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		1,981	0	2,105	88.19	0.55	-0.10
	0	0	0	0	0.00	0.00	46,500		565	-45	531	73.43	1.00	-0.50
	0	0	0	0	0.00	0.00	47,000		406	-70	165	70.94	1.10	-0.30
	0	0	0	0	0.00	0.00	47,500		731	-54	293	68.15	1.10	-0.55
	1,919	-139	142	0	11045.00	-234.35	48,000		1,017	-92 -32	643 2	65.36	1.95	0.00
	2	0	0	0	0.00	0.00	48,500		267	-43	171	63.55	1.50	-0.05
	443	-13	15	0	10064.00	-206.00	49,000		431	-2 2	65 1	59.76	1.50	-0.20
	12	0	0	0	0.00	0.00	49,500		167	-20	48	58.29	1.75	-0.20
	0	0	0	0	0.00	0.00	49,600		65	0	0	51.29	0.00	0.00
	1	0	0	0	0.00	0.00	49,700		173	0	5	57.22	1.80	-0.35
	1	0	0	0	0.00	0.00	49,800		85	14	47	56.01	1.60	-0.25
	1	0	0	0	0.00	0.00	49,900		13	-7	14	56.42	1.95	0.05
	1,197	-315 -5	330 9	0	9081.00	-175.65	50,000		8,943	-776 -1	2,606 29	56.20	2.05	0.00
	1	0	0	0	0.00	0.00	50,100		87	30	88	54.51	1.70	-0.60
	1	0	0	0	0.00	0.00	50,200		16	1	2	54.19	1.80	-2.55
	1	0	0	0	0.00	0.00	50,300		19	0	1	53.01	1.60	-0.35
	1	0	0	0	0.00	0.00	50,400		46	0	0	0.00	0.00	0.00
	12	-2	3	119.85	8936.70	376.70	50,500		398	-9	113	52.37	1.80	-0.25
	1	0	0	0	0.00	0.00	50,600		9	0	0	0.00	0.00	0.00
	1	0	0	0	0.00	0.00	50,700		18	0	0	48.68	0.00	0.00
	1	0	0	0	0.00	0.00	50,800		10	0	0	48.12	0.00	0.00
	1	0	0	0	0.00	0.00	50,900		34	-2	6	50.58	2.05	-0.05
	475.42857142857144	-34	42	0	8075.00	-225.00	51,000		2,085.8571428571427	-108.71428571428571	675	49.37	1.80	-0.35
	1	0	0	0	0.00	0.00	51,100		56	0	1	49.25	2.00	0.00
	1	0	0	0	0.00	0.00	51,200		14	0	0	44.46	0.00	0.00
	1	0	0	0	0.00	0.00	51,300		20	0	0	43.61	0.00	0.00
	1	0	0	0	0.00	0.00	51,400		351	-1	24	48.58	2.55	-0.85
	17	0	1	78.94	7685.00	-365.00	51,500		374	44	69	46.73	1.95	-0.20
	1	0	0	0	0.00	0.00	51,600		21	4	461	46.24	2.00	-2.65
	1	0	0	0	0.00	0.00	51,700		12	-2	7	45.30	1.85	-0.65
	1	0	0	0	0.00	0.00	51,800		29	4	14	44.70	1.85	-0.45
	3	0	0	60.27	0.00	0.00	51,900		15	-1	6	44.55	2.05	-3.15
	396	-37	242	50.78	7103.00	-123.25	52,000		1,337	-85	842	43.84	2.00	-0.30
	1	0	0	0	0.00	0.00	52,100		43	2	22	43.14	1.95	-0.80
	1	0	0	0	0.00	0.00	52,200		22	0	2	42.64	2.00	-1.00
	1	0	0	0	0.00	0.00	52,300		70	-6	7	42.15	2.05	-0.90
	1	0	0	0	0.00	0.00	52,400		82	-12	39	42.38	2.50	-1.30
	9	0	1	79.28	6755.00	-25.00	52,500		1,012.5714285714286	-28	564	41.42	2.30	-0.35
	3	0	0	0	0.00	0.00	52,600		83	-2	4	40.05	1.90	-0.20
	1	0	0	0	0.00	0.00	52,700		85	1	11	39.94	2.15	-0.25
