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.
	0	0	0	0	0.00	0.00	46,000		269	102	627 16	41.57	5.40	-0.60
	73	0	1	63.03	9538.40	1858.40	46,500		1,478	-12 -4	923 66	40.03	5.90	0.05
	1	0	0	0	0.00	0.00	47,500		1,695	480 -2	2,798 45	36.00	5.95	0.05
	2,110	-27	77	0	7790.00	108.75	48,000		6,343.714285714285	1,661 18	5,954 44	34.07	6.70	-0.15
	0	0	0	0	0.00	0.00	48,800		91	2	121 13	31.26	7.80	-0.05
	0	0	0	0	0.00	0.00	48,900		56	-3	102	30.93	8.00	-0.65
	569	0	0	0	0.00	0.00	49,000		4,460	256 -4	10,336 261	30.47	7.65	-1.15
	0	0	0	0	0.00	0.00	49,100		86	-4	65 7	30.41	7.70	-0.80
	19	0	0	0	0.00	0.00	49,500		2,851.1428571428573	494.57142857142856 41.0	7,348 291	28.74	8.15	-1.65
	0	0	0	0	0.00	0.00	49,600		157	5	281 13	28.86	8.40	-1.45
	0	0	0	0	0.00	0.00	49,700		141	-2	80	28.02	9.00	-1.30
	3,551	-112	174	0	5860.00	187.85	50,000		11,775	-1,048 62	14,432 738	26.97	8.90	-2.25
	0	0	0	0	0.00	0.00	50,100		264	-40	697 30	25.99	9.05	-2.35
	0	0	0	0	0.00	0.00	50,400		337	43 47	170 27	25.55	9.90	-2.15
	111	0	4	0	5216.05	220.80	50,500		6,744	540 11	8,822 148	25.13	9.55	-2.40
	925.5714285714286	-3	10	0	4820.00	112.90	51,000		12,307.857142857143	-1,262.857142857143 192.0	22,155 263	23.31	10.60	-2.75
	0	0	0	0	0.00	0.00	51,300		459	67 -6	932 30	22.09	11.55	-3.15
	0	0	0	0	0.00	0.00	51,400		420	6	405 2	22.07	10.80	-3.85
	0	0	0	0	0.00	0.00	51,900		966	208 -10	2,940 17	19.85	13.05	-5.55
	2,258	-47	182	0	3822.00	122.00	52,000		23,674	3,032 -25	54,132 862	19.49	12.75	-5.90
	639.4285714285714	-7.857142857142857	26	0	3224.10	25.20	52,500		18,114.285714285714	3,646 82	32,512 680	17.85	15.60	-7.60
	43	0	0	0	0.00	0.00	52,600		1,639	-78 -5	4,106 28	17.57	16.85	-9.50
	87	0	0	0	0.00	0.00	52,900		2,052	-210 -58	5,412 108	16.62	19.25	-10.05
	2,286	-16	1,236 4	0	2896.00	180.45	53,000		24,237	-894 -74	44,578 710	16.25	20.10	-10.20
	233	0	3	0	2509.50	48.45	53,300		3,460	-3,435 -28	13,787 54	15.29	24.00	-16.20
	278	5	22	0	2490.00	260.00	53,400		3,283	-152 -91	14,412 184	15.01	25.65	-14.05
	435	-10	88	0	2222.00	166.55	53,700		5,334	161 -59	10,919 72	14.11	31.05	-17.90
	998	-137	190	0	2120.35	181.90	53,800		5,355	-318 -24	10,960 116	13.78	33.15	-18.60
	1,972	-41	206	0	1831.00	172.05	54,100		5,201	-162 -4	14,732 198	12.88	42.30	-24.15
	1,539	-224 4	580 1	0	1539.20	151.50	54,400		6,304	-186 -26	15,983 335	12.06	55.40	-34.35
