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.
	1	0	0	0	0.00	0.00	46,500		2,150	-1	315	48.96	4.00	-0.55
	1	0	0	0	0.00	0.00	47,000		1,734	58	713	47.20	4.25	-1.10
	0	0	0	0	0.00	0.00	47,500		582	14 -10	116 12	46.05	6.00	-0.10
	0	0	0	0	0.00	0.00	49,100		74	0	10	40.27	6.15	-1.35
	0	0	0	0	0.00	0.00	49,200		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	49,300		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	49,400		94	13	120	38.78	5.80	-0.60
	10	0	0	0	0.00	0.00	49,500		403	9	47 10	38.73	6.30	-1.90
	1	0	0	0	0.00	0.00	50,100		19	4	51	36.71	7.00	-4.55
	2	0	0	0	0.00	0.00	50,200		44	0	41	35.99	6.50	-3.20
	2	0	0	0	0.00	0.00	50,600		0	0	0	0.00	0.00	0.00
	3	0	0	0	0.00	0.00	50,700		0	0	0	0.00	0.00	0.00
	2	0	0	0	0.00	0.00	50,800		0	0	0	0.00	0.00	0.00
	9	0	0	0	0.00	0.00	51,100		0	0	0	0.00	0.00	0.00
	8	0	0	0	0.00	0.00	51,200		0	0	0	0.00	0.00	0.00
	12	0	0	0	0.00	0.00	51,600		19	-2 1	138 13	31.73	7.95	-3.50
	16	0	0	0	0.00	0.00	51,700		14	6	22	30.63	7.95	-4.20
	17	0	0	0	0.00	0.00	51,800		0	0	0	0.00	0.00	0.00
	23	0	0	0	0.00	0.00	52,100		65	1	91	29.09	8.20	-3.05
	17	0	0	0	0.00	0.00	52,200		0	0	0	0.00	0.00	0.00
	18	0	0	0	0.00	0.00	52,300		67	14	179 15	28.40	8.25	-3.25
	18	0	0	0	0.00	0.00	52,800		125	1	43	27.25	11.05	-2.25
	17	0	0	0	0.00	0.00	52,900		34	8	37	26.45	9.95	-2.80
	23	0	0	0	0.00	0.00	53,200		73	-9	162	25.28	10.20	-4.05
	14	0	0	0	0.00	0.00	53,300		71	-6 -7	41 2	24.98	10.55	-4.75
	18	0	0	0	0.00	0.00	53,600		181	-23 -33	356 43	23.85	12.00	-4.55
	21	0	0	0	0.00	0.00	53,700		255	-4 -2	174 2	23.43	11.00	-6.30
	1,699	-112	179 1	0	4659.00	106.30	54,000		12,376	1,465 -59	22,698 313	22.49	12.95	-6.40
	28	0	0	0	0.00	0.00	54,300		412	44 -1	580 9	21.72	14.50	-7.20
	137	0	0	0	0.00	0.00	54,400		189	-33 -16	568 5	21.39	15.10	-7.75
	56	0	0	0	0.00	0.00	54,700		636	-347	1,007 11	20.38	16.90	-9.05
	61	0	0	0	0.00	0.00	54,800		1,452	-74	2,183 37	20.04	17.45	-10.15
	27	0	0	0	0.00	0.00	55,100		697	44 6	1,264 14	19.22	21.15	-10.90
	17	0	1	0	3279.50	-33.10	55,200		1,607	25 36	2,449 85	18.85	22.30	-10.90
	35	0	1	0	2890.00	292.00	55,700		1,578	58 -91	3,066 222	17.43	29.45	-14.90
	54	0	0	0	0.00	0.00	55,800		2,312	638 30	3,847 350	17.08	31.55	-15.65
	61	1	3	0	2270.00	-160.00	56,300		1,772	-163 -7	4,095 286	15.83	44.70	-21.00
	111	0	0	0	0.00	0.00	56,400		1,568	507 -11	4,733 133	15.61	48.30	-22.85