	2	0	0	0	0.00	0.00	52,800		78	-8	26	39.52	2.25	0.00
	2	0	0	0	0.00	0.00	52,900		76	2	107	38.75	2.15	0.15
	554	-31	39	0	6078.00	-191.70	53,000		2,781	-183 -1	1,131 3	38.15	2.10	-0.50
	3	0	0	0	0.00	0.00	53,100		72	0	6	37.97	2.40	-0.80
	2	0	0	0	0.00	0.00	53,200		101	45	802	37.37	2.40	-1.45
	2	0	0	0	0.00	0.00	53,300		67	17	101	36.77	2.40	-0.85
	2	0	0	0	0.00	0.00	53,400		84	39 16	205 16	36.32	2.25	-0.25
	82	-6	14	0	5550.00	-375.00	53,500		1,149	-34 -1	695 10	35.33	2.20	-0.20
	30	0	0	0	0.00	0.00	53,600		102	54	324	34.31	2.00	-0.65
	3	0	0	0	0.00	0.00	53,700		178	37	407 97	34.43	2.30	-0.15
	4	0	0	0	0.00	0.00	53,800		147	25	118	33.53	2.25	-0.35
	4	0	0	0	0.00	0.00	53,900		233	6	173 2	32.93	2.15	-0.65
	1,262.2857142857142	-56	63	0	5060.00	-190.00	54,000		6,327	-349	4,896 14	32.41	2.35	-0.05
	4	0	0	0	0.00	0.00	54,100		249	93	429	31.74	2.25	0.10
	50	0	0	0	0.00	0.00	54,200		269	11	641	31.49	2.50	0.00
	4	0	0	0	0.00	0.00	54,300		116	43	419	31.01	2.60	0.20
	135	0	0	0	0.00	0.00	54,400		240	9	150	30.02	2.30	-0.60
	182	-11	14	0	4557.00	-192.90	54,500		2,225	-163	4,448 33	29.74	2.50	-0.20
	7	0	0	0	0.00	0.00	54,600		259	0	355	29.26	2.65	-0.45
	50	0	0	55.37	0.00	0.00	54,700		219	6	418	28.35	2.40	-0.20
	29	0	0	0	0.00	0.00	54,800		261	12	295	27.99	2.60	-0.70
	70	0	0	50.15	0.00	0.00	54,900		297	-8	885	27.09	2.35	-1.05
	857	-172	192	0	4075.00	-167.85	55,000		13,902	603 78	11,020 63	26.84	2.65	-0.40
	24	0	0	0	0.00	0.00	55,100		359	185	1,502	26.65	3.05	-0.10
	4	0	0	0	0.00	0.00	55,200		362	-15	446	25.73	2.75	-0.10
	21	0	0	0	0.00	0.00	55,300		286	114	444	25.12	2.75	-0.40
	110	0	0	0	0.00	0.00	55,400		474	-1	389	24.41	2.65	-0.40
	2,053	-35	44	0	3548.70	-240.30	55,500		7,759.857142857143	727 33	8,545 18	23.85	2.70	-0.55
	7	-1	4	38.74	3566.15	-260.35	55,600		314	7	600	23.70	3.20	-0.20
	6	0	0	48.17	0.00	0.00	55,700		430	28	435	22.78	2.90	-0.55
	16	0	0	54.57	0.00	0.00	55,800		480	10	430	22.16	2.85	-0.60
	26	0	0	0	0.00	0.00	55,900		404	146	867	21.72	2.95	-0.75
	1,153	-385	429	0	3075.00	-215.35	56,000		14,139	-96	15,405 6	20.98	2.85	-0.80
	6	0	0	0	0.00	0.00	56,100		719	140	1,313	20.60	3.20	-0.35
	8	0	0	0	0.00	0.00	56,200		639	3	1,071	19.83	2.85	-0.95
	7	0	0	0	0.00	0.00	56,300		747	-324	1,678 2	19.43	3.30	-0.60
	26	0	0	0	0.00	0.00	56,400		403	-34	990	18.70	3.15	-0.95