	10,028	-546 -2	4,451 2	7.24	1436.25	147.00	54,500		26,452	-2,353 268	62,460 1,548	11.83	62.40	-36.80
	4,590	752 -24	11,013 19	8.3	1080.00	126.65	54,900		11,294	2,937 26	43,342 505	10.94	98.05	-58.95
	25,455	-3,350 146	35,421 187	8.25	993.80	124.10	55,000		41,226	1,111 -101	145,520 1,055	10.71	110.70	-66.90
	4,632	-3,072 -25	38,777 137	8.24	668.15	80.25	55,400		6,499	-588 45	60,591 307	10.05	185.20	-101.95
	21,547.571428571428	-2,563.285714285714 -58.0	158,714 563	8.29	595.45	71.90	55,500		20,409.571428571428	2,374.5714285714284 -236.85714285714312	169,306 785	9.89	211.90	-112.00
	16,946	9,973 -459	200,926 1,052	8.23	403.20	43.65	55,800		7,796	5,624 -54	152,495 618	9.66	317.40	-141.60
	8,258	2,533 2	101,228 583	8.21	348.20	33.35	55,900		3,877	2,748 33	67,685 373	9.64	362.55	-148.65
	4,302	396 2	48,962 141	8.25	181.65	8.25	56,300		593	285 -4	6,784 12	9.77	596.90	-173.35
	4,006	93 -27	37,731 251	8.29	152.60	3.70	56,400		394	90 -9	4,149 56	9.93	666.15	-177.75
	3,783	606 -25	35,824 283	8.41	106.85	-1.00	56,600		227	29 6	588 1	10.28	822.75	-184.25
	4,864	1,428 136	40,802 187	8.51	89.30	-2.60	56,700		224	17	812 2	10.23	903.15	-185.75
	31,999.571428571428	-3,123.4285714285716 -28.0	106,901 1,202	8.88	53.25	-5.25	57,000		8,113.857142857143	-374 -4	3,120 12	11.40	1174.00	-188.15
	2,880	745 23	13,113 63	9.32	32.65	-4.95	57,300		71	9	19	12.59	1452.60	-206.80
	2,043	54 -26	11,933 97	9.51	28.40	-4.40	57,400		16	-1	3	12.56	1538.20	-299.45
	20,553	2,214 27	55,161 373	9.7	24.30	-4.55	57,500		1,353	-77	251	12.86	1632.00	-179.80
	2,658	612 -9	7,170 139	9.91	21.75	-4.15	57,600		7	2	4	15.42	1775.25	-576.05
	1,130	242 2	4,603 230	10.58	15.20	-3.85	57,900		24	0	0	0.00	0.00	0.00
	31,295	1,208 370	50,690 445	10.87	14.30	-2.75	58,000		3,645	-417 -2	970 1	15.61	2122.15	-190.70
	473	16 -4	2,147 8	11.01	13.35	-2.50	58,100		4	0	1	21.53	2348.35	-1389.45
	966	5 -19	3,352 20	11.29	12.10	-2.95	58,200		14	-1	12	20.64	2411.15	-198.85
	12,722	2,140 -119	39,403 448	12.02	8.95	-2.75	58,500		231	-4	36	19.48	2650.00	-150.00
	785	279 12	6,293 37	12.31	8.55	-2.00	58,600		1	0	0	0.00	0.00	0.00
	823	449 -21	1,847 30	12.55	8.65	-1.75	58,700		28	0	0	0.00	0.00	0.00
	14,294	76 -22	36,542 803	13.4	6.95	-1.30	59,000		1,540	-15 -2	144 2	21.11	3110.00	-202.85
	202	27 -1	576 5	13.67	7.00	-1.35	59,100		0	0	0	0.00	0.00	0.00
	101	40 -1	717 2	14.22	5.75	-1.20	59,400		1	0	1	20.79	3500.00	300.00
