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.
	8	0	0	0	0.00	0.00	46,000		1,033	33	642 57	34.48	6.75	-0.25
	1	0	0	0	0.00	0.00	46,500		470	33 5	277 34	33.47	7.20	-0.35
	1	0	0	0	0.00	0.00	47,000		1,112	67	464 68	32.07	7.70	0.30
	21	0	0	0	0.00	0.00	48,500		190	-95 3	518 77	27.99	8.30	-0.65
	0	0	0	0	0.00	0.00	48,700		0	0	0	0.00	0.00	0.00
	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
	530	-1 -1	2 1	24.35	9110.00	-291.05	49,000		1,032	23 15	424 83	26.69	8.50	-0.35
	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		4	4	6	24.78	9.55	-355.05
	2	0	0	0	0.00	0.00	49,900		0	0	0	0.00	0.00	0.00
	2,767	9 9	66 9	26.05	8139.00	-255.30	50,000		3,921	-184 -54	2,580 636	24.19	9.40	-0.70
	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		172	-4 2	157 48	23.38	11.70	-0.35
	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
	8	0	0	0	0.00	0.00	50,900		1	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
	11	0	0	0	0.00	0.00	51,300		0	0	0	0.00	0.00	0.00
	11	0	0	0	0.00	0.00	51,400		0	0	0	0.00	0.00	0.00
	16	0	0	0	0.00	0.00	51,700		0	0	5 1	20.45	14.15	-763.00
	17	0	0	0	0.00	0.00	51,800		0	0	0	0.00	0.00	0.00
	17	0	0	0	0.00	0.00	51,900		9	9 1	18 3	19.95	14.55	-820.20
	18	0	0	0	0.00	0.00	52,300		0	0	0	0.00	0.00	0.00
	17	0	0	0	0.00	0.00	52,400		0	0	0	0.00	0.00	0.00
	32	0	2	0	5625.10	-550.00	52,500		1,349	77 16	2,038 127	18.91	18.10	-1.55
	18	0	0	0	0.00	0.00	52,800		0	0	0	0.00	0.00	0.00
	17	0	0	0	0.00	0.00	52,900		0	0	0	0.00	0.00	0.00
	660	0	1 1	0	5200.00	-261.50	53,000		7,766	47 121	6,967 1,157	17.72	21.55	-1.20
	14	0	0	0	0.00	0.00	53,300		41	40	144 5	17.05	23.35	-67.75
	21	0	0	0	0.00	0.00	53,400		81	4 -8	363 22	16.61	24.85	-0.65
	21	0	0	0	0.00	0.00	53,700		59	48 -1	206 19	16.27	27.75	-1.35
	44	0	1	18.52	4400.00	-500.00	53,800		203	66 -2	367 36	16.11	31.25	0.45
	22	0	0	0	0.00	0.00	54,100		446	68 -26	1,587 102	15.50	33.80	-2.20
	110	0	1	20.58	4075.00	75.00	54,200		98	-26 -6	564 17	15.30	38.30	-0.05
	28	0	0	0	0.00	0.00	54,300		128	41 -5	436 11	15.37	38.85	-2.20
	22	0	0	0	0.00	0.00	54,600		563	-405 -10	2,216 82	14.84	47.75	-0.05
	57	0	0	0	0.00	0.00	54,700		526	68 15	1,325 157	14.66	50.15	-0.50
	61	0	2 1	20.05	3533.55	-364.85	54,800		370	91 30	1,792 132	14.49	53.75	0.45
	91	0	1	17.61	3376.10	-202.45	54,900		276	117 -6	1,896 110	14.36	56.90	-0.45
	22	0	0	0	0.00	0.00	55,200		816	72 -3	1,228 80	13.91	70.00	0.50
	34	-3 1	10 2	17.51	3025.00	-91.80	55,300		432	-66 -10	2,120 66	13.81	75.75	1.55
	183	0	2	14.88	2860.50	-328.80	55,400		446	111 -4	1,736 178	13.65	81.00	1.75
	65	-1	6	15.03	2689.70	-228.00	55,600		2,184	96 -55	2,821 254	13.40	94.05	3.25
	34	0	1	11.05	2500.00	-370.95	55,700		1,416	228 163	4,273 660	13.28	100.85	4.10
	4,540	35 8	752 34	14.16	2295.00	-232.35	56,000		19,065	2,874 -160	39,416 3,936	12.85	124.50	6.45
	43	0	3	16.46	2328.00	-139.20	56,100		1,119	301 50	3,180 358	12.73	135.50	9.50
	86	0	1 1	12.65	1935.00	-315.00	56,400		853	235 13	2,982 149	12.44	172.00	15.25
