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.
	864	2	5	0	9700.00	110.85	51,000		7,500	743 31	5,693 42	38.08	9.50	-0.20
	516	-1	2	0	9144.00	-40.00	51,500		3,101	1,100 1	2,731 9	36.65	11.00	0.45
	4,205	-2	19	0	8760.00	83.65	52,000		7,375	2,099 -6	6,632 34	35.18	11.05	-0.30
	2	0	0	0	0.00	0.00	52,500		1,456	-1 -5	1,035 9	34.25	13.75	1.20
	473	0	0	0	0.00	0.00	53,000		4,196	741 6	4,728 42	32.95	14.70	0.65
	0	0	0	0	0.00	0.00	53,400		281	116	467 1	31.84	15.05	-0.10
	29	0	0	0	0.00	0.00	53,500		2,614	76	3,193 20	31.69	16.30	0.70
	1	0	0	0	0.00	0.00	53,600		112	7	134	31.02	16.25	0.10
	1	0	0	0	0.00	0.00	53,700		132	3	195	30.44	16.90	0.45
	2	0	0	0	0.00	0.00	53,800		144	3	470	30.82	16.20	-0.35
	2	0	0	0	0.00	0.00	53,900		203	-10	590	30.43	16.90	-0.35
	652	-12 -1	21 1	0	6810.00	110.00	54,000		9,039	50 -59	7,874 29	30.10	18.70	1.50
	2	0	0	0	0.00	0.00	54,100		207	18	427	29.51	18.50	1.85
	2	0	0	0	0.00	0.00	54,200		162	3	430	28.82	19.00	0.70
	1	0	0	0	0.00	0.00	54,300		231	-8	304	28.40	21.95	4.25
	2	0	0	0	0.00	0.00	54,400		424	263	907 1	28.94	20.05	1.60
	431	0	0	0	0.00	0.00	54,500		4,316	119 -95	4,152 40	28.60	19.40	0.35
	2	0	0	0	0.00	0.00	54,600		271	-45	435 2	28.05	24.55	3.35
	3	0	0	0	0.00	0.00	54,700		277	29	423 5	27.92	21.70	1.15
	2	0	0	0	0.00	0.00	54,800		829	-19 -18	540 24	27.63	21.70	0.10
	2	0	0	0	0.00	0.00	54,900		351	55	591 2	26.91	22.65	1.05
	3,437	-24	29	0	5808.80	120.50	55,000		13,009	3,740 -6	16,210 60	27.06	22.95	1.00
	1	0	0	0	0.00	0.00	55,100		420	-4	99	26.60	23.65	-0.05
	2	0	0	0	0.00	0.00	55,200		289	-58	169 12	26.23	26.00	2.65
	2	0	0	0	0.00	0.00	55,300		339	-16	245 1	26.23	27.00	3.15
	2	0	0	0	0.00	0.00	55,400		475	31 5	172 6	25.52	23.10	-0.90
	246	-1	2	0	5300.00	-15.00	55,500		6,068	1,129 -28	9,938 32	25.53	26.25	1.15
	5	0	0	0	0.00	0.00	55,600		694	14	445	25.14	28.00	1.85
	2	0	0	0	0.00	0.00	55,700		1,013	67	543	24.90	29.05	2.85
	7	0	0	0	0.00	0.00	55,800		874	18 -59	1,235 14	24.37	26.70	-1.85
	2	0	0	0	0.00	0.00	55,900		984	0	600	24.09	28.85	1.05
	1,390	-53	79	0	4810.00	124.00	56,000		14,861	2,666 57	18,272 136	23.84	28.35	-0.30
	1	0	0	0	0.00	0.00	56,100		549	96	582	23.58	29.80	0.30
	2	0	0	0	0.00	0.00	56,200		1,007	289	883 46	23.06	32.85	2.70
	11	0	0	0	0.00	0.00	56,300		684	71	620	22.58	32.15	1.25
	7	0	0	0	0.00	0.00	56,400		885	23	352 8	22.18	34.90	3.05
	555	0	0	0	0.00	0.00	56,500		8,306	836 -177	12,518 131	22.12	32.90	0.85
	60	0	0	0	0.00	0.00	56,600		902	15	679 7	21.82	34.45	1.15
