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.
	860	12	14	0	9645.00	20.50	51,000		6,738	126	5,823	36.79	9.60	-0.70
	525	-11	19	0	9184.00	634.00	51,500		2,002	192	1,438	35.34	10.50	-0.35
	4,208	-16	27	0	8640.00	-10.70	52,000		5,269	408	3,077	33.85	11.40	-0.70
	2	0	0	0	0.00	0.00	52,500		1,457	-62	420	32.37	12.45	-0.80
	474	-14	23	28.05	7781.65	81.65	53,000		3,447	647	3,138	30.88	13.60	-0.85
	0	0	0	0	0.00	0.00	53,400		167	-114	320	29.73	14.80	-1.10
	29	0	0	0	0.00	0.00	53,500		2,542	-55	1,319	29.42	15.05	-1.90
	1	0	0	0	0.00	0.00	53,600		104	95	306	29.22	15.70	-0.75
	1	0	0	0	0.00	0.00	53,700		132	-42	278	29.01	16.40	-1.65
	2	0	0	0	0.00	0.00	53,800		144	31	382	28.61	16.30	-0.60
	2	0	0	0	0.00	0.00	53,900		205	62	471	28.74	18.50	0.65
	665	0	3	0	6700.00	19.95	54,000		8,990	-433	8,209	27.97	16.80	-1.20
	2	0	0	0	0.00	0.00	54,100		193	24	593	27.63	16.95	-2.65
	2	0	0	0	0.00	0.00	54,200		145	-12	441	27.40	17.60	-1.75
	1	0	0	0	0.00	0.00	54,300		240	-122	615	26.88	17.00	-4.25
	2	0	0	0	0.00	0.00	54,400		163	-39	343	26.85	18.60	-1.65
	431	0	0	0	0.00	0.00	54,500		4,197	-463	4,722	26.48	18.65	-2.05
	2	0	0	0	0.00	0.00	54,600		259	-29	346	26.69	21.70	1.00
	3	0	0	0	0.00	0.00	54,700		440	226	871	26.05	20.35	-1.65
	2	0	0	0	0.00	0.00	54,800		853	237	896	26.34	24.15	0.90
	2	0	0	0	0.00	0.00	54,900		297	-5	438	25.38	20.90	-2.55
	3,458	-112	163	0	5689.00	4.60	55,000		9,224	-1,551	8,902	25.26	22.40	-2.20
	1	0	0	0	0.00	0.00	55,100		423	3	197	24.73	21.60	-3.90
	2	0	0	0	0.00	0.00	55,200		342	29	393	24.71	23.80	-2.55
	2	0	0	0	0.00	0.00	55,300		355	-37	100	24.32	23.85	-2.00
	2	0	0	0	0.00	0.00	55,400		444	-18	237	24.17	25.40	-1.35
	248	-5	6	24.43	5315.00	115.00	55,500		4,951	-1,006	5,452	23.74	25.20	-2.90
	5	0	0	0	0.00	0.00	55,600		681	-31	181	23.42	25.65	-2.95
	2	0	0	0	0.00	0.00	55,700		951	-77	526	22.99	25.45	-4.65
	7	0	0	0	0.00	0.00	55,800		689	-9	397	22.83	27.10	-3.75
	2	0	0	0	0.00	0.00	55,900		991	80	508	22.63	28.60	-3.00
	1,445	-47	53	0	4686.00	-23.40	56,000		12,192	-176	8,956	22.21	28.50	-4.70
	2	0	1	19.24	4700.10	699.00	56,100		454	19	305	21.88	29.05	-4.40
	2	0	0	0	0.00	0.00	56,200		716	-98	819	21.61	30.10	-6.65
	11	0	0	0	0.00	0.00	56,300		610	73	709	21.31	31.05	-5.30
	7	0	0	0	0.00	0.00	56,400		862	-55	539	20.97	31.60	-7.40
	558	0	3	0	4260.00	43.55	56,500		7,428	123	8,973	20.50	31.05	-7.75
	60	0	0	0	0.00	0.00	56,600		890	-979	3,009	20.25	32.45	-10.40
	5	0	0	0	0.00	0.00	56,700		1,025	124	869	20.04	34.40	-7.05
	79	0	0	0	0.00	0.00	56,800		1,367	-79	2,933	19.70	35.05	-9.05
	35	0	0	0	0.00	0.00	56,900		591	-646	1,937	19.33	35.55	-7.85
	3,189	-54	114	0	3691.95	-38.95	57,000		18,099	1,662	16,963	18.98	36.25	-8.85
	89	0	0	0	0.00	0.00	57,100		802	95	854	18.74	38.20	-8.55
	102	0	0	0	0.00	0.00	57,200		752	-52	1,169	18.47	39.80	-8.80
	80	0	0	0	0.00	0.00	57,300		2,044	4	1,251	18.17	41.30	-8.80
	99	0	0	0	0.00	0.00	57,400		920	-51	713	17.91	43.35	-8.70
	1,007	-16	52	0	3208.00	-52.55	57,500		10,335	128	9,923	17.53	43.95	-9.95
	65	0	0	0	0.00	0.00	57,600		860	-254	1,941	17.19	45.15	-11.30
