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.
	844	-1	9	0	9162.45	-144.85	51,000		6,333	140	7,694	31.57	10.00	-0.80
	536	-1	5	0	8550.00	-84.20	51,500		1,813	-92	3,265	30.47	11.50	0.00
	4,228	-4	24	0	8166.00	85.95	52,000		5,076	-41	2,628	28.97	11.95	-1.00
	2	0	0	0	6680.00	0.00	52,500		1,471	20	1,869	28.16	15.00	0.10
	512	7	13	0	7054.80	-206.50	53,000		3,182	-426	4,007	26.26	14.05	-2.20
	0	0	0	0	0.00	0.00	53,400		215	6	441	25.41	16.10	-1.50
	29	0	0	0	6680.00	0.00	53,500		2,727	258	4,080	25.26	17.00	-1.20
	1	0	0	0	5674.90	0.00	53,600		14	-1	84	24.88	16.80	-1.75
	1	0	0	0	5577.75	0.00	53,700		176	-19	337	24.92	18.65	-0.05
	2	0	0	0	5030.05	9.00	53,800		113	-19	143	24.51	18.30	-0.55
	2	0	0	0	4937.90	11.10	53,900		149	-64	239	24.35	19.25	-0.35
	666	-3	288	0	6208.65	7.75	54,000		9,403	-332	9,726	23.98	19.10	-0.75
	2	0	0	0	4700.00	0.00	54,100		171	0	385	23.24	17.00	-3.85
	2	0	0	0	4652.30	11.10	54,200		187	-14	596	23.40	19.65	-2.10
	1	0	0	0	4557.50	10.50	54,300		315	-32	161	23.24	20.75	-1.20
	2	0	0	0	4458.90	7.70	54,400		226	43	295	23.01	21.45	-1.45
	431	0	1	0	5576.15	-273.85	54,500		5,250	1,354	9,982	22.81	22.35	-1.05
	2	0	0	0	4275.70	11.10	54,600		303	4	256	22.53	22.75	-1.65
	3	0	0	0	4608.35	0.00	54,700		254	-4	894	22.16	22.60	-2.40
	2	0	0	0	4084.70	7.90	54,800		629	-24	344	22.06	24.35	-1.85
	2	0	0	0	3993.15	7.75	54,900		340	-9	534	21.41	22.25	-4.10
	3,567	49	77	0	5193.05	-32.05	55,000		11,760	743	14,986	21.56	25.80	-2.00
	1	0	0	0	4232.30	0.00	55,100		229	-48	238	21.25	26.10	-2.95
	2	0	0	0	3633.50	0.00	55,200		488	27	291	21.16	28.20	-1.70
	2	0	0	0	3651.40	0.00	55,300		555	51	666	20.95	29.35	-1.35
	2	0	0	0	3948.95	0.00	55,400		489	-7	489	20.65	29.90	-1.15
	253	-1	7	0	4678.55	42.55	55,500		5,029	-243	6,867	20.31	30.10	-2.60
	5	0	0	0	3763.25	0.00	55,600		721	267	568	20.03	30.75	-3.35
	2	0	0	0	3705.45	0.00	55,700		1,036	49	637	19.74	31.40	-3.80
	7	-1	1	0	4460.30	1379.35	55,800		643	-28	654	19.65	34.05	-2.70
	2	0	1	0	4363.15	70.70	55,900		917	-11	436	19.41	35.30	-3.00
	1,515	-33	118	0	4252.00	18.05	56,000		11,375	-518	17,812	19.05	35.40	-4.85
	2	0	0	0	4001.10	0.00	56,100		442	-10	1,152	18.77	36.30	-4.55
	2	0	0	0	3250.60	0.00	56,200		540	-13	595	18.55	38.00	-4.80
	11	0	0	0	2700.00	0.00	56,300		372	-105	678	18.26	38.95	-5.75
	7	0	0	0	3070.30	0.00	56,400		714	27	637	18.05	40.90	-6.00
	572	2	9	0	3780.00	80.00	56,500		6,509	-86	11,189	17.84	42.90	-5.65
	60	0	0	0	3735.45	0.00	56,600		684	115	1,515	17.56	44.20	-7.20
	5	0	0	0	2782.35	0.00	56,700		1,460	408	1,966	17.40	47.15	-6.65
	79	0	0	0	3588.70	0.00	56,800		1,323	39	1,626	17.23	50.20	-5.75
	35	0	0	0	2025.45	0.00	56,900		1,151	472	2,434	16.92	51.40	-8.05
	3,351	276	498	0	3267.50	-12.20	57,000		15,999	-1,130	26,698	16.76	54.90	-8.10
	89	0	0	0	3317.15	0.00	57,100		679	-136	1,855	16.48	56.70	-10.00
	103	0	0	0	3297.40	0.00	57,200		900	-61	5,218	16.40	62.00	-7.55
	80	0	0	0	3033.80	0.00	57,300		2,101	-58	2,268	16.15	64.75	-10.35
	99	2	4	0	2917.50	1.15	57,400		1,151	-165	2,542	15.88	67.30	-12.05
	1,057	22	109	0	2775.20	-22.80	57,500		10,493	382	20,023	15.71	72.00	-11.50
