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.
	5,384	59	146	0	9810.80	320.80	50,000		4,082	721	7,258	26.11	6.15	-0.15
	14	0	0	0	0.00	0.00	50,500		222	33	495	24.87	6.25	-1.45
	759	0	1	0	8762.15	303.05	51,000		1,227	173	2,106	23.51	6.05	-2.25
	18	0	0	0	0.00	0.00	51,500		131	18	359	22.65	7.10	-2.75
	912	30	38	0	7870.00	486.10	52,000		1,988	758	3,225	21.87	8.65	-1.80
	37	0	0	0	0.00	0.00	52,500		331	-8	1,144	20.60	8.75	-2.55
	0	0	0	0	0.00	0.00	52,600		28	3	167	20.68	10.00	-0.50
	0	0	0	0	0.00	0.00	52,700		23	0	9	20.67	11.00	-2.65
	0	0	0	0	0.00	0.00	52,800		6	1	8	20.15	9.95	-4.65
	0	0	0	0	0.00	0.00	52,900		52	16	90	20.26	11.50	-6.20
	1,052	9	49	0	6850.75	343.65	53,000		1,995	341	3,773	19.83	10.80	-2.35
	0	0	0	0	0.00	0.00	53,100		30	1	15	19.88	12.20	-7.95
	0	0	0	0	0.00	0.00	53,200		57	44	140	19.28	10.70	-1.45
	0	0	0	0	0.00	0.00	53,300		78	55	65	19.21	11.60	-31.40
	0	0	0	0	0.00	0.00	53,400		39	11	136	18.99	11.80	-6.20
	23	0	0	0	0.00	0.00	53,500		1,678	1,217	2,940	18.97	13.00	-1.95
	1	0	0	0	0.00	0.00	53,600		10	3	99	18.44	11.70	-12.30
	17	0	0	0	0.00	0.00	53,700		13	5	85	18.36	12.65	-33.35
	3	0	0	0	0.00	0.00	53,800		24	12	182	18.19	13.15	-24.30
	0	0	0	0	0.00	0.00	53,900		10	0	100	18.02	13.70	-21.30
	867	57	128	0	5837.00	296.10	54,000		2,737	376	4,747	17.63	13.00	-3.40
	1	0	0	0	0.00	0.00	54,100		127	28	160	17.58	14.25	-2.60
	0	0	0	0	0.00	0.00	54,200		156	55	202	17.43	15.00	-2.35
	0	0	0	0	0.00	0.00	54,300		131	12	473	16.99	14.00	-1.55
	142	0	1	0	5379.15	168.70	54,400		308	165	833	16.98	15.60	-1.90
	307	1	60	0	5425.00	379.65	54,500		1,585	25	3,686	16.74	15.80	-3.25
	1	0	0	0	0.00	0.00	54,600		114	49	279	16.36	15.10	-3.55
	1	0	0	0	0.00	0.00	54,700		115	39	655	16.36	16.95	-3.10
	0	0	0	0	0.00	0.00	54,800		119	57	221	16.09	17.00	-3.30
	1	0	0	0	0.00	0.00	54,900		63	12	218	15.64	15.75	-7.50
	1,840	-4	118	0	4892.10	340.90	55,000		9,810	1,596	13,056	15.87	19.50	-3.85
	2	0	0	0	0.00	0.00	55,100		45	45	137	15.56	19.30	-529.70
	3	0	0	0	0.00	0.00	55,200		73	73	278	15.32	19.60	-551.00
	1	0	0	0	0.00	0.00	55,300		263	-520	2,354	15.27	21.65	-6.70
	11	0	3	0	4486.80	382.90	55,400		8	8	71	15.00	21.80	-593.95
	634	-13	87	0	4401.50	321.90	55,500		4,951	1,162	15,263	14.77	22.25	-5.80
	10	0	0	0	0.00	0.00	55,600		60	60	298	14.59	23.25	-640.25
	0	0	0	0	0.00	0.00	55,700		230	-335	1,776	14.38	24.05	-9.45
	16	0	0	0	0.00	0.00	55,800		305	39	1,184	14.22	25.40	-8.00
	5	0	0	8.7	0.00	0.00	55,900		238	72	988	14.16	28.00	-7.75
	3,334	27	657	0	3895.05	314.75	56,000		11,027	3,679	18,742	14.03	29.95	-7.75
	0	0	0	0	0.00	0.00	56,100		98	98	391	13.84	31.30	-762.40
	15	0	0	0	0.00	0.00	56,200		98	-26	929	13.69	33.15	-10.25
	4	0	0	0	0.00	0.00	56,300		416	125	1,457	13.48	34.45	-12.35
	7	0	0	0	0.00	0.00	56,400		1,151	5	2,813	13.33	36.65	-14.30
	826	14	126	0	3386.15	255.45	56,500		6,386	-549	14,392	13.27	40.40	-12.45
	1	0	0	0	0.00	0.00	56,600		302	69	1,676	13.07	42.25	-14.60
	1	0	0	0	0.00	0.00	56,700		193	193	1,409	12.96	45.60	-928.55
	1	0	0	0	0.00	0.00	56,800		486	272	2,218	12.80	48.55	-17.55