	2,219	-15 -2	478 35	12.75	1858.15	-231.95	56,500		11,206	-431 -523	25,477 2,648	12.35	186.95	17.05
	235	10	35 1	13.64	1667.40	-177.90	56,800		1,934	84 -25	7,471 463	12.06	237.05	23.65
	203	6 1	56 11	12.6	1543.80	-202.20	56,900		1,374	29 -43	5,988 451	12.02	257.45	28.00
	30,840	-299 3	5,926 510	12.39	1457.60	-208.90	57,000		34,587	1,397 -232	69,319 5,807	11.91	279.70	31.40
	228	40 6	86 13	12.25	1382.15	-204.80	57,100		2,007	683 150	9,939 834	11.84	302.20	33.20
	333	26 1	204 32	12.17	1305.75	-203.70	57,200		2,338	148 -43	9,237 731	11.79	329.00	38.60
	5,038	-140 -228	11,790 1,201	12.03	1100.15	-188.60	57,500		13,438	997 -68	63,803 5,493	11.60	416.30	52.25
	1,534	-79 -90	6,102 594	11.97	1033.25	-183.15	57,600		2,779	520 -195	20,725 1,804	11.55	450.40	57.60
	3,061	1,711 -656	44,592 3,914	11.82	848.10	-170.85	57,900		3,996	1,651 -1246	88,260 8,368	11.39	565.95	75.40
	31,541	4,005 248	119,644 9,368	11.75	793.35	-159.90	58,000		51,015	1,069 -1193	213,772 15,556	11.33	607.65	81.50
	6,869	-157 -331	42,673 4,258	11.67	641.15	-145.10	58,300		5,254	310 -1016	43,543 3,673	11.29	752.60	100.45
	4,534	-8 -132	29,691 1,539	11.64	592.95	-139.65	58,400		2,559	51 -181	24,595 1,022	11.24	805.00	105.95
	27,405	2,745 -260	96,416 5,958	11.61	549.90	-132.85	58,500		14,402	-458 -555	54,897 2,626	11.19	859.30	111.95
	3,307	281 -130	23,892 1,229	11.6	470.00	-116.45	58,700		1,275	-235 -5	4,309 151	11.20	970.30	117.95
	4,027	1,157 -138	20,048 1,194	11.59	431.30	-109.75	58,800		2,106	-60 -19	4,957 172	11.19	1039.90	131.85
	2,243	587 -26	11,104 726	11.59	334.35	-90.95	59,100		971	123 -1	2,136 36	11.17	1237.45	146.75
	2,101	309 -10	9,775 470	11.56	306.50	-84.30	59,200		252	-18 -5	167 17	11.27	1301.65	146.00
	11,927	1,156 -151	38,770 3,347	11.6	234.20	-66.40	59,500		1,136	-10 -35	1,831 104	11.14	1537.10	177.45
	1,381	323 -11	8,992 716	11.63	214.50	-61.20	59,600		114	-1 -1	113 2	9.57	1610.30	172.00
	1,398	104 -46	5,507 345	11.68	162.75	-47.50	59,900		62	-1	2	11.11	1858.90	417.15
	29,917	3,924 -110	54,936 4,672	11.74	148.50	-43.95	60,000		3,552	28 -12	1,087 53	11.12	1944.15	194.65
	1,444	178 -26	6,061 304	11.84	111.55	-33.55	60,300		16	0	0	0.00	0.00	0.00
	1,046	92 -50	6,455 414	11.92	101.40	-31.30	60,400		39	0	0	0.00	0.00	0.00
	15,017	5,572 -164	29,327 2,330	11.92	91.90	-28.05	60,500		50	-8	33	0.00	2265.80	87.45
	862	237 14	3,994 371	12.02	85.00	-26.40	60,600		23	0	0	0.00	0.00	0.00
	418	70 -2	2,641 256	12.3	66.10	-19.75	60,900		13	0	0	0.00	0.00	0.00
	19,177	2,646 -908	41,537 4,514	12.34	60.30	-19.55	61,000		672	-1 2	65 6	9.74	2853.65	225.95
	457	76 42	2,576 197	12.66	48.85	-14.90	61,300		7	0	0	0.00	0.00	0.00
	545	86 -12	1,893 92	12.76	44.40	-13.95	61,400		7	0	0	0.00	0.00	0.00
	351	15 -18	1,365 53	12.84	38.40	-11.70	61,600		15	0	0	0.00	0.00	0.00
	993	-39 -7	710 64	13.16	36.20	-10.70	61,700		8	0	0	0.00	0.00	0.00
