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.
	19	0	0	0	0.00	0.00	50,500		452	9 1	365 28	26.84	7.65	-0.40
	1	0	0	0	0.00	0.00	50,600		10	0	10	26.78	8.30	-0.25
	1	0	0	0	0.00	0.00	50,700		28	4	74	26.45	8.15	-0.05
	1	0	0	0	0.00	0.00	50,800		13	0	19	26.38	8.70	0.65
	1	0	0	0	0.00	0.00	50,900		19	1 -18	119 4	26.36	9.45	0.45
	1	0	0	0	0.00	0.00	52,200		21	0	36	23.16	10.70	-1.10
	1	0	0	0	0.00	0.00	52,300		46	-5 -8	226 46	22.89	10.75	0.55
	1	0	0	0	0.00	0.00	52,400		49	2	64	22.61	10.70	-0.15
	28	0	2	0	7550.00	550.00	52,500		1,158.4285714285713	-15 -7	780 74	22.44	11.05	-0.70
	1,788.2857142857142	8 -2	36 3	0	6020.00	410.00	54,000		8,384	-259 70	7,106 1,076	18.85	14.15	-0.65
	250	0	1	0	5508.00	408.00	54,500		2,766	-203 -117	4,134 396	17.83	15.60	-2.45
	8	0	0	0	0.00	0.00	54,600		69	-4 -1	182 1	17.70	16.95	-1.10
	72	0	0	0	0.00	0.00	54,900		337	11	152 43	17.03	18.70	-3.30
	1,784	12	48	0	4923.75	289.30	55,000		12,634	296 -34	15,488 1,159	16.85	19.20	-3.35
	15	0	1	0	3839.30	191.80	55,900		187	-9 2	253 21	15.15	27.85	-7.15
	2,681	5 1	100 2	0	4033.85	364.40	56,000		14,531	835 -699	23,955 1,421	14.91	28.80	-8.80
	932	4	101	0	3450.10	316.50	56,500		7,626	-664 -52	14,780 555	13.97	36.85	-12.70
	22	0	0	0	0.00	0.00	56,600		1,906	930 9	5,768 382	13.87	39.15	-14.30
	13	0	3	0	2900.00	388.60	57,100		1,374	185 74	3,528 373	13.00	52.35	-24.55
	80	-1 -1	3 2	0	2871.90	245.55	57,200		1,832	-191 -74	4,083 346	12.85	56.25	-27.05
	274	-4	12	0	2365.20	443.15	57,700		1,850	53 -28	5,227 149	12.21	81.90	-44.85
	235	-2	18	0	2206.95	274.30	57,800		3,282	718 12	6,877 202	12.09	88.30	-49.40
	375	23 -1	139 2	0	1855.30	287.95	58,300		2,395	583 -127	9,550 626	11.60	136.00	-77.00
	351	-15 -1	167 2	0	1713.05	237.05	58,400		4,290	-544 15	8,617 294	11.56	148.50	-83.25
	17,462	-1,942 -20	29,628 1,071	7.59	1271.00	240.25	59,000		38,976	5,659 -1251	109,462 6,760	11.09	253.15	-130.70
	1,732	-379 -81	12,213 241	7.71	1198.00	231.25	59,100		5,776	1,417 -33	26,899 1,127	11.04	275.70	-141.90
	2,099	-1,334 -206	25,995 641	7.9	1125.45	221.40	59,200		7,760	262 -414	48,014 1,885	11.01	302.00	-151.95
	2,650	-2,078 -40	49,200 887	8.04	1056.75	213.65	59,300		6,603	1,955 -239	56,414 1,835	10.96	327.60	-162.60
	4,845	133 207	28,032 1,845	8.45	517.45	115.95	60,200		2,106	239 -16	6,926 336	10.88	686.00	-258.00
	3,099	-414 31	26,309 1,610	8.45	470.05	106.95	60,300		1,410	-787 -59	5,305 197	10.92	736.40	-269.35
	2,952	295 167	17,144 1,010	8.5	350.50	81.20	60,600		736	-204	1,741 43	11.12	917.70	-279.55