	326	1	10	0	1801.00	47.85	56,900		7,438	7 13	7,695 392	14.57	77.20	-30.45
	13,802	-294 -20	3,119 91	9.26	1721.20	66.35	57,000		33,474	-226 175	59,071 1,735	14.32	84.00	-31.90
	781	-33	144	7.95	1560.00	77.30	57,200		5,351	95 66	11,562 505	13.94	102.70	-35.20
	603	-75 -9	285 15	10.6	1466.25	70.05	57,300		3,970	47 -67	14,847 952	13.76	113.15	-37.55
	6,079	-299 -29	5,630 127	10.38	1275.80	52.95	57,500		20,461	362 -123	52,110 1,487	13.39	138.75	-43.60
	1,948	574 512	2,736 969	10.75	1209.30	73.20	57,600		8,513	268 -17	23,076 656	13.22	152.70	-46.65
	2,760	55 352	10,108 636	10.57	948.90	44.05	57,900		5,532	-73 -58	27,732 595	12.83	211.60	-56.55
	26,097	-5,327 -619	83,663 2,404	10.6	875.00	36.45	58,000		42,415	636 -222	144,758 2,584	12.73	236.10	-60.00
	9,027	1,532 -1,026	103,046 2,854	10.59	598.40	17.30	58,400		5,774	-487 -106	94,918 1,550	12.33	360.95	-73.90
	57,333	10,347 -946	229,904 6,882	10.49	535.40	12.30	58,500		48,691	3,006 172	151,409 3,400	12.23	397.50	-78.05
	6,366	555 -53	41,794 1,077	10.62	386.15	7.70	58,800		1,885	-18 57	13,455 445	12.26	545.60	-85.95
	4,064	439 -250	35,863 834	10.61	342.20	3.90	58,900		1,053	77 -25	5,704 138	12.28	596.60	-93.05
	4,047	323 -87	23,695 580	10.74	234.35	-2.30	59,200		465	85 4	913 32	12.32	785.05	-105.85
	9,172	467 113	23,160 487	10.84	206.50	-4.35	59,300		429	50 6	627 15	12.69	847.35	-108.45
	2,332	472 -69	13,501 345	11.02	138.00	-6.35	59,600		210	59	139	12.92	1079.55	-109.60
	3,433	913 39	14,638 442	11.12	120.45	-8.10	59,700		187	33	65	14.08	1161.30	-100.40
	3,076	25 -45	16,671 360	11.23	105.40	-8.45	59,800		98	9	177 1	17.98	1243.30	-113.70
	2,463	-155 -27	13,340 168	11.58	71.60	-7.25	60,100		32	0	0	0.00	0.00	0.00
	2,004	126 -42	6,091 174	12.01	50.00	-6.10	60,400		39	0	0	0.00	0.00	0.00
	15,584	1,329 77	25,113 1,177	12.17	44.35	-5.95	60,500		126	28	84	21.94	2042.60	49.00
	1,980	219 51	4,302 182	12.76	32.75	-4.30	60,800		23	0	0	0.00	0.00	0.00
	827	20 -23	2,653 92	12.94	29.45	-4.45	60,900		13	0	0	0.00	0.00	0.00
	905	63 -15	2,452 47	13.54	22.95	-3.00	61,200		11	0	0	0.00	0.00	0.00
	508	8 -19	1,866 21	13.76	21.10	-2.65	61,300		7	0	0	0.00	0.00	0.00
	299	37 -10	2,253 153	14.5	16.95	-1.85	61,600		15	0	0	0.00	0.00	0.00
	613	107 44	947 129	14.63	16.05	-1.35	61,700		8	0	0	0.00	0.00	0.00
	574	38 -1	577 10	15.63	12.75	-0.55	62,100		7	0	0	0.00	0.00	0.00