	406	213 9	1,558 70	13.24	33.75	-10.00	61,800		10	0	0	0.00	0.00	0.00
	195	-11 -235	2,668 482	13.55	29.00	-7.15	62,100		7	0	0	0.00	0.00	0.00
	159	-9 -49	947 104	13.82	26.15	-7.80	62,200		6	0	0	0.00	0.00	0.00
	4,184	91 -286	13,212 1,416	14.28	23.55	-5.20	62,500		14	0	0	0.00	0.00	0.00
	260	19 -1	1,332 116	14.49	21.95	-5.50	62,600		13	0	0	0.00	0.00	0.00
	12,151	253 -659	18,194 4,030	15.01	19.00	-2.85	63,000		1,387	19 2	28 2	0.00	4800.00	255.45
	320	-19 -1	316 55	15.22	18.70	-2.75	63,100		0	0	0	0.00	0.00	0.00
	106	-15 -6	144 34	15.39	18.00	-2.45	63,200		0	0	0	0.00	0.00	0.00
	1,888	-280 -112	4,551 763	15.81	15.20	-2.75	63,500		85	0	0	0.00	0.00	0.00
	4,145	-132 -76	7,003 646	16.6	12.95	-1.60	64,000		95	2	7	0.00	5672.40	129.45
	4,121	159 -31	2,583 174	18.98	8.60	-1.25	65,500		2	0	0	0.00	0.00	0.00
	694	167 100	1,183 228	19.74	7.45	-1.25	66,000		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	47,500		279	-2	110 11	30.77	8.00	0.10
	2,292	-3 -1	15 1	30.29	10110.00	-237.80	48,000		2,151	45 -26	740 126	29.23	7.70	-0.15
	0	0	0	0	0.00	0.00	49,100		11	-17	43	26.41	8.50	-0.35
	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		15	10	46	25.30	7.80	-2.85
	10	0	0	0	0.00	0.00	49,500		388	20 1	281 131	25.36	8.75	-0.55
	1	0	0	0	0.00	0.00	50,100		0	0	0	0.00	0.00	0.00
	2	0	0	0	0.00	0.00	50,200		0	0	0	0.00	0.00	0.00
	4	0	0	0	0.00	0.00	50,300		12	1 1	6 1	23.85	11.30	-0.10
	634	0	1 1	0	7105.15	-297.00	51,000		2,162	204 190	1,572 673	22.41	13.50	-0.05
	9	0	0	0	0.00	0.00	51,100		0	0	0	0.00	0.00	0.00
	27	0	0	0	0.00	0.00	51,500		477	-16 -5	594 165	21.19	14.50	-0.80
	12	0	0	0	0.00	0.00	51,600		0	0	0	0.00	0.00	0.00
	1,730	23 2	29 5	21.04	6150.00	-245.50	52,000		3,693	47 5	3,415 603	20.09	16.55	-0.35
	23	0	0	0	0.00	0.00	52,100		1	0	8	19.50	15.30	-0.35
	17	0	0	0	0.00	0.00	52,200		0	0	0	0.00	0.00	0.00
	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		0	0	0	0.00	0.00	0.00
	15	0	0	0	0.00	0.00	53,100		42	26 -16	400 38	17.46	22.00	0.70
	23	0	0	0	0.00	0.00	53,200		54	54 -1	149 8	17.31	21.00	-1262.00
	583	0	1	14.68	4648.10	-351.90	53,500		7,237	-6 82	5,913 642	16.59	25.40	-1.20
	20	0	0	0	0.00	0.00	53,600		99	7 -13	427 51	16.32	27.20	-0.50
	21	0	0	0	0.00	0.00	53,900		181	19 -6	378 50	15.93	31.75	-0.35
	1,821	4 -2	43 2	17.72	4200.00	-244.75	54,000		11,581	385 -54	16,162 1,156	15.76	33.10	-1.25
	139	0	0	0	0.00	0.00	54,400		102	35	483 45	15.13	42.00	-1.20
	554	-14	28	20.24	3800.00	-240.00	54,500		6,644	101 -24	15,104 1,684	14.93	44.05	-0.95
	3,545	276 192	1,955 288	15.5	3220.05	-236.60	55,000		15,996	98 -173	25,357 2,391	14.24	61.50	0.70
	27	-1	3 1	15.5	3144.00	-312.90	55,100		401	10 -30	1,237 152	14.06	65.85	1.75
	2,692	18 -3	122 9	14.38	2757.55	-239.25	55,500		7,739	532 -205	13,980 1,306	13.50	87.10	3.05
	61	1	6	14.48	2500.60	-539.40	55,800		1,167	162 -36	4,937 370	13.11	107.50	4.70
	79	1	7	14.89	2429.90	-438.50	55,900		887	240 -9	3,291 161	13.01	116.65	6.00