	17	-1	4	0	2905.00	182.35	56,900		486	217	1,899	12.65	51.75	-19.40
	2,016	52	636	0	2949.85	309.75	57,000		13,789	438	23,178	12.55	56.15	-20.10
	5	0	0	0	0.00	0.00	57,100		519	75	1,996	12.43	60.55	-22.30
	10	0	0	0	0.00	0.00	57,200		1,151	378	4,861	12.28	64.80	-25.80
	34	3	15	9.75	2729.05	673.15	57,300		837	108	3,028	12.19	70.60	-28.80
	17	1	3	0	2483.00	210.75	57,400		2,745	1,619	6,717	12.07	76.35	-31.20
	1,062	-20	250	0	2468.05	303.90	57,500		12,914	2,481	27,455	11.97	82.95	-31.25
	150	1	39	10.01	2451.35	371.35	57,600		995	-13	3,697	11.86	89.75	-36.65
	21	-1	12	0	2200.00	419.05	57,700		1,314	215	4,307	11.71	96.00	-42.75
	20	-4	6	9.5	2256.15	336.15	57,800		2,178	339	4,552	11.68	106.80	-42.15
	36	5	34	0	2088.75	186.65	57,900		1,861	654	4,859	11.60	116.35	-48.85
	3,111	139	1,616	6.52	2019.75	258.75	58,000		21,654	4,351	45,512	11.52	127.25	-51.50
	103	59	135	0	1877.45	207.00	58,100		1,091	554	4,665	11.42	138.15	-57.40
	94	49	116	5.75	1819.15	224.20	58,200		3,315	1,704	6,902	11.36	151.30	-61.05
	81	45	100	8.19	1770.00	269.15	58,300		2,036	839	7,900	11.27	164.55	-69.80
	215	143	261	7.89	1672.25	248.45	58,400		1,625	864	6,807	11.21	180.05	-70.75
	2,623	383	5,026	8.31	1597.45	252.45	58,500		15,689	4,839	45,889	11.15	197.00	-79.15
	457	95	456	8.53	1520.00	250.35	58,600		2,116	237	7,961	11.05	212.95	-86.90
	387	49	480	8.67	1442.55	246.60	58,700		2,658	954	9,701	11.03	234.55	-94.20
	853	-150	1,513	8.46	1352.70	223.75	58,800		3,878	725	13,632	10.92	253.00	-105.50
	1,225	-193	2,473	8.55	1277.30	218.85	58,900		4,659	1,129	12,528	10.87	276.00	-112.05
	13,614	-932	29,470	8.75	1209.60	223.70	59,000		29,225	5,126	76,861	10.83	301.00	-117.45
	1,657	-2,051	13,572	8.7	1132.55	201.15	59,100		4,927	1,716	21,116	10.77	327.00	-129.35
	2,936	-442	25,171	8.82	1066.85	199.05	59,200		5,822	2,495	31,796	10.71	354.75	-132.15
	2,728	673	43,886	8.75	993.50	185.10	59,300		8,242	5,190	53,676	10.70	387.25	-139.40
	2,583	204	37,560	8.85	931.80	188.35	59,400		7,677	5,785	53,005	10.63	417.90	-146.80
	50,251	407	100,361	8.81	865.00	178.10	59,500		59,561	8,237	109,917	10.57	451.30	-154.85
	3,313	1,890	37,043	8.82	803.60	166.75	59,600		4,496	3,115	38,237	10.58	491.50	-158.70
	5,519	3,742	50,398	8.82	744.00	154.10	59,700		8,443	4,288	48,770	10.55	531.10	-188.40
	5,542	2,433	38,459	8.87	690.25	152.95	59,800		4,251	3,265	30,532	10.50	572.15	-177.75
	3,790	1,650	25,173	8.79	631.20	136.25	59,900		2,404	1,942	13,230	10.45	615.00	-195.10
	34,067	3,706	119,237	8.81	581.30	134.90	60,000		18,478	5,433	49,293	10.44	663.05	-201.55
	2,636	1,496	15,489	8.78	531.00	121.20	60,100		810	407	4,271	10.50	717.25	-198.70
	2,531	1,050	17,383	8.8	486.60	111.65	60,200		619	374	2,796	10.34	760.40	-228.20
	2,011	394	11,461	8.78	442.50	104.90	60,300		581	364	1,649	10.44	822.40	-235.45
	2,048	946	10,759	8.79	402.60	94.80	60,400		342	136	757	10.59	889.10	-237.15
	9,832	2,559	41,609	8.75	363.00	84.90	60,500		3,256	933	5,881	10.45	940.15	-245.60
	1,426	309	9,212	8.72	326.05	74.05	60,600		251	56	504	10.51	1006.30	-244.50