	7,768	4,128	13,471 659	14.6	4.90	-1.75	59,500		12	-1	5	27.05	3688.75	-1309.30
	90	13	61 1	15.26	5.40	-1.20	59,600		0	0	0	0.00	0.00	0.00
	218	-5	29	15.51	5.70	-1.50	59,700		0	0	0	0.00	0.00	0.00
	68	-26	99 4	16.61	5.30	-0.70	60,100		0	0	0	0.00	0.00	0.00
	71	-8	212	16.95	5.00	0.00	60,200		31	-20	51	46.09	4750.90	-399.10
	1,369	571 -10	2,927 72	17.81	4.70	-0.35	60,500		11	-1	2	0.00	4340.00	-465.15
	54	-12	125	18.19	4.80	-0.85	60,600		0	0	0	0.00	0.00	0.00
	4,225	331 59	7,619 122	19.03	3.85	-0.20	61,000		998	-13	28	31.91	5142.95	-280.00
	47	2	30	19.66	4.50	0.40	61,100		0	0	0	0.00	0.00	0.00
	76	30 -30	360 2	19.85	4.40	0.60	61,200		0	0	0	0.00	0.00	0.00
	22	-10	16	20.5	4.90	1.00	61,300		0	0	0	0.00	0.00	0.00
	94	0	27 3	20.4	4.10	-1.15	61,400		1	0	0	0.00	0.00	0.00
	447	-152	982	20.57	3.85	0.15	61,500		3	0	10	38.51	5706.20	-768.80
	202	0	29	21.59	2.70	-0.60	62,100		0	0	0	0.00	0.00	0.00
	121	98 -2	237 16	22.13	3.25	0.25	62,200		0	0	0	0.00	0.00	0.00
	130	-4	77	22.39	2.95	-0.55	62,300		0	0	0	0.00	0.00	0.00
	95	21	120	22.72	3.00	0.00	62,400		0	0	0	0.00	0.00	0.00
	1,092	87	504 1	25.51	2.55	-0.30	63,500		0	0	0	0.00	0.00	0.00
	2,458	3	2,354 66	26.59	2.25	-0.15	64,000		406	6	34	54.57	8269.50	-45.40
	1,412	-57 1	1,425 53	27.79	2.15	-0.35	64,500		44	0	0	0.00	0.00	0.00
	13,745	-317 -18	6,424 571	29.33	2.20	-0.45	65,000		321	-2	4 1	0.00	9024.00	-316.00
	1	0	0	0	0.00	0.00	40,500		1,442	29 -6	1,823	61.70	3.00	-0.15
	0	0	0	0	0.00	0.00	42,000		4,104	15	759	56.72	3.95	-0.20
	0	0	0	0	0.00	0.00	43,500		790	-91 -17	783 32	51.10	4.00	-0.65
	0	0	0	0	0.00	0.00	45,000		6,873	1,192 13	4,160 138	45.18	4.90	-0.40
	192	0	0	0	0.00	0.00	47,000		1,200	109 -8	2,406 70	37.95	6.25	0.45
	21	0	0	0	0.00	0.00	48,500		957	-224 50	4,472 56	32.20	6.90	-0.85
	0	0	0	0	0.00	0.00	48,700		178	-33	57	32.00	8.50	-2.15
	0	0	0	0	0.00	0.00	49,200		103	4	11	30.08	8.90	-0.45
	0	0	0	0	0.00	0.00	49,300		142	6	23	29.20	7.85	-1.50
	0	0	0	0	0.00	0.00	49,400		42	0	3	30.39	12.00	3.50
	0	0	0	0	0.00	0.00	49,800		161	-6	111	28.38	11.15	1.60
	0	0	0	0	0.00	0.00	49,900		193	-12	92 2	27.55	9.55	-1.40
	4	0	0	0	0.00	0.00	50,200		134	6 1	57 1	26.19	10.30	-0.70
	0	0	0	0	0.00	0.00	50,300		248	8 3	378 15	25.84	9.95	-1.75
	0	0	0	0	0.00	0.00	50,600		633	-17	444 16	24.56	10.30	-1.70
	0	0	0	0	0.00	0.00	50,700		849	-28 7	470 17	24.48	10.45	-1.75
	13	0	0	0	0.00	0.00	50,800		216	-37 -1	559 1	24.01	11.30	-1.40
