	0.00	0.00	0.00
	172	101	694	10.69	11.75	-0.15	64,200		0	0	1	19.20	3800.00	-1668.75
	120	-3	526	10.77	10.60	0.00	64,300		0	0	0	0.00	0.00	0.00
	68	68	130	10.95	10.20	-413.50	64,400		0	0	0	0.00	0.00	0.00
	2,898	1,358	7,619	11.16	10.05	0.90	64,500		17	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	64,600		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	64,700		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	64,800		0	0	0	0.00	0.00	0.00
	8,764	2,775	15,342	11.89	7.70	-0.95	65,000		2,120	27	167	22.78	4620.00	-393.20
	857	307	1,451	12.51	5.70	-1.50	65,500		45	30	31	26.52	5183.25	-326.30
	2,887	1,113	3,903	13.36	5.00	-1.35	66,000		47	10	11	26.37	5619.75	-420.50
	1,787	1,312	2,393	14.12	4.25	-1.20	66,500		0	0	0	0.00	0.00	0.00
	2,632	968	3,080	14.93	3.80	-1.25	67,000		526	-1	10	29.44	6608.60	-387.75
	7,761	2,649	6,201	15.79	3.55	-0.85	67,500		99	1	2	31.14	7109.00	-391.00

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.