	172	0	1	0	3035.00	-15.00	57,700		1,029	-93	1,748	16.93	47.50	-12.10
	203	-3	10	0	2932.40	-22.60	57,800		2,148	133	1,836	16.67	50.00	-11.15
	368	0	0	0	0.00	0.00	57,900		1,751	246	2,299	16.41	52.70	-11.35
	6,229	-149	526	0	2720.00	-49.50	58,000		28,674	-1,104	20,905	16.09	54.75	-13.35
	588	-1	2	0	2596.25	-24.30	58,100		2,821	272	2,659	15.85	58.15	-12.70
	430	0	3	0	2567.60	-25.40	58,200		2,520	140	2,417	15.57	61.15	-13.15
	579	-2	7	0	2484.30	-4.70	58,300		2,221	1	1,951	15.24	63.45	-14.55
	683	-5	40	0	2360.10	-21.35	58,400		2,319	188	2,087	14.97	67.15	-15.55
	6,237	-88	257	0	2248.55	-44.30	58,500		19,451	766	17,292	14.73	71.60	-15.75
	1,254	1	56	7.17	2198.00	0.20	58,600		3,960	167	2,967	14.46	75.95	-17.55
	1,376	1	9	0	2037.00	-54.30	58,700		4,473	-45	5,312	14.23	81.35	-18.15
	998	6	60	0	1948.60	-47.80	58,800		3,389	365	3,915	13.96	86.40	-19.45
	829	-18	58	0	1880.00	-25.60	58,900		2,487	261	3,896	13.69	92.10	-21.40
	9,638	-570	2,420	0	1779.90	-50.70	59,000		28,111	1,623	32,678	13.51	100.15	-21.65
	1,534	3	27	0	1690.00	-42.55	59,100		2,269	235	3,625	13.27	107.75	-23.85
	1,348	-153	275	0	1584.55	-58.90	59,200		3,375	93	4,462	13.07	116.85	-24.25
	941	-10	58	0	1496.55	-59.70	59,300		2,611	47	5,288	12.89	127.45	-25.75
	1,689	-10	315	6.95	1414.25	-53.15	59,400		2,984	12	5,724	12.72	139.60	-26.75
	6,753	-19	2,692	7.6	1329.00	-55.20	59,500		17,472	-19	24,684	12.60	154.10	-26.75
	1,979	-25	416	7.49	1235.60	-63.45	59,600		4,548	357	6,809	12.39	167.35	-29.25
	2,070	-33	399	7.8	1152.40	-66.80	59,700		5,769	309	10,372	12.25	184.00	-30.45
	2,187	-327	1,264	8.27	1078.00	-59.45	59,800		5,261	653	12,922	12.14	203.60	-30.75
	2,698	-45	2,200	8.32	996.65	-65.35	59,900		6,214	1,192	15,048	11.96	222.40	-33.15
	49,916	-1,078	26,336	8.43	920.00	-62.35	60,000		67,382	1,225	71,221	11.86	245.95	-32.00
	3,863	-333	3,892	8.57	848.40	-63.75	60,100		6,930	-550	14,428	11.74	270.65	-35.10
	5,456	-580	6,829	8.73	780.85	-61.15	60,200		7,503	621	19,870	11.70	301.15	-33.65
	7,108	-462	7,562	8.74	711.45	-62.10	60,300		6,486	586	18,273	11.60	331.65	-35.00
	5,420	-164	11,937	8.73	644.60	-65.65	60,400		5,150	731	24,491	11.52	365.00	-36.20
	23,213	1,593	64,037	8.84	587.00	-63.10	60,500		21,166	3,470	82,942	11.54	406.10	-34.00
	8,761	1,137	73,623	8.82	526.75	-65.00	60,600		8,832	2,494	69,686	11.54	449.25	-33.55
	16,705	3,843	132,674	8.93	476.60	-61.90	60,700		13,521	2,659	121,367	11.50	493.00	-33.05
	9,843	3,407	84,229	8.9	424.00	-60.90	60,800		6,057	2,281	67,321	11.54	543.55	-30.25
	5,090	854	35,422	8.87	374.40	-63.05	60,900		4,242	555	23,516	11.56	596.00	-27.85
	26,680	3,490	90,869	8.9	332.05	-61.05	61,000		9,990	849	43,908	11.61	652.55	-26.55
	3,912	663	17,908	8.95	293.65	-57.10	61,100		1,115	160	3,563	11.68	713.20	-25.95
	3,616	543	19,516	9.01	259.85	-53.10	61,200		938	115	2,451	11.76	777.00	-23.35
	12,908	341	19,563	9.03	226.95	-50.35	61,300		1,383	58	1,897	11.88	844.65	-21.10
	2,287	154	13,566	9.15	201.60	-46.45	61,400		314	16	316	11.97	913.65	-23.80