	0	0	0	0	0.00	0.00	50,900		423	30	129	23.75	11.45	-1.25
	2	0	0	0	0.00	0.00	51,100		613	82 -3	948 20	22.90	10.95	-3.05
	3	0	0	0	0.00	0.00	51,200		649	98 -11	758 5	22.59	12.65	-2.10
	49	1	2	0	4288.60	88.60	51,500		10,498	-2,304 -118	18,881 427	21.27	11.05	-4.05
	5	0	0	0	0.00	0.00	51,600		458	-41 -4	1,156 6	20.79	11.50	-4.90
	0	0	0	0	0.00	0.00	51,700		2,393	-17 1	2,733 29	20.61	12.20	-4.95
	22	0	0	0	0.00	0.00	51,800		1,324	116 -20	2,596 67	20.31	12.50	-5.10
	14	0	0	0	0.00	0.00	52,100		1,070	352 -35	2,513 17	19.14	14.25	-5.20
	51	0	0	0	0.00	0.00	52,200		1,234	113	4,292 70	18.82	14.60	-5.35
	22	0	0	0	0.00	0.00	52,300		995	-55 -16	2,077 27	18.51	15.10	-5.85
	11	0	0	0	0.00	0.00	52,400		1,340	58 14	4,216 64	18.25	15.60	-6.85
	19	0	1	24.14	3323.45	923.45	52,700		1,749	235 -1	4,159 28	17.27	17.55	-8.60
	35	0	0	0	0.00	0.00	52,800		2,837	-51 1	4,577 58	16.94	18.30	-9.70
	98	1	6	0	2775.55	510.20	53,100		2,158	-77 -4	5,464 101	15.95	21.85	-11.00
	159	0	20	15.05	2750.00	475.15	53,200		5,338	-626 12	8,662 67	15.59	22.35	-12.10
	1,992	-91	267 13	0	2405.00	176.00	53,500		19,486	-2,474 -246	50,192 964	14.67	26.70	-14.55
	598	-3	45	0	2195.45	69.90	53,600		7,513	3,412 10	12,261 322	14.41	29.15	-15.65
	1,459	-59	120	0	2021.85	179.35	53,900		7,563	475 -55	13,468 136	13.49	36.00	-20.45
	16,505.85714285714	-410 1	4,360 7	0	1915.40	161.10	54,000		40,175	-2,079.8571428571427 -101.99999999999977	66,355 1,515	13.15	38.35	-22.40
	2,108	-150	542	0	1690.35	123.35	54,200		7,955	991 132	15,827 263	12.61	46.05	-27.05
	2,072	-245	840 15	0	1624.00	153.00	54,300		6,694	1,083 14	16,987 259	12.33	50.15	-30.40
	2,412	-1,753 -6	3,587 6	7.45	1346.00	136.20	54,600		7,504	-621 -18	18,818 452	11.58	69.20	-42.75
	2,087	-434 -5	1,629 3	8.32	1260.00	141.40	54,700		6,873	-463 -3	20,738 432	11.36	77.10	-47.75
	2,616	-975 -12	3,040 20	8.12	1172.30	138.90	54,800		8,119	-533 -46	32,864 764	11.14	86.60	-53.10
	2,549	-397 14	6,776 72	8.25	905.90	107.15	55,100		5,890	161 -34	33,004 407	10.52	125.00	-74.85
	3,350	-1,090 2	16,416 54	8.34	821.10	95.85	55,200		7,562	40 22	44,813 323	10.33	142.30	-82.60
	4,427	-1,895 -14	21,601 87	8.25	745.60	89.90	55,300		8,380	-1,158 -45	53,950 315	10.16	162.00	-92.95
	7,815	896 -174	120,648 534	8.27	526.95	60.45	55,600		7,306	3,012 -87	98,337 499	9.80	242.70	-122.15