	65	1	6	0	2457.35	-501.90	57,600		875	-57	3,393	15.49	76.00	-13.30
	172	-6	14	0	2525.00	-78.75	57,700		1,129	-140	4,380	15.30	80.75	-15.05
	206	-1	8	0	2450.00	-50.00	57,800		2,923	1,007	6,807	15.08	85.50	-16.10
	369	-2	14	0	2340.00	-110.35	57,900		1,596	-183	3,926	14.99	93.20	-15.55
	6,601	73	1,364	0	2308.30	-44.00	58,000		27,977	1,155	52,751	14.76	98.60	-17.55
	591	4	24	0	2200.75	-73.80	58,100		2,449	215	4,436	14.67	107.65	-18.30
	446	-15	86	0	1944.75	-199.00	58,200		2,855	224	6,532	14.51	115.55	-20.15
	581	-9	39	0	1975.00	-109.45	58,300		2,637	319	6,443	14.36	124.35	-20.55
	727	-5	64	0	1981.00	-13.75	58,400		2,222	-1	5,872	14.16	132.55	-23.55
	6,567	-265	1,426	0	1868.00	-39.15	58,500		19,210	-393	40,913	14.01	142.75	-24.60
	1,284	-11	2,465	0	1784.35	-52.70	58,600		3,499	-144	8,327	13.89	155.00	-26.70
	1,490	11	392	0	1683.60	-54.45	58,700		4,011	126	11,282	13.77	168.10	-28.65
	1,007	-37	316	0	1597.20	-47.85	58,800		2,838	-53	12,075	13.62	180.85	-29.25
	862	12	311	4.95	1512.60	-56.55	58,900		2,159	193	11,028	13.51	196.60	-30.20
	11,673	232	11,378	6.59	1430.00	-63.30	59,000		26,155	226	83,458	13.40	213.15	-34.10
	1,536	-24	313	7.09	1345.65	-60.00	59,100		1,945	235	10,289	13.29	231.45	-34.85
	1,636	-95	666	7.73	1270.80	-55.15	59,200		2,765	371	18,218	13.16	250.00	-37.15
	1,067	50	1,578	7.97	1191.35	-67.75	59,300		2,282	517	18,031	13.11	273.10	-36.50
	1,865	-62	2,062	8.24	1116.60	-57.45	59,400		2,859	468	19,550	12.97	294.50	-42.50
	8,470	406	22,191	8.47	1045.00	-64.75	59,500		15,303	1,813	84,868	12.93	321.55	-40.30
	2,461	507	12,712	8.5	968.85	-69.05	59,600		4,029	936	35,895	12.83	348.00	-45.25
	2,779	630	30,446	8.67	902.00	-73.35	59,700		4,859	1,688	64,150	12.78	378.85	-44.30
	3,535	498	56,661	8.87	839.90	-66.75	59,800		5,465	820	90,786	12.76	413.00	-45.65
	3,930	510	70,092	8.84	770.90	-74.85	59,900		5,673	1,477	104,975	12.67	445.55	-47.70
	55,796	2,164	223,421	8.83	705.70	-78.00	60,000		64,508	811	271,326	12.63	482.70	-47.20
	8,041	1,240	71,247	8.99	652.20	-76.40	60,100		7,783	40	76,022	12.68	527.15	-44.90
	10,310	186	63,717	9.14	601.95	-67.75	60,200		7,161	-540	51,913	12.68	571.35	-45.75
	10,414	1,241	46,538	9.17	548.75	-70.95	60,300		5,360	-1,014	24,645	12.74	620.90	-42.00
	6,966	1,001	35,900	9.13	495.20	-69.75	60,400		2,817	-689	11,722	12.72	668.65	-46.10
	20,446	1,017	99,659	9.27	454.05	-69.45	60,500		9,694	-1,017	35,715	12.89	728.45	-41.70
	3,805	-29	20,565	9.31	411.35	-65.05	60,600		1,832	834	4,409	12.90	782.75	-39.95
	3,644	612	20,714	9.34	370.50	-64.70	60,700		1,322	24	1,888	12.95	840.65	-38.15
	4,220	375	20,574	9.44	336.95	-60.90	60,800		1,012	-39	2,012	13.11	907.15	-24.35
	2,756	304	16,909	9.47	302.25	-57.80	60,900		1,488	-21	589	13.21	972.00	-37.95
	23,307	2,908	111,702	9.54	272.50	-56.70	61,000		6,038	-55	12,632	13.33	1040.00	-29.80
	2,688	200	13,233	9.58	243.45	-54.00	61,100		451	-23	240	13.39	1107.10	-37.90
	2,718	-129	16,288	9.65	218.45	-51.10	61,200		757	-9	238	13.65	1186.00	-18.85
	11,428	9,401	28,253	9.7	195.15	-49.45	61,300		405	-39	186	13.90	1265.65	-22.10