	5	0	0	0	0.00	0.00	56,700		1,016	-9	938	21.51	34.95	0.70
	79	0	0	0	0.00	0.00	56,800		1,451	86	876	21.20	38.35	3.30
	35	0	0	0	0.00	0.00	56,900		686	95	615	20.89	39.95	3.95
	2,944	-246	398 2	0	3830.00	127.30	57,000		20,863	2,721 179	19,953 75	20.42	38.85	2.00
	89	0	0	0	0.00	0.00	57,100		730	-72	683	20.08	43.10	4.50
	102	0	0	0	0.00	0.00	57,200		703	-42 1	600 4	19.80	42.85	2.85
	80	0	0	0	0.00	0.00	57,300		1,990	-54	905	19.42	44.25	3.00
	99	0	0	0	0.00	0.00	57,400		970	48 1	688 3	19.04	44.60	1.55
	968	-36	109	0	3334.80	117.85	57,500		10,493	164 -41	14,022 102	18.70	45.05	1.25
	65	0	0	0	0.00	0.00	57,600		930	87 -9	1,348 9	18.38	46.75	1.00
	171	0	5	0	3000.00	-35.00	57,700		952	-74 -1	1,525 16	18.05	48.30	0.80
	194	-3	7	0	3030.00	97.60	57,800		2,067	-64	1,443 5	17.72	52.00	2.15
	368	0	0	0	0.00	0.00	57,900		1,932	184 -4	4,374 22	17.36	52.75	0.65
	6,119	31 1	525 6	0	2852.40	124.60	58,000		31,972	3,446 -389	28,258 354	17.04	54.45	0.05
	588	0	0	0	0.00	0.00	58,100		2,713	-64 -9	5,693 12	16.71	56.30	-0.95
	429	0	1	0	2650.00	82.40	58,200		2,406	-92	3,185 8	16.36	57.05	-3.05
	578	0	0	0	0.00	0.00	58,300		2,254	32	1,818 22	16.01	60.45	-3.25
	680	0	0	0	0.00	0.00	58,400		2,335	23	1,961 4	15.69	63.65	-3.40
	6,138	-98	193 3	0	2374.20	104.20	58,500		20,580	1,309 31	18,531 190	15.36	68.20	-3.30
	1,218	-31	66	0	2254.00	56.00	58,600		3,875	-60	2,331 7	15.06	68.20	-7.20
	1,358	-18	70	0	2171.40	94.30	58,700		4,431	-40	3,798 5	14.75	71.80	-8.00
	988	-9	33	0	2075.00	121.75	58,800		3,756	367	3,818 56	14.49	74.35	-11.25
	820	-7	46	0	1976.50	96.50	58,900		2,679	192 53	3,782 24	14.21	78.95	-12.85
	9,172	-309 20	2,175 9	0	1895.00	95.35	59,000		29,928	1,946 110	36,713 483	13.94	87.25	-11.25
	1,533	-1	31	0	1792.05	102.05	59,100		2,707	443 9	5,268 92	13.67	89.95	-17.20
	1,300	-47	99	0	1700.00	77.40	59,200		3,833	422 -94	7,544 28	13.43	98.90	-16.00
	921	-19	93	0	1608.50	89.85	59,300		3,212	556 19	7,196 84	13.18	104.30	-22.40
	1,717	29 -2	138 10	0	1520.00	69.40	59,400		2,980	-10 4	4,691 42	12.97	117.70	-20.85
	6,502	-245 -30	2,592 15	0	1432.00	88.00	59,500		17,109	-366 -75	31,542 234	12.77	119.00	-31.30
	1,871	-109	412 5	0	1340.95	58.95	59,600		4,890	405 11	9,082 146	12.58	131.75	-33.00
	2,018	-53 -1	413 4	6.03	1252.35	70.65	59,700		5,896	135 -8	9,404 51	12.38	145.20	-36.65
	2,107	-80 -10	764 2	6.34	1169.00	81.00	59,800		5,032	-856 -59	14,472 141	12.24	158.10	-44.20
	2,403	-212 -5	2,985 8	7.34	1085.00	74.20	59,900		6,586	372 -23	16,333 107	12.09	174.00	-46.30