	473	-61	117	0	2560.00	-247.35	56,500		13,834	757 -10	22,237 45	18.04	3.10	-0.90
	9	0	1	0	2490.00	-318.70	56,600		530	-138	1,509 6	17.48	3.25	-0.95
	17	0	0	0	0.00	0.00	56,700		1,836	46 6	5,530 8	17.02	3.45	-1.00
	33	0	0	16.47	0.00	0.00	56,800		1,592	71 8	3,241 24	16.38	3.40	-1.05
	12	0	0	0	0.00	0.00	56,900		1,124	282	3,388	15.83	3.60	-1.15
	2,175	-226 -5	468 6	0	2086.40	-195.35	57,000		16,773	-1,917 7	34,550 109	15.16	3.45	-1.70
	13	0	2	22.39	2043.40	-103.60	57,100		3,555	298	6,422 27	14.55	3.50	-1.55
	28	0	0	0	0.00	0.00	57,200		2,432	368 1	5,851 41	14.08	3.90	-1.60
	87	-3	9	15.19	1810.00	-301.70	57,300		1,337	-319 4	7,676 117	13.57	4.10	-1.90
	144	0	0	0	0.00	0.00	57,400		2,007	167 -1	7,923 156	12.88	4.05	-2.40
	1,107	-78	237	0	1576.85	-198.10	57,500		15,295	3,558 -9	35,681 881	12.46	4.65	-2.50
	187	-12	18	19.96	1565.15	-151.55	57,600		3,449	554 -47	12,583 131	11.85	4.95	-3.05
	218	-31	51	0	1378.00	-244.80	57,700		5,328	936 -5	13,891 60	11.25	5.25	-3.40
	209	-16	66	0	1256.70	-231.65	57,800		6,160	1,556 -25	17,169 547	10.71	5.90	-4.00
	142	11	36	0	1161.55	-238.45	57,900		4,350	0	21,417 137	10.29	6.75	-4.65
	4,182	298 -9	2,986 11	0	1086.55	-189.50	58,000		28,116	3,183 47	74,136 1,529	9.91	8.25	-5.55
	236	23	145	0	983.80	-189.25	58,100		4,167	658 -1	22,152 133	9.42	9.60	-6.20
	314	52 -12	362 1	0	893.05	-179.80	58,200		6,658	1,160 -32	28,825 68	9.08	12.25	-6.85
	272	67 -1	530 1	0	796.75	-210.70	58,300		7,259	1,534 16	44,339 140	8.77	15.85	-7.75
	391	104 3	835 7	0	698.60	-207.25	58,400		8,924	5,127 -90	67,425 461	8.50	21.45	-7.55
	18,775	151 -350	15,359 39	5.76	611.20	-176.95	58,500		37,238	9,048 -345	156,055 1,069	8.31	29.30	-7.35
	1,266	642	4,057 1	5.77	517.95	-201.90	58,600		10,020	4,530 38	74,519 201	8.07	39.85	-6.70
	4,762	1,249 -275	11,271 100	6.38	435.90	-188.95	58,700		11,075	3,018 94	107,442 791	7.90	55.10	-3.90
	4,703	2,950 -47	29,748 180	6.44	357.30	-184.30	58,800		15,476	7,092 178	136,265 1,151	7.75	75.05	1.65
	7,021	5,350 -1	48,100 503	6.53	283.60	-173.35	58,900		17,880	9,421 243	186,231 965	7.64	102.85	7.35
	49,739	24,681 158	257,975 2,013	6.56	220.05	-165.55	59,000		54,741	15,315 370	444,287 2,857	7.57	137.90	17.85
	29,649	20,917 -505	259,950 2,008	6.55	164.30	-151.80	59,100		19,420	10,432 288	334,039 1,381	7.59	183.70	31.35
	41,690	24,413 -151	263,262 1,797	6.64	120.90	-139.50	59,200		14,549	2,448 138	263,099 569	7.72	239.85	50.55