	114	0	14	15.4	2205.00	-163.05	56,200		1,302	32 -33	4,488 304	12.65	147.80	9.65
	96	0	0	0	0.00	0.00	56,300		1,004	111 66	3,357 412	12.53	158.55	12.05
	119	3	12	14.36	1850.00	-239.30	56,600		1,335	155 -43	5,282 483	12.25	201.60	17.55
	222	4 -1	28 1	12.74	1701.10	-227.70	56,700		1,505	322 -48	6,205 470	12.14	219.30	21.55
	263	45 -11	383 36	12.39	1234.20	-205.40	57,300		1,664	197 -32	9,203 728	11.70	356.40	43.20
	444	-16 -14	452 58	12.1	1168.25	-189.30	57,400		2,208	485 -54	14,589 1,208	11.65	386.00	48.35
	1,662	511 -41	12,337 1,334	11.92	970.00	-180.75	57,700		3,138	754 -633	36,720 3,428	11.50	486.75	62.85
	2,609	1,724 88	34,998 4,054	11.85	910.00	-174.00	57,800		6,561	1,669 -1284	89,884 10,395	11.42	524.70	67.70
	5,863	2,485 -412	53,146 3,546	11.73	740.05	-158.70	58,100		3,469	-463 -871	62,498 2,793	11.26	654.00	86.15
	8,186	1,380 -749	63,633 5,164	11.7	691.85	-149.65	58,200		5,264	-378 -249	75,252 5,124	11.28	700.45	91.25
	4,150	-727 -248	20,044 1,428	11.59	509.60	-124.20	58,600		2,101	-475 -142	9,763 671	11.17	918.40	120.30
	3,042	376 -230	16,421 986	11.56	397.45	-102.65	58,900		1,449	-70 4	4,194 78	11.21	1105.65	138.65
	23,784	3,216 20	80,402 5,352	11.57	366.40	-95.75	59,000		7,563	-189 -11	14,104 1,125	11.14	1173.70	150.50
	2,048	-186 -67	8,497 645	11.57	279.65	-81.30	59,300		179	4	154 5	9.89	1379.45	161.45
	1,657	-539 -7	9,575 359	11.58	256.00	-72.70	59,400		99	-2 1	87 3	10.68	1436.90	143.20
	1,665	375 -8	7,947 369	11.62	194.90	-57.40	59,700		139	1	32 2	10.80	1681.00	173.00
	1,842	414 -68	11,423 515	11.65	178.00	-51.90	59,800		88	-4	15	10.72	1760.45	169.95
	1,604	374 -122	5,378 375	11.75	134.05	-40.60	60,100		34	-4	7	8.73	1964.10	49.45
	1,912	591 -91	7,638 566	11.79	122.55	-37.05	60,200		22	0	0	0.00	0.00	0.00
	752	220 -20	3,671 213	12.08	78.00	-23.85	60,700		15	0	0	0.00	0.00	0.00
	801	120 -12	4,859 374	12.18	71.80	-22.05	60,800		23	0	0	0.00	0.00	0.00
	2,887	175 21	6,683 528	12.5	56.85	-17.80	61,100		6	0	0	0.00	0.00	0.00
	574	31 44	1,957 204	12.57	52.20	-16.10	61,200		11	0	0	0.00	0.00	0.00
	7,543	1,092 -22	19,436 1,665	12.82	41.00	-13.00	61,500		22	0	0	0.00	0.00	0.00
	127	-6 -16	582 59	13.4	31.90	-8.95	61,900		9	0	0	0.00	0.00	0.00
	16,213	1,304 -8	30,609 3,827	13.53	30.60	-8.05	62,000		1,573	39 15	86 19	0.00	3805.40	233.15
	0	0	0	0	0.00	0.00	62,900		9	0	0	0.00	0.00	0.00
	147	-159 -240	1,474 111	13.88	25.20	-6.40	62,300		9	0	0	0.00	0.00	0.00
	296	74 -4	408 62	14.12	24.45	-6.25	62,400		8	0	0	0.00	0.00	0.00
	154	140 -14	469 74	14.54	20.90	-3.45	62,700		9	0	0	0.00	0.00	0.00
	264	62 9	525 120	14.79	20.85	-10.95	62,800		6	0	0	0.00	0.00	0.00
	45	22 -5	153 13	15.48	17.20	-3.05	63,300		0	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
	876	-56 -34	1,187 95	17.52	11.75	-1.40	64,500		27	0	0	0.00	0.00	0.00
	4,972	105 24	4,103 1,220	18.36	10.15	-1.20	65,000		998	27 25	36 21	0.00	6761.70	238.20

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.