	3,282	507 230	17,454 1,477	8.52	315.80	73.85	60,700		395	121 -5	594 10	11.25	980.00	-297.85
	2,853	724	13,210 503	8.61	179.80	37.70	61,200		135	8 -4	126 1	12.30	1380.60	-393.20
	1,965	211 -39	9,907 383	8.61	158.75	31.30	61,300		88	0	13	13.18	1499.05	-450.95
	1,437	13 -12	5,501 127	9.01	61.25	6.90	62,100		6	0	0	0.00	0.00	0.00
	2,197	-43 34	7,507 316	9.09	54.75	5.25	62,200		3	0	0	0.00	0.00	0.00
	752	166 15	2,947 168	9.54	33.05	0.50	62,700		5	0	0	0.00	0.00	0.00
	685	80 -53	2,945 79	9.71	30.15	0.10	62,800		4	0	0	0.00	0.00	0.00
	472	-19 -1	843 29	10.4	24.00	0.70	63,200		7	0	0	0.00	0.00	0.00
	496	16 -7	533 17	10.45	21.20	-0.85	63,300		1	0	0	0.00	0.00	0.00
	220	35 -3	1,043 10	10.6	19.65	-1.05	63,400		0	0	0	0.00	0.00	0.00
	5,441	221 -15	13,061 858	10.64	17.80	-1.45	63,500		3	0	0	0.00	0.00	0.00
	341	-29 2	378 59	10.87	17.25	-1.50	63,600		0	0	0	0.00	0.00	0.00
	251	-25 1	456 8	11.01	16.30	-2.30	63,700		0	0	0	0.00	0.00	0.00
	82	21	94 3	11.93	13.60	-1.70	64,200		2	0	0	0.00	0.00	0.00
	50	-139 -10	375 10	11.93	13.00	-1.65	64,300		1	0	0	0.00	0.00	0.00
	3,446	81 -29	3,288 167	15.51	5.75	-0.75	66,500		0	0	0	0.00	0.00	0.00
	7,371	512 171	8,438 2,048	16.25	5.10	-0.65	67,000		238	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	47,000		400	5 -6	184	35.41	5.75	0.15
	0	0	0	0	0.00	0.00	47,500		385	0	73 4	34.47	6.50	0.35
	2,319	0	0	0	0.00	0.00	48,000		1,459	-22 -7	298 57	33.27	6.85	0.35
	3	0	0	0	0.00	0.00	48,500		125	-15 -1	36 1	31.79	6.65	-0.30
	481	0	0	0	0.00	0.00	49,000		360	-25 -12	268 54	30.64	7.10	-0.50
	1	0	0	0	0.00	0.00	51,400		84	10	44	24.69	8.55	-0.20
	21	0	0	0	0.00	0.00	51,500		435	127 -6	697 57	24.85	9.90	-0.35
	1	0	0	0	0.00	0.00	51,600		24	5	29	24.59	9.95	-0.60
	1	0	0	0	0.00	0.00	51,700		19	0	25	24.24	9.70	-0.80
	105	0	0	0	0.00	0.00	53,500		1,890	260 48	2,059 459	20.16	13.75	0.15
	30	0	0	0	0.00	0.00	53,600		50	0	9 2	19.82	13.00	-0.65
	4	0	0	0	0.00	0.00	54,100		56	3	29	18.44	13.05	-1.25
	51	0	0	0	0.00	0.00	54,200		108	1	193	18.47	14.70	-1.50
	21	0	0	0	0.00	0.00	55,300		209	34	445	16.22	21.00	-4.10
	113	0	0	0	0.00	0.00	55,400		167	26 -1	334 24	16.03	21.95	-4.00
	10	0	0	0	0.00	0.00	56,100		998	414 -6	1,515 185	14.74	30.05	-9.60
	9	0	0	0	0.00	0.00	56,200		813	-162 -243	2,534 518	14.45	30.65	-9.80
	18	0	0	0	0.00	0.00	56,700		622	-282 -19	2,940 149	13.63	40.85	-16.00
	42	0	0	0	0.00	0.00	56,800		1,361	140 -14	3,408 162	13.47	43.25	-17.80
	1,743	22	468	0	2494.65	259.00	57,500		16,171	723 -63	34,891 2,167	12.44	70.15	-37.80