	50,258	361 -11	29,791 74	7.32	1003.00	65.90	60,000		73,692	6,336 -99	98,107 633	11.90	193.55	-46.85
	3,723	-140 -19	3,100 30	7.59	925.00	62.25	60,100		8,072	1,166 -16	17,530 91	11.84	212.70	-56.60
	5,053	-404 -29	6,861 24	7.83	844.35	49.60	60,200		8,535	1,032 -104	24,359 96	11.71	234.55	-63.00
	6,803	-290 -78	12,206 76	8.01	771.05	49.10	60,300		7,891	1,407 13	25,336 114	11.59	261.50	-64.15
	5,583	169 -105	22,254 27	8.13	705.00	42.15	60,400		7,269	2,140 -219	45,883 175	11.58	292.00	-68.00
	22,360	-805 -376	114,485 448	8.22	641.95	45.75	60,500		27,269	6,136 -457	152,182 485	11.52	321.00	-78.55
	8,001	-688 -343	108,883 274	8.29	574.25	33.25	60,600		11,770	2,941 -465	120,447 465	11.47	357.25	-83.55
	17,845	1,165 -261	131,996 461	8.37	518.55	30.75	60,700		18,938	5,408 -519	145,449 528	11.47	398.00	-84.10
	11,741	1,901 -2	77,316 865	8.41	463.35	28.55	60,800		8,181	2,119 -66	69,539 405	11.51	443.30	-89.90
	5,533	526 -170	42,009 200	8.5	410.85	24.60	60,900		5,468	1,227 -206	26,687 89	11.47	493.85	-94.70
	27,990	1,299 -145	94,454 641	8.51	364.55	20.55	61,000		13,019	3,029 -216	52,581 397	11.55	544.65	-93.25
	3,756	-152 -37	18,982 66	8.54	321.30	19.35	61,100		1,347	214	4,085 19	11.63	602.95	-101.40
	4,282	667 -86	37,744 308	8.62	280.85	14.80	61,200		1,079	147 -2	3,191 30	11.74	657.20	-104.50
	13,863	956 -47	20,288 65	8.64	246.30	13.75	61,300		1,697	314 -1	2,640 6	11.82	728.25	-101.65
	2,574	287 -18	13,610 71	8.74	217.45	11.95	61,400		516	205	1,053 4	12.01	786.50	-116.55
	14,475	207 -120	40,055 329	8.83	187.45	7.80	61,500		2,170	-276 -76	6,286 76	12.29	869.95	-109.35
	2,547	-101 -82	9,993 34	8.91	165.80	8.00	61,600		333	54	652 2	12.42	950.00	-109.95
	3,090	-781 -33	13,199 100	9.01	144.10	5.85	61,700		347	134	449 1	12.78	1016.10	-121.15
	2,974	-390 1	12,288 46	9.11	126.30	5.15	61,800		271	-12	175	13.22	1123.25	-101.70
	2,902	695 -38	10,898 33	9.25	110.30	3.30	61,900		107	24 -1	49 1	13.78	1190.00	-111.15
	19,070	-164 -169	45,286 365	9.39	95.85	1.40	62,000		3,125	391	2,838 12	13.68	1275.00	-116.10
	2,093	-202 -24	7,218 79	9.54	84.60	1.10	62,100		27	0	5	13.46	1404.00	-37.95
	2,396	-42 3	6,405 81	9.67	74.10	0.35	62,200		63	38	63	14.89	1476.95	-113.65
	3,098	274 13	5,977 17	9.82	66.05	0.15	62,300		14	0	0	12.24	0.00	0.00
	3,266	605 21	5,340 34	9.99	58.65	-0.20	62,400		2	0	0	0.00	0.00	0.00
	20,776	1,735 -68	24,271 109	10.22	52.10	-1.30	62,500		359	-52	354 2	15.58	1733.45	-96.80
	1,651	-913 4	5,427 18	10.42	46.25	-1.70	62,600		7	1	2	19.65	1990.60	-3.50