	36,567	12,758 -1	192,116 1,305	6.77	87.50	-119.70	59,300		9,845	-3,046 179	113,546 210	7.88	307.10	71.75
	27,807	8,236 86	148,302 848	6.97	63.40	-96.60	59,400		6,434	-1,217 17	52,021 132	8.18	381.80	91.70
	71,291	2,415 -121	272,780 1,869	7.16	45.35	-77.40	59,500		32,422	576 91	83,985 317	8.61	463.75	109.50
	16,407	2,409 -7	101,731 945	7.38	32.35	-62.15	59,600		2,696	-896 17	17,532 29	9.13	551.60	128.35
	16,007	2,224 -66	77,023 602	7.66	23.65	-47.40	59,700		6,985	-262 7	8,822 2	9.87	642.00	139.95
	16,230	2,475 -49	68,024 664	7.99	17.60	-35.40	59,800		3,433	-563 4	4,289 1	10.22	736.75	141.60
	10,621	1,354 140	49,901 917	8.31	13.40	-27.40	59,900		1,444	-119	1,069 1	11.19	836.15	161.25
	64,438	7,551 11	161,889 1,941	8.72	10.90	-19.90	60,000		11,828	-380 5	7,899 10	11.42	931.00	182.35
	7,905	549 -26	29,281 559	9.09	8.80	-14.35	60,100		1,399	-73	297	13.70	1047.20	188.15
	8,731	-1,708 -35	35,716 342	9.53	7.40	-10.00	60,200		955	-61 1	342 6	13.46	1129.85	177.30
	7,194	-2,548 -12	32,359 173	9.99	6.50	-7.25	60,300		758	-24 -6	185 10	14.04	1229.90	194.90
	7,371	-1,686 -21	24,025 69	10.5	5.85	-5.20	60,400		321	-17	31	17.65	1360.75	201.95
	23,748	618 -161	76,868 827	11.01	5.40	-4.25	60,500		1,474	-199	525	15.74	1430.15	168.80
	6,065	1,167 -3	16,461 211	11.47	4.75	-3.30	60,600		507	-10	18	18.73	1551.60	225.40
	4,456	-831 -11	17,679 159	11.99	4.45	-2.65	60,700		295	0	1	0.00	1527.00	100.60
	3,944	-220 -11	10,435 32	12.56	4.15	-2.30	60,800		231	0	0	0.00	0.00	0.00
	3,108	783	7,593 19	13.06	3.90	-2.05	60,900		617	0	0	0.00	0.00	0.00
	27,732	-5,841 -8	62,405 276	13.65	3.90	-1.95	61,000		2,773	-134	409 3	21.69	1918.20	179.20
	2,553	307 -2	9,245 34	14.18	3.70	-1.50	61,100		333	-1	2	0.00	1965.00	141.10
	3,971	260 -16	9,176 27	14.73	3.65	-1.40	61,200		133	-3	7	20.80	2125.00	309.05
	4,873	-514 1	7,963 41	15.25	3.40	-1.10	61,300		81	0	0	0.00	0.00	0.00
	2,032	95 -9	3,947 61	15.83	3.50	-0.95	61,400		95	0	0	0.00	0.00	0.00
	13,400	-2,096 -8	27,819 60	16.36	3.40	-0.80	61,500		449	-36	74	23.27	2426.00	205.35
	1,304	-25 9	1,913 8	16.88	3.35	-0.70	61,600		124	0	0	0.00	0.00	0.00
	1,608	-210	4,510 16	17.49	3.35	-0.50	61,700		97	0	1	0.00	2483.05	70.80
	2,906	-860	3,817 11	17.86	3.15	-0.50	61,800		125	0	0	0.00	0.00	0.00
	1,102	-208	1,526	18.53	3.20	-0.40	61,900		10	0	0	0.00	0.00	0.00