	160	-3	9	0	2458.55	359.60	57,600		1,588	222 60	4,751 265	12.36	75.05	-41.95
	280	-12 1	39 2	0	2050.00	337.00	58,100		1,543	-178 -12	4,850 165	11.81	115.00	-63.75
	302	-9	50 1	0	1938.10	300.00	58,200		2,533	-242 -97	8,219 556	11.71	124.50	-70.20
	473	57 -1	433 2	5.84	1588.35	273.35	58,600		2,908	455 -61	9,574 436	11.37	177.65	-98.70
	751	135 -5	602 2	6.82	1513.10	266.20	58,700		3,737	1,023 -129	12,827 787	11.28	194.65	-104.90
	29,732	-5,709 -573	137,529 4,678	8.13	909.35	186.15	59,500		48,345	4,252 -319	160,828 8,993	10.83	387.65	-183.55
	5,712	-590 -372	72,253 3,002	8.3	855.70	184.05	59,600		6,576	2,529 -309	67,505 3,231	10.87	425.00	-192.85
	7,822	931 167	69,746 4,925	8.34	790.00	170.70	59,700		7,877	3,598 -77	61,798 4,770	10.89	462.90	-203.00
	9,065	71 7	65,569 4,805	8.33	727.65	157.35	59,800		7,567	2,334 41	42,176 3,537	10.84	501.90	-212.95
	5,819	-89 68	34,100 2,754	8.44	566.55	127.65	60,100		3,199	892 -29	10,775 764	10.87	636.90	-248.25
	3,571	563 123	15,828 718	8.53	285.60	66.25	60,800		311	19	412 2	10.90	1032.20	-325.40
	2,771	730 125	13,152 856	8.54	255.50	57.80	60,900		733	64 4	317 23	11.38	1125.00	-257.65
	1,496	-191 -79	8,590 346	8.68	141.45	27.80	61,400		100	8	25	13.42	1582.85	-299.00
	14,171	-286 -192	47,058 2,164	8.72	125.40	23.75	61,500		608	71 4	547 15	12.10	1588.00	-345.35
	2,129	283 118	10,367 518	8.77	98.45	16.80	61,700		96	11	16	14.14	1840.70	-395.40
	2,575	-173 -20	8,210 289	8.83	87.50	14.00	61,800		122	0	3	14.42	1930.25	-254.00
	2,082	251 13	5,089 308	9.19	49.85	4.45	62,300		5	0	0	0.00	0.00	0.00
	1,267	-98 -30	5,576 705	9.28	44.40	3.60	62,400		4	0	0	0.00	0.00	0.00
	781	175 -10	1,501 82	9.81	28.35	0.40	62,900		2	0	0	0.00	0.00	0.00
	22,248	1,117 132	30,245 2,089	10.02	26.15	0.15	63,000		1,159	-14	58 2	15.87	2987.20	-374.80
	13,570	-2,338 -18	23,612 1,277	11.51	14.30	-1.15	64,000		542	6	16	22.02	4049.60	-310.40
	256	-3 -21	530 27	11.76	14.15	-1.45	64,100		1	0	0	0.00	0.00	0.00
	72	12 11	98 18	12.59	12.05	-1.55	64,600		0	0	0	0.00	0.00	0.00
	86	15 -13	122 1	12.78	11.25	-1.15	64,700		0	0	0	0.00	0.00	0.00
	648	-58 -28	1,975 188	14.17	8.95	-0.75	65,500		1	0	0	0.00	0.00	0.00
	2,570	-45 19	2,611 100	15.07	8.00	-0.70	66,000		262	0	1	35.71	6275.00	-66.60
							43,500		551.2857142857143	58 1	233 3	45.12	5.40	0.35
	0	0	0	0	0.00	0.00	46,500		545	181 2	409 23	36.67	5.40	0.05
	12	0	0	0	0.00	0.00	49,500		131	19 -11	829 109	29.35	7.25	-0.40
	0	0	0	0	0.00	0.00	49,600		57	41	73 2	29.18	7.50	0.75