	14,304	187	37,012	9.19	175.55	-45.45	61,500		2,560	671	6,067	12.20	991.00	-14.30
	2,628	358	10,883	9.26	153.70	-41.65	61,600		280	59	221	12.51	1073.30	-7.85
	3,893	-740	10,384	9.37	135.65	-37.20	61,700		216	91	331	12.56	1147.00	-6.85
	3,554	624	11,390	9.45	118.30	-35.30	61,800		289	63	264	12.79	1229.45	-11.75
	2,226	13	7,795	9.55	103.80	-32.70	61,900		84	22	48	12.69	1301.15	-24.90
	19,321	513	37,469	9.66	91.30	-29.95	62,000		2,765	85	2,286	13.38	1403.15	-0.90
	2,321	538	7,615	9.79	80.85	-27.10	62,100		27	11	21	12.21	1441.95	-56.65
	2,439	588	6,518	9.94	71.85	-24.25	62,200		27	0	2	14.26	1590.60	0.00
	2,790	194	5,048	10.07	63.50	-22.40	62,300		14	0	2	10.53	1563.30	-385.00
	2,671	16	4,383	10.23	56.90	-20.60	62,400		2	0	0	0.00	0.00	0.00
	19,085	1,411	18,972	10.43	51.75	-18.80	62,500		411	-2	203	15.41	1870.50	22.25
	2,633	844	4,615	10.6	46.60	-16.80	62,600		6	4	6	16.71	1994.10	58.00
	1,840	254	3,472	10.8	42.60	-14.85	62,700		4	0	0	0.00	0.00	0.00
	1,261	269	3,116	10.95	38.30	-14.35	62,800		1	0	0	0.00	0.00	0.00
	1,102	35	1,385	11.21	35.95	-12.25	62,900		2	0	0	0.00	0.00	0.00
	22,671	1,529	23,352	11.44	33.45	-11.45	63,000		2,761	4	440	16.88	2333.85	15.95
	838	64	2,330	11.58	30.10	-10.20	63,100		1	0	0	0.00	0.00	0.00
	803	156	2,126	11.89	29.05	-7.95	63,200		2	0	0	0.00	0.00	0.00
	1,100	48	1,054	11.91	24.90	-9.20	63,300		11	8	15	19.95	2675.30	-1350.75
	474	-9	872	12.43	26.50	-4.80	63,400		1	0	0	0.00	0.00	0.00
	8,678	339	10,800	12.44	22.65	-7.60	63,500		7	0	0	0.00	0.00	0.00
	571	145	1,739	12.77	22.30	-5.50	63,600		19	0	0	0.00	0.00	0.00
	862	-354	1,505	12.97	20.75	-6.00	63,700		6	0	0	0.00	0.00	0.00
	667	45	771	13.17	19.45	-5.05	63,800		1	0	0	0.00	0.00	0.00
	2,324	16	681	13.33	17.85	-4.35	63,900		1	0	0	0.00	0.00	0.00
	18,818	2,303	19,829	13.5	16.50	-4.90	64,000		1,082	-5	8	20.98	3312.55	10.85
	784	61	433	13.81	16.30	-4.40	64,100		5	0	0	0.00	0.00	0.00
	378	-1	399	14.1	15.95	-3.40	64,200		12	0	0	0.00	0.00	0.00
	629	-25	635	14.16	14.10	-5.35	64,300		3	0	0	0.00	0.00	0.00
	410	4	459	14.47	13.95	-4.05	64,400		12	0	0	0.00	0.00	0.00
	5,442	860	9,474	14.71	13.45	-3.10	64,500		22	0	0	26.09	0.00	0.00
	273	10	366	14.94	12.85	-3.65	64,600		3	0	0	0.00	0.00	0.00
	652	112	1,204	15.11	12.00	-2.90	64,700		1	0	0	0.00	0.00	0.00
	329	-29	301	15.46	12.20	-2.45	64,800		1	0	0	0.00	0.00	0.00
	341	51	527	15.69	11.75	-2.45	64,900		2	0	0	0.00	0.00	0.00
	17,674	816	13,800	15.9	11.20	-2.35	65,000		2,646	-20	126	25.06	4301.75	32.20
	361	24	414	16.27	11.50	-1.80	65,100		2	0	0	0.00	0.00	0.00
	301	-16	1,105	16.45	10.85	-1.55	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
	3,036	216	3,625	17.2	10.10	-1.10	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
	4,517	-292	4,107	18.33	8.70	-1.05	66,000		120	0	0	0.00	0.00	0.00
	4,133	1,369	4,263	19.05	6.45	-1.80	66,500		31	0	0	37.49	0.00	0.00
	6,109	-101	6,623	19.97	5.30	-1.15	67,000		1,066	36	45	30.55	6255.00	0.05
	8,470	-302	4,700	21.03	4.70	-1.30	67,500		171	1	19	30.34	6729.15	-20.85
	603	0	1,223	22.41	4.85	-119.55	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.