	13,961	7,029 -167	192,015 951	8.19	462.20	52.80	55,700		12,381	8,942 120	170,839 724	9.69	277.20	-132.55
	38,208	-721 273	241,910 1,331	8.2	299.15	26.05	56,000		16,154	3,606 88	112,251 512	9.64	413.05	-157.65
	5,594	1,477 75	55,313 298	8.2	254.65	18.40	56,100		1,242	679 27	23,713 99	9.65	468.70	-161.90
	6,321	745 -34	64,414 238	8.2	215.20	13.15	56,200		1,253	761 10	15,579 39	9.70	530.25	-166.90
	24,231	222 96	127,748 1,347	8.35	128.10	2.25	56,500		3,537	299 81	10,526 41	10.05	740.95	-181.90
	4,937	1,475 146	31,394 340	8.63	74.80	-4.50	56,800		218	63 -2	799 3	10.69	993.30	-185.95
	3,611	-526 -44	24,740 166	8.75	62.90	-4.75	56,900		123	42	354	11.00	1079.50	-173.90
	3,003	255 -34	15,931 189	9.01	44.60	-5.55	57,100		79	0	0	0.00	0.00	0.00
	4,700	1,421 -37	16,439 128	9.13	37.80	-5.25	57,200		221	-20	32	12.83	1374.30	-176.75
	2,216	431 8	7,626 258	10.11	18.90	-4.15	57,700		20	10	12	21.08	2009.80	46.70
	3,544	2,619 -77	12,856 130	10.35	16.70	-3.80	57,800		20	0	23	21.44	2100.00	-570.00
	564	-401 -14	2,742 19	11.56	10.40	-2.60	58,300		3	0	0	0.00	0.00	0.00
	962	50 -23	1,618 20	11.88	10.45	-2.20	58,400		0	0	0	0.00	0.00	0.00
	486	141 -7	2,248 47	12.87	7.55	-2.30	58,800		2	0	0	0.00	0.00	0.00
	710	421 -22	2,490 10	13.13	7.45	-1.70	58,900		0	0	0	0.00	0.00	0.00
	390	167 13	596	14.11	6.90	-0.75	59,200		0	0	0	0.00	0.00	0.00
	252	17 -3	490 21	14.36	6.30	-1.20	59,300		0	0	0	0.00	0.00	0.00
	162	-18 5	204 8	15.65	5.65	-1.60	59,800		0	0	0	0.00	0.00	0.00
	156	16 -16	226 1	15.99	5.45	-1.20	59,900		0	0	0	0.00	0.00	0.00
	14,023	583 55	15,744 945	16.35	5.00	-0.90	60,000		2,916	-118	279	23.21	4095.20	-186.50
	66	16	165	17.75	6.20	1.15	60,300		3	0	0	0.00	0.00	0.00
	106	35	234 5	17.1	4.50	0.20	60,400		0	0	0	0.00	0.00	0.00
	48	10	99	18.32	4.40	-0.60	60,700		1	0	0	0.00	0.00	0.00
	45	0	23	18.5	4.10	-0.10	60,800		0	0	0	0.00	0.00	0.00
	41	0	4	19.12	4.70	-0.20	60,900		0	0	0	0.00	0.00	0.00
	86	5	78	20.85	3.80	0.40	61,600		0	0	0	0.00	0.00	0.00
	45	0	5	21.31	4.05	0.70	61,700		0	0	0	0.00	0.00	0.00
	89	40	73	21.47	3.80	-0.55	61,800		0	0	0	0.00	0.00	0.00
	30	13	36	21.48	3.35	0.25	61,900		0	0	0	0.00	0.00	0.00
	4,788	-54 -1	1,755 2	21.75	2.85	-0.20	62,000		548	5	23	38.40	6166.35	-111.20
	306	67	328	23.06	3.05	-0.05	62,500		2	0	0	0.00	0.00	0.00
	2,357	7 -9	889 12	24.18	2.80	-0.05	63,000		403	-18	119	41.17	7141.45	-124.70

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.