	1	0	0	0	0.00	0.00	49,700		21	0	14	29.02	7.75	0.80
	1	0	0	0	0.00	0.00	49,800		24	-2	20	28.66	7.55	0.20
	1	0	0	0	0.00	0.00	49,900		52	-1	12	28.59	8.05	0.80
	2,193	137 12	210 9	0	9918.75	375.60	50,000		6,760	-142 89	1,631 363	28.11	7.30	-0.20
	1	0	0	0	0.00	0.00	50,100		90	21 -2	54 1	28.08	8.55	0.60
	1	0	0	0	0.00	0.00	50,200		27	12	45	27.75	8.00	-1.00
	1	0	0	0	0.00	0.00	50,300		19	4	39	27.40	7.80	-0.60
	1	0	0	0	0.00	0.00	50,400		16	1	31	26.99	7.45	-0.95
	648.4285714285714	0	4 1	0	8940.00	390.00	51,000		2,558.8571428571427	-55.42857142857143 32.0	613 77	25.97	9.25	-0.25
	1	0	0	0	0.00	0.00	51,100		18	-5	35 2	25.99	10.00	0.20
	1	0	0	0	0.00	0.00	51,200		30	-2	38	25.50	9.35	0.10
	1	0	0	0	0.00	0.00	51,300		22	0	22	25.01	8.70	-1.80
	3	0	0	0	0.00	0.00	51,800		101	74	142	23.92	9.55	-1.10
	4	0	0	0	0.00	0.00	51,900		15	0	64	23.75	9.90	0.55
	856	-1	41	0	7875.45	375.45	52,000		2,214	-139 -23	2,217 249	23.58	10.40	-0.10
	1	0	0	0	0.00	0.00	52,100		36	10	182 4	23.32	10.30	0.65
	3	0	0	0	0.00	0.00	52,600		31	-1 -2	62 6	22.12	10.95	-0.70
	1	0	0	0	0.00	0.00	52,700		28	-1 -1	18 4	21.95	11.35	0.30
	2	0	0	0	0.00	0.00	52,800		24	1	42	21.72	11.55	0.30
	2	0	0	0	0.00	0.00	52,900		69	14	65 6	21.37	11.25	-1.75
	851	-2	9	0	6886.35	276.35	53,000		4,197	-138 -40	4,954 584	21.07	11.25	-0.70
	3	0	0	0	0.00	0.00	53,100		28	1	31 20	21.00	12.00	-1.05
	2	0	0	0	0.00	0.00	53,200		55	0	33	20.67	11.80	-0.40
	2	0	0	0	0.00	0.00	53,300		75	-4	68 2	20.56	12.55	-1.45
	2	0	0	0	0.00	0.00	53,400		43	0	6 5	20.27	12.50	-0.55
	3	0	0	0	0.00	0.00	53,700		45	-2 -2	31 1	19.71	13.85	-1.20
	4	0	0	0	0.00	0.00	53,800		37	11	37 1	19.28	13.05	-1.10
	4	0	0	0	0.00	0.00	53,900		84	-15 -10	66 12	19.18	14.00	-1.00
	4	0	0	0	0.00	0.00	54,300		59	-2 -1	98 2	17.83	12.75	-3.85
	135	0	0	0	0.00	0.00	54,400		92	-11	114	18.02	15.40	-1.85
	53	0	0	0	0.00	0.00	54,700		136	-1	60	17.39	16.80	-2.95
	30	0	0	0	0.00	0.00	54,800		134	26 -2	322 43	17.20	17.60	-2.75
	24	0	0	0	0.00	0.00	55,100		198	11	176	16.45	18.25	-4.70
	4	0	0	0	0.00	0.00	55,200		318	28 -1	568 37	16.36	20.25	-3.85
	2,538	7	28	0	4430.35	310.35	55,500		8,115.857142857143	-266 -351	11,467 1,394	15.72	22.20	-5.30
	8	0	0	0	0.00	0.00	55,600		754	313 -13	968 83	15.70	24.45	-5.65
	8	0	0	0	0.00	0.00	55,700		480	13 -10	558 19	15.42	24.40	-7.30
	16	0	0	0	0.00	0.00	55,800		394	-26 -35	539 76	15.18	26.35	-6.55
	11	0	0	0	0.00	0.00	56,300		752	-103 -3	1,224 48	14.35	32.95	-10.80
	23	0	0	0	0.00	0.00	56,400		633	-86 -9	1,627 51	14.13	33.80	-11.85