	1,928	313	9,013	9.79	175.40	-45.25	61,400		203	37	97	13.19	1301.70	-118.30
	14,054	2,079	44,349	9.86	156.55	-42.80	61,500		1,233	-18	745	14.19	1419.00	-12.05
	1,957	329	7,937	9.97	141.35	-38.55	61,600		156	15	52	14.46	1503.30	-20.65
	4,480	347	11,286	10.08	127.20	-34.00	61,700		90	2	22	14.18	1565.00	-53.65
	2,718	210	11,425	10.2	115.00	-31.05	61,800		115	-4	25	18.16	1815.85	59.10
	2,504	485	8,269	10.31	103.75	-28.70	61,900		44	0	2	15.73	1781.85	-85.70
	21,085	2,013	61,584	10.4	93.00	-26.50	62,000		2,468	65	1,571	15.75	1859.15	-3.00
	2,165	441	8,986	10.52	84.00	-24.20	62,100		14	0	2	16.69	1975.05	-26.15
	2,436	896	6,652	10.67	76.75	-21.00	62,200		14	0	2	16.54	2046.65	1.25
	2,148	1,045	8,914	10.79	69.55	-20.25	62,300		14	0	0	0.00	1948.30	0.00
	2,399	867	6,360	10.91	62.85	-18.60	62,400		2	0	1	19.65	2328.55	33.55
	18,873	7,389	41,579	11.2	60.65	-12.95	62,500		310	-19	55	16.75	2295.75	-25.80
	1,757	188	5,786	11.32	55.00	-13.30	62,600		3	0	0	0.00	3209.95	0.00
	1,085	128	3,920	11.37	48.60	-13.70	62,700		4	0	0	0.00	3332.55	0.00
	739	-314	3,711	11.61	46.30	-11.05	62,800		1	0	0	0.00	3531.65	0.00
	918	-144	3,392	11.73	42.15	-10.20	62,900		2	0	0	0.00	3684.10	0.00
	18,079	1,417	34,790	12	40.70	-8.10	63,000		2,683	-145	421	18.89	2785.10	21.45
	523	-118	1,514	12.07	36.50	-7.75	63,100		1	0	0	0.00	3838.40	0.00
	658	-62	1,521	12.29	34.65	-7.30	63,200		2	0	0	0.00	3785.40	4.70
	1,183	-179	2,748	12.36	31.00	-7.05	63,300		3	0	0	0.00	4026.05	0.00
	435	-31	1,005	12.73	31.45	-4.15	63,400		1	0	0	0.00	4149.45	0.00
	7,311	777	17,251	12.78	28.10	-4.80	63,500		7	0	0	0.00	3265.00	0.00
	521	141	789	13.02	27.10	-3.60	63,600		19	0	0	0.00	2975.05	0.00
	629	130	676	13.15	25.00	-3.40	63,700		6	0	0	0.00	4434.05	0.00
	545	128	702	13.22	22.50	-4.95	63,800		1	0	0	0.00	4374.30	0.00
	2,222	830	2,570	13.55	22.70	-2.65	63,900		1	0	0	0.00	4456.00	14.70
	17,160	1,963	26,545	13.81	22.20	-2.50	64,000		1,037	9	187	24.40	3811.95	1.95
	640	63	608	14.06	21.65	-1.10	64,100		5	0	0	0.00	3713.00	0.00
	396	76	537	14.04	18.90	-3.25	64,200		12	0	0	0.00	3026.85	0.00
	613	165	507	14.29	18.50	-1.70	64,300		3	0	0	0.00	4659.00	64.25
	417	40	503	14.51	17.85	-2.35	64,400		12	0	0	0.00	3226.85	0.00
	4,304	-375	9,525	14.7	17.05	-1.45	64,500		22	0	0	0.00	4230.00	0.00
	232	1	410	14.92	16.55	-1.45	64,600		3	0	0	0.00	4950.85	63.20
	600	33	710	15.12	15.95	-1.40	64,700		1	0	0	0.00	5420.20	0.00
	358	32	680	15.36	15.60	-1.65	64,800		1	0	0	0.00	5518.30	0.00
	309	2	945	15.61	15.40	-0.50	64,900		2	0	0	0.00	5204.55	42.80
	16,927	1,700	32,762	15.69	14.15	-1.25	65,000		2,704	9	18	25.87	4732.50	18.50
	301	97	845	16.01	14.35	-1.85	65,100		2	0	0	0.00	5401.40	41.05
	288	-28	931	16.39	15.00	0.70	65,200		2	0	0	0.00	5495.20	39.40
	1,968	-643	7,391	16.51	11.10	-1.75	65,500		2	0	0	0.00	5793.65	41.70
	4,735	180	6,011	17.81	11.00	-0.10	66,000		120	0	6	40.53	6042.05	245.05
	2,520	-106	2,573	18.68	9.25	-0.25	66,500		32	0	0	0.00	6200.00	0.00
	6,272	5	11,511	19.1	6.50	-0.80	67,000		1,043	-7	17	34.44	6746.80	171.80
	8,433	20	39,802	19.97	5.65	-1.10	67,500		199	0	0	0.00	7000.00	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.