	336	52 -6	690 37	16.11	12.75	-0.10	62,200		6	0	0	0.00	0.00	0.00
	153	-1 -5	241 12	17.42	10.25	0.15	62,700		9	0	0	0.00	0.00	0.00
	155	20 3	442 39	17.67	9.65	0.25	62,800		6	0	0	0.00	0.00	0.00
	225	-29	185 12	18.47	9.35	0.20	63,100		0	0	0	0.00	0.00	0.00
	272	-11 -2	362 4	18.94	9.40	0.35	63,200		0	0	0	0.00	0.00	0.00
	3,428	-173 -357	6,757 1,085	19.46	7.90	1.15	63,500		78	0	0	0.00	0.00	0.00
	4,308	-78 -594	8,363 1,894	20.67	7.10	0.90	64,000		93	-1	2	41.01	5490.00	100.00
	10,516	3,646 -49	10,536 669	22.77	4.65	-0.05	65,000		972	0	13	45.74	6480.00	101.05
	6,129	92 -7	2,941 118	24.22	4.20	0.15	65,500		2	0	0	0.00	0.00	0.00
	7	0	0	0	0.00	0.00	46,000		4,261	321 -1	1,049 17	50.64	3.60	-0.90
	2,182	-23	24	0	10487.95	-25.55	48,000		2,767	-8 2	571 35	43.94	4.90	-1.30
	21	0	0	0	0.00	0.00	48,500		219	26 16	191 25	42.63	5.70	-1.70
	0	0	0	0	0.00	0.00	48,700		22	4	24	41.80	6.00	-1.90
	0	0	0	0	0.00	0.00	48,800		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	48,900		0	0	0	0.00	0.00	0.00
	519	0	1	0	9510.00	122.70	49,000		919	-2	385	40.30	5.65	-2.15
	1	0	0	0	0.00	0.00	49,600		0	0	0	0.00	0.00	0.00
	1	0	0	0	0.00	0.00	49,700		0	0	0	0.00	0.00	0.00
	1	0	0	0	0.00	0.00	49,800		28	-2	24	38.01	7.10	-0.90
	2	0	0	0	0.00	0.00	49,900		0	0	0	0.00	0.00	0.00
	2,576	-39	48	0	8631.00	108.30	50,000		8,470	384 23	2,514 82	36.90	6.70	-2.55
	4	0	0	0	0.00	0.00	50,300		23	8	113	36.17	7.50	-1.25
	2	0	0	0	0.00	0.00	50,400		0	0	0	0.00	0.00	0.00
	30	0	0	0	0.00	0.00	50,500		473	7	224	35.43	7.65	-2.35
	8	0	0	0	0.00	0.00	50,900		1	0	0	0.00	0.00	0.00
	592	0	4	0	7582.00	52.00	51,000		2,460	-82 18	759 8	33.28	7.95	-2.55
	17	0	0	0	0.00	0.00	51,300		15	3	32	32.42	8.25	0.35
	11	0	0	0	0.00	0.00	51,400		0	0	0	0.00	0.00	0.00
	28	0	0	0	0.00	0.00	51,500		621	13 4	343	31.50	7.80	-3.00
	17	0	0	0	0.00	0.00	51,900		20	-11	40	30.14	8.70	-2.55
	1,485	-20 -1	21	0	6614.20	64.20	52,000		3,025	70	2,443 105	29.66	8.15	-3.60
	17	0	0	0	0.00	0.00	52,400		0	0	0	0.00	0.00	0.00
	28	0	0	0	0.00	0.00	52,500		1,245	-36 16	1,257 83	27.65	8.70	-3.75
	22	0	0	0	0.00	0.00	52,600		0	0	0	0.00	0.00	0.00
	19	0	0	0	0.00	0.00	52,700		88	12 -7	165 8	26.71	9.95	-3.05
	581	-3	4	0	5530.00	-70.00	53,000		8,601	729 170	9,657 120	25.83	9.30	-4.30
	15	0	0	0	0.00	0.00	53,100		166	-2 -10	112 24	26.37	9.85	-4.55