	15	0	0	0	0.00	0.00	56,900		859	-82 -36	2,376 154	13.33	45.30	-20.80
	3,766	9	418 3	0	3057.20	355.40	57,000		17,993	1,580 286	39,509 1,877	13.18	50.10	-21.45
	86	-1	5	0	2763.15	493.50	57,300		2,632	636 50	4,101 253	12.67	59.35	-31.35
	153	0	5	0	2640.65	465.40	57,400		2,483	1,090 772	5,702 959	12.54	64.45	-35.30
	212	10	30	0	2180.00	283.60	57,900		1,719	-102 -40	5,268 273	11.98	96.25	-54.80
	6,163	913 -20	4,802 80	0	2125.00	320.95	58,000		27,773	4,251 275	55,885 3,426	11.92	106.50	-57.40
	23,918	-39 -27	5,651 80	6.28	1687.80	288.70	58,500		28,951	714 -84	48,775 3,090	11.41	162.20	-90.85
	1,796	733 -22	3,338 46	7.66	1444.70	272.75	58,800		4,741	493 -166	16,399 924	11.21	211.85	-114.30
	880	-46 -2	1,638 22	7.07	1341.55	241.30	58,900		4,238	850 -17	15,667 798	11.17	232.35	-122.45
	4,328	-1,971 -149	46,836 974	8.16	982.60	199.20	59,400		5,870	733 -458	50,618 1,750	10.91	359.25	-173.20
	6,338	-534 -48	41,788 2,732	8.38	668.90	142.85	59,900		3,450	1,918 -176	25,365 1,608	10.83	543.25	-222.95
	37,656	-4,064 -281	175,438 8,495	8.38	616.55	135.10	60,000		21,921	4,719 -253	71,486 4,640	10.84	589.30	-236.40
	3,546	-743 172	26,508 1,120	8.45	428.65	98.35	60,400		664	121 -45	1,727 155	10.95	795.95	-275.15
	13,304	-1,112 194	62,538 2,756	8.49	386.00	86.50	60,500		3,262	-76 -3	10,145 602	10.93	855.25	-288.70
	21,269	694 79	79,878 3,663	8.58	225.40	48.35	61,000		3,572	118 -3	5,337 146	11.61	1186.50	-322.75
	1,894	338 -80	11,483 426	8.6	202.25	44.55	61,100		350	174 1	308 1	12.75	1260.00	-324.75
	1,498	159 -121	11,127 376	8.75	110.50	19.15	61,600		125	11	20	13.90	1753.70	-266.30
	1,359	184 32	5,873 422	8.89	77.15	11.10	61,900		10	0	2	14.68	2019.15	56.65
	20,994	1,402 -120	51,379 2,269	8.96	69.15	9.25	62,000		2,142	127 -5	551 18	13.29	2025.00	-363.55
	9,243	2,175 -53	27,090 1,024	9.35	39.55	1.80	62,500		10	0	0	0.00	0.00	0.00
	1,435	118 8	2,450 82	9.51	37.00	1.40	62,600		5	0	0	0.00	0.00	0.00
	716	94 6	1,199 354	10.18	24.55	-0.65	63,100		2	0	0	0.00	0.00	0.00
	215	34	546 16	11.24	16.05	0.25	63,800		0	0	0	0.00	0.00	0.00
	272	-5 5	132 19	11.41	15.35	-1.80	63,900		0	0	0	0.00	0.00	0.00
	72	29	351 4	12.21	12.15	-0.35	64,400		0	0	0	0.00	0.00	0.00
	3,515	-76 -83	6,487 843	12.45	12.05	-0.45	64,500		34	0	0	0.00	0.00	0.00
	40	12	123 4	12.97	11.00	-1.20	64,800		0	0	0	0.00	0.00	0.00
	10,897	486 263	14,953 1,316	13.43	10.70	-1.10	65,000		713	2 15	35 19	22.62	4950.00	-379.70
	632	154 -1	650 7	17.42	5.50	-0.65	67,500		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.