	27,538	1,172 -18	34,607 159	18.88	2.90	-0.60	62,000		1,188	-33	161	29.85	2945.35	182.85
	1,018	88 1	1,757 5	19.76	3.10	-0.40	62,100		6	0	0	0.00	0.00	0.00
	1,140	-94 1	1,756 6	20.11	2.90	-0.40	62,200		3	0	0	0.00	0.00	0.00
	1,535	-29 4	2,155 3	20.58	2.95	-0.40	62,300		4	0	0	0.00	0.00	0.00
	983	-20	1,383	21.29	3.30	0.05	62,400		4	0	0	0.00	0.00	0.00
	15,900	292 7	24,455 139	21.43	2.65	-0.40	62,500		15	0	0	0.00	0.00	0.00
	622	-70	756 32	22.18	2.70	-0.45	62,600		6	0	0	0.00	0.00	0.00
	591	-53 1	371 5	22.72	2.50	-0.40	62,700		5	0	0	0.00	0.00	0.00
	507	-74	391 21	23.08	2.60	-0.35	62,800		2	0	0	0.00	0.00	0.00
	387	-74	294 27	23.76	2.50	-0.10	62,900		2	0	0	0.00	0.00	0.00
	16,372	-1,826 30	18,366 109	24	2.45	-0.35	63,000		713	-269 -1	299 1	38.48	3924.00	204.05
	744	-87 10	595 18	24.73	2.45	-0.40	63,100		2	0	0	0.00	0.00	0.00
	351	-18	339 8	25.16	2.35	-0.55	63,200		7	0	0	0.00	0.00	0.00
	319	-2	278	25.42	2.55	0.00	63,300		1	0	0	0.00	0.00	0.00
	247	5	295 2	25.77	2.25	-0.50	63,400		0	0	0	0.00	0.00	0.00
	3,458	-567 -3	1,619 17	26.1	2.25	-0.30	63,500		2	0	0	0.00	0.00	0.00
	501	6	147	27.4	2.95	0.45	63,600		0	0	0	0.00	0.00	0.00
	436	-6	198	26.99	2.15	-0.10	63,700		0	0	0	0.00	0.00	0.00
	447	-2	142	27.56	2.20	0.05	63,800		0	0	0	0.00	0.00	0.00
	195	2	48	28.06	2.20	-0.20	63,900		0	0	0	0.00	0.00	0.00
	8,252	-105 17	3,361 45	28.21	1.95	-0.45	64,000		414	-8	11	45.72	4950.45	460.45
	225	55	295	29.13	2.25	-0.15	64,100		1	0	0	0.00	0.00	0.00
	152	18	322	29.63	2.25	0.10	64,200		2	0	0	0.00	0.00	0.00
	260	-3	32	30.46	2.50	0.40	64,300		1	0	0	0.00	0.00	0.00
	159	17	75	30.55	2.20	-0.10	64,400		0	0	0	0.00	0.00	0.00
	2,401	-1,611	6,295 134	30.16	1.65	-0.65	64,500		29	-1	2	44.61	5425.40	-74.50
	96	-6	35	31.38	2.10	-0.05	64,600		0	0	0	0.00	0.00	0.00
	170	-9	20	31.38	1.80	-0.85	64,700		0	0	0	0.00	0.00	0.00
	168	0	0	27.73	0.00	0.00	64,800		0	0	0	0.00	0.00	0.00
	9,037	-685 -50	2,619 53	33.08	1.80	-0.15	65,000		649	-65	72	48.81	5929.20	254.20
	496	11	88	34.69	1.55	-0.30	65,500		1	0	0	0.00	0.00	0.00
	2,143	-121 -2	676 5	37.52	1.50	-0.40	66,000		207	-35	50	55.99	6931.70	361.70
	3,019	-457	921	39.02	1.40	-0.20	66,500		0	0	0	0.00	0.00	0.00
	13,693	-1,486 -4	6,175 35	41.25	1.30	-0.35	67,000		185	-13	17	66.60	7951.10	229.10
	5,423	-492 -1	2,054 18	43.32	1.30	-0.25	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.