	21	0	0	0	0.00	0.00	53,400		78	7	167	24.57	10.60	-5.05
	565	0	18	0	4970.00	-80.00	53,500		7,436	-593 10	9,435 338	24.06	10.40	-5.40
	43	0	0	0	0.00	0.00	53,800		407	90	345 56	23.39	11.00	-6.50
	21	0	0	0	0.00	0.00	53,900		183	-19	243	22.87	12.05	-6.00
	22	0	0	0	0.00	0.00	54,100		374	-89 -92	720 23	22.34	12.80	-7.05
	110	0	0	0	0.00	0.00	54,200		351	73	433 7	21.77	14.00	-6.65
	443	-42	70	0	4115.00	57.45	54,500		8,696	-546 -34	16,194 369	20.89	15.15	-7.85
	22	0	0	0	0.00	0.00	54,600		822	71 -3	1,077 10	20.64	17.30	-7.35
	90	0	1	0	3601.10	-128.90	54,900		599	-330 9	825 2	19.69	18.70	-9.90
	3,079	-1 109	1,066 245	0	3672.65	120.10	55,000		21,727	2,058 54	50,930 696	19.44	19.85	-10.05
	26	0	0	0	0.00	0.00	55,300		860	26 43	1,541 114	18.66	23.00	-12.10
	165	-2 2	13 7	0	3281.00	47.00	55,400		828	-26 2	1,505 60	18.21	24.00	-12.85
	2,434	-2 1	24 4	0	3170.00	86.25	55,500		9,504	-746 -600	23,511 1,176	17.98	26.30	-12.15
	55	0	0	0	0.00	0.00	55,600		2,322	-274 -56	3,218 129	17.68	27.75	-14.10
	74	0	0	0	0.00	0.00	55,900		1,295	-12 11	3,069 67	16.87	33.35	-16.95
	5,024	-31 2	607 13	0	2671.85	85.65	56,000		20,634	-577 -109	45,676 1,742	16.63	36.30	-17.40
	37	0	0	0	0.00	0.00	56,100		1,211	117 -1	3,127 36	16.34	38.35	-19.20
	104	-2	10	0	2350.00	-259.65	56,200		1,707	340 -42	6,409 73	16.11	41.35	-20.60
	2,234	-20	1,030 3	0	2198.75	96.60	56,500		14,674	757 -41	30,792 2,176	15.38	53.20	-23.65
	140	-3	6	0	2000.00	-85.45	56,600		2,148	76 6	5,527 208	15.14	57.25	-26.30
	277	-2	12	0	1850.00	-91.65	56,700		2,535	-7 83	8,792 460	14.98	64.05	-27.00
	450	-71	105	0	1876.45	31.15	56,800		5,757	559 213	11,601 1,106	14.77	70.65	-27.85
	440	-8 -25	114	0	1607.30	38.95	57,100		3,153	1 -67	7,994 394	14.14	92.55	-33.50
	827	-74 -18	317 2	10.37	1379.00	72.00	57,400		4,089	-354 19	14,960 375	13.57	124.85	-40.30
	1,859	-82 -10	2,722 25	10.6	1116.50	42.75	57,700		5,320	-485 -78	17,675 227	13.10	170.00	-51.25
	2,207	-86 -39	4,167 60	10.54	1037.55	49.90	57,800		6,427	-655 37	31,432 396	12.96	190.00	-52.90
	3,642	302 -257	28,582 535	10.62	797.90	27.25	58,100		6,401	1,246 -12	60,420 789	12.59	262.25	-62.60
	7,417	-291 -736	75,993 1,388	10.57	726.95	21.80	58,200		7,550	1,086 -109	104,524 1,638	12.51	292.00	-66.35
	8,931	1,915 -980	124,042 1,975	10.58	661.05	20.65	58,300		7,958	546 -323	133,777 1,436	12.42	324.50	-70.80