	1,882	608	10,221	8.72	293.60	68.30	60,700		276	175	453	10.61	1076.30	-543.70
	2,813	821	13,551	8.74	264.75	60.50	60,800		179	61	227	10.57	1140.30	-479.70
	1,781	980	11,078	8.72	236.10	51.15	60,900		63	21	102	10.60	1210.00	-250.00
	15,888	-928	62,288	8.73	211.00	46.15	61,000		3,025	153	3,722	10.75	1289.00	-273.80
	1,575	732	6,933	8.72	187.50	41.65	61,100		23	13	32	10.47	1345.35	-329.30
	1,929	1,041	9,531	8.74	166.90	36.50	61,200		11	8	16	10.95	1445.00	-296.35
	2,197	1,438	7,500	8.74	147.95	30.65	61,300		26	0	14	9.98	1471.65	-389.20
	962	609	5,742	8.76	131.35	27.70	61,400		15	4	13	11.59	1628.55	-621.45
	13,319	4,571	46,750	8.84	118.30	25.30	61,500		512	33	192	11.27	1689.85	-305.35
	607	363	4,932	8.85	104.30	20.75	61,600		2	2	4	12.42	1823.65	-1651.45
	1,191	577	5,098	8.83	90.75	14.55	61,700		0	0	0	0.00	0.00	0.00
	1,222	777	4,891	8.92	82.10	13.55	61,800		0	0	0	0.00	0.00	0.00
	1,217	787	4,787	8.95	72.20	11.60	61,900		5	0	1	11.94	2042.80	-66.00
	21,037	6,536	45,202	8.96	63.15	6.85	62,000		2,158	179	606	12.01	2128.60	-312.10
	1,219	746	6,447	9.04	56.70	6.85	62,100		0	0	0	0.00	0.00	0.00
	315	315	1,607	9.1	50.45	-805.05	62,200		2	0	0	0.00	0.00	0.00
	337	337	1,221	9.2	45.80	-784.35	62,300		0	0	0	0.00	0.00	0.00
	1,234	395	3,169	9.2	39.65	0.85	62,400		0	0	0	0.00	0.00	0.00
	6,778	2,533	24,329	9.29	35.70	0.90	62,500		256	2	26	15.11	2672.40	-260.45
	208	208	712	9.42	33.00	-727.75	62,600		0	0	0	0.00	0.00	0.00
	204	204	705	9.5	29.70	-708.25	62,700		4	0	0	0.00	0.00	0.00
	171	171	325	9.59	26.80	-686.45	62,800		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	62,900		0	0	0	0.00	0.00	0.00
	15,627	4,417	30,129	9.86	23.15	-1.55	63,000		980	165	250	14.71	3088.10	-307.80
	322	75	1,037	10.01	21.65	-0.70	63,100		12	0	1	17.63	3277.95	-288.05
	0	0	0	0	0.00	0.00	63,200		0	0	0	0.00	0.00	0.00
	1	0	0	0	0.00	0.00	63,300		1	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	63,400		0	0	0	0.00	0.00	0.00
	6,125	1,925	12,496	10.41	15.20	-2.00	63,500		67	47	125	15.41	3556.75	-293.25
	1	0	0	0	0.00	0.00	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
	33	33	57	10.99	14.00	-504.00	63,800		0	0	0	0.00	0.00	0.00
	59	59	115	11.14	13.25	-487.95	63,900		0	0	0	0.00	0.00	0.00
	3,773	2,138	11,552	11.26	12.40	-1.45	64,000		105	9	13	15.33	4015.40	-338.10
	50	50	188	11.3	11.00	-457.90	64,100		0	0	0	0.00	0.00	0.00
	27	27	92	11.77	12.70	-440.70	64,200		0	0	0	0.00	0.00	0.00
	59	59	72	11.75	11.00	-427.35	64,300		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	64,400		0	0	0	0.00	0.00	0.00
	1,659	467	5,527	12.17	10.80	-0.65	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
	5,602	2,412	11,112	12.96	9.00	-1.75	65,000		2,097	19	146	20.44	5056.70	-298.20
	238	163	728	13.73	7.60	-2.20	65,500		6	0	0	27.49	0.00	0.00
	1,777	785	4,225	14.56	6.80	-1.05	66,000		39	0	0	16.19	0.00	0.00
	389	84	641	15.34	6.00	-1.30	66,500		0	0	0	0.00	0.00	0.00
	1,575	899	2,370	16.15	5.50	-0.65	67,000		527	-7	66	23.85	7000.00	-303.00
	4,827	2,943	44,055	16.78	4.60	-0.45	67,500		100	0	2	25.36	7500.00	-328.25

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.