	1,417	-429 25	3,564 66	10.59	37.45	-5.80	62,700		4	0	0	0.00	0.00	0.00
	1,050	-201 -37	2,659 17	10.78	37.35	-2.30	62,800		1	0	0	0.00	0.00	0.00
	1,035	-18 5	1,786 26	11.01	32.40	-3.80	62,900		2	0	0	0.00	0.00	0.00
	21,995	-674 -63	34,295 262	11.24	32.10	-2.05	63,000		2,761	0	314 1	18.00	2204.00	-112.80
	782	-80	1,592 2	11.39	28.25	-2.50	63,100		1	0	0	0.00	0.00	0.00
	788	-21	1,713 4	11.67	27.40	-1.40	63,200		2	0	0	0.00	0.00	0.00
	916	-180 -21	1,631 42	11.85	21.50	-5.05	63,300		13	0	12	23.50	2675.00	-0.30
	568	93	2,088 6	12.08	21.65	-3.20	63,400		1	0	0	0.00	0.00	0.00
	9,191	523 267	13,031 129	12.35	20.45	-3.00	63,500		7	0	0	0.00	0.00	0.00
	545	-26	614 88	12.62	21.05	-0.90	63,600		19	0	0	0.00	0.00	0.00
	879	15	564 1	12.77	19.90	-0.85	63,700		6	0	0	0.00	0.00	0.00
	650	-73	513	13	17.25	-2.65	63,800		1	0	0	0.00	0.00	0.00
	2,330	2	434 2	13.23	15.40	-3.00	63,900		1	0	0	0.00	0.00	0.00
	19,270	452 -15	25,349 186	13.42	13.90	-2.85	64,000		1,082	0	36	22.63	3195.00	-117.55
	797	17	410 1	13.63	14.70	-1.90	64,100		5	0	0	0.00	0.00	0.00
	384	5	305	14	14.30	-1.25	64,200		12	0	0	0.00	0.00	0.00
	622	-8	693	14.21	13.35	-1.60	64,300		3	0	0	0.00	0.00	0.00
	487	84	583	14.51	13.80	-0.45	64,400		12	0	0	0.00	0.00	0.00
	5,539	112 -72	9,940 44	14.57	11.75	-1.60	64,500		22	0	0	0.00	0.00	0.00
	249	-20	236 1	14.94	10.90	-2.30	64,600		3	0	0	0.00	0.00	0.00
	626	-27	336	15.1	10.75	-1.80	64,700		1	0	0	0.00	0.00	0.00
	308	-19	484	15.42	10.35	-1.95	64,800		1	0	0	0.00	0.00	0.00
	373	33	506	15.64	9.50	-2.35	64,900		2	0	0	0.00	0.00	0.00
	18,018	356 52	15,000 156	15.88	9.60	-1.55	65,000		2,625	-22	240 77	27.93	4159.95	-114.85
	394	33	485	16.19	9.05	-1.70	65,100		2	0	0	0.00	0.00	0.00
	241	-60	347 1	16.35	8.20	-1.85	65,200		2	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	65,300		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	65,400		0	0	0	0.00	0.00	0.00
	3,118	81	2,806 7	17.14	8.40	-0.95	65,500		2	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	65,600		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	65,700		0	0	0	0.00	0.00	0.00
	4,576	142 10	2,797 48	18.16	6.80	-1.20	66,000		120	0	0	0.00	0.00	0.00
	3,616	-513 -10	1,999 11	19.19	5.40	-0.85	66,500		31	0	0	0.00	0.00	0.00
	6,100	-9 2	1,931 49	20.12	4.85	-0.50	67,000		1,088	22	27	36.15	6170.00	-72.00
	9,394	938 20	6,669 65	21.21	3.95	-0.70	67,500		173	0	0	34.28	0.00	0.00
	784	165	1,555 25	22.43	3.60	-1.00	68,000		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.