	13,647	1,757 -61	82,382 4,216	10.55	482.10	10.60	58,600		4,955	508 368	44,164 2,123	12.28	445.30	-78.85
	7,500	630 -35	54,191 2,049	10.56	433.25	9.95	58,700		3,635	491 24	27,358 711	12.25	492.95	-83.60
	34,571	3,947 -500	130,070 3,991	10.66	301.85	0.95	59,000		9,076	171 -25	20,373 579	12.35	661.95	-89.45
	3,956	-229 -153	21,017 603	10.71	266.15	-1.55	59,100		826	-365 -130	3,069 56	12.48	710.35	-112.20
	3,316	-245 -97	18,195 867	10.86	180.00	-6.80	59,400		320	74 7	273 32	12.65	920.20	-110.25
	17,740	-517 -249	57,875 1,783	10.97	157.75	-7.45	59,500		1,531	107 2	1,834 30	12.94	1005.40	-102.40
	2,415	187 -88	12,722 299	11.33	92.70	-7.95	59,900		73	3 3	5	20.13	1356.80	-88.55
	35,775	3,087 -610	78,638 2,262	11.47	81.50	-8.05	60,000		3,673	148	1,526 160	14.16	1415.90	-121.10
	2,549	205 -177	8,182 281	11.71	63.30	-7.15	60,200		21	0	0	0.00	0.00	0.00
	1,899	8 11	5,401 180	11.87	56.10	-6.85	60,300		14	0	0	0.00	0.00	0.00
	2,177	393 -40	4,839 535	12.37	39.95	-5.65	60,600		23	0	0	0.00	0.00	0.00
	1,273	-10 -80	4,160 122	12.53	36.00	-4.95	60,700		15	0	0	0.00	0.00	0.00
	17,012	1,263 -391	35,428 851	13.16	27.15	-3.95	61,000		420	-12 -2	59 2	17.80	2348.65	-134.45
	2,033	-524 -109	2,833 53	13.37	25.20	-3.40	61,100		6	0	0	0.00	0.00	0.00
	626	148 -27	1,911 100	13.85	19.20	-2.45	61,400		7	0	0	0.00	0.00	0.00
	15,291	5,067 148	30,020 945	14.17	17.00	-2.95	61,500		29	0	0	0.00	0.00	0.00
	675	42 -1	1,356 124	14.95	15.20	-1.05	61,800		10	0	0	0.00	0.00	0.00
	315	-5 -6	407 20	15.13	13.60	-1.60	61,900		9	0	1	31.53	3451.60	10.85
	24,553	868 -213	37,266 1,701	15.44	13.15	-0.45	62,000		1,591	-53 1	72 7	24.21	3345.30	-96.70
	234	-75 -8	661 27	16.35	11.90	0.20	62,300		9	0	0	0.00	0.00	0.00
	618	122 -2	595 10	16.61	11.80	0.20	62,400		8	0	0	0.00	0.00	0.00
	7,366	257 -12	14,313 507	16.83	10.50	0.15	62,500		14	0	0	0.00	0.00	0.00
	370	-6 -1	576 20	17.15	10.65	0.15	62,600		13	0	0	0.00	0.00	0.00
	107	12 -6	195	17.81	8.65	-0.50	62,900		9	0	0	0.00	0.00	0.00
	12,941	1,382 -241	21,964 1,769	18.3	9.70	0.95	63,000		1,306	2 2	5	30.51	4363.00	123.40
	88	-8	141	19.07	8.10	0.35	63,300		0	0	0	0.00	0.00	0.00
	55	16	115 9	19.35	8.40	0.65	63,400		0	0	0	0.00	0.00	0.00
	1,240	-272 -358	3,197 1,307	21.9	6.35	0.95	64,500		27	0	0	0.00	0.00	0.00
	10,007	288 12	8,455 429	25.34	3.70	-0.10	66,000		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.