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.
	5,399	9	53	0	9841.35	60.55	50,000		4,114	87	2,693	26.68	5.60	-0.55
	14	0	1	0	9300.00	561.20	50,500		221	1	163	25.26	6.05	-1.00
	760	0	1	0	8700.05	-62.10	51,000		1,190	-50	844	24.04	5.75	-1.05
	18	0	0	0	0.00	0.00	51,500		142	11	153	23.06	6.55	-0.65
	924	10	13	0	7870.00	0.00	52,000		2,070	54	729	21.92	7.00	-1.45
	37	0	0	0	0.00	0.00	52,500		313	-15	294	21.09	8.65	-1.35
	0	0	0	0	0.00	0.00	52,600		42	10	40	20.69	8.00	-2.75
	0	0	0	0	0.00	0.00	52,700		14	-12	96	20.69	8.90	-2.10
	0	0	0	0	0.00	0.00	52,800		22	17	36	20.54	10.60	1.30
	0	0	0	0	0.00	0.00	52,900		53	0	3	20.33	9.50	-2.00
	1,052	-1	12	0	6880.00	29.20	53,000		2,004	9	1,026	20.06	9.00	-2.00
	0	0	0	0	0.00	0.00	53,100		36	1	118	19.85	9.50	-2.70
	0	0	0	0	0.00	0.00	53,200		26	-20	111	19.66	9.85	-1.80
	0	0	0	0	0.00	0.00	53,300		25	-52	218	19.31	9.50	-2.10
	0	0	0	0	0.00	0.00	53,400		30	-8	68	19.25	10.00	-1.75
	23	0	0	0	0.00	0.00	53,500		1,819	149	812	19.14	10.95	-2.30
	1	0	0	0	0.00	0.00	53,600		10	1	3	18.95	11.55	-1.40
	17	0	0	0	0.00	0.00	53,700		31	23	215	18.61	9.70	-2.60
	3	0	0	0	0.00	0.00	53,800		12	-3	23	18.43	11.65	-1.60
	0	0	0	0	0.00	0.00	53,900		18	8	126	18.26	9.70	-4.00
	982	116	142	0	5900.00	63.00	54,000		3,063	328	1,974	17.97	11.50	-2.65
	1	0	0	0	0.00	0.00	54,100		135	6	313	17.80	12.25	-2.45
	0	0	0	0	0.00	0.00	54,200		140	-14	46	17.56	12.50	-2.60
	0	0	0	0	0.00	0.00	54,300		145	14	72	17.34	14.25	-0.90
	142	0	0	0	0.00	0.00	54,400		244	-61	102	17.11	13.00	-2.75
	307	0	0	0	0.00	0.00	54,500		1,527	-46	1,015	16.78	12.20	-3.65
	1	0	0	0	0.00	0.00	54,600		105	-9	59	16.66	13.45	-2.60
	1	0	0	0	0.00	0.00	54,700		109	-4	37	16.51	14.55	-2.10
	0	0	0	0	0.00	0.00	54,800		109	-9	80	16.24	14.60	-2.60
	1	0	0	0	0.00	0.00	54,900		73	10	182	16.04	14.90	-3.25
	1,865	25	55	0	4909.20	20.75	55,000		10,447	688	4,423	15.97	15.50	-3.45
	2	0	0	0	0.00	0.00	55,100		59	14	66	15.65	16.40	-2.55
	3	0	0	0	0.00	0.00	55,200		110	37	106	15.46	17.00	-2.75
	1	0	0	0	0.00	0.00	55,300		334	14	172	15.27	18.35	-2.45
	11	0	1	0	4600.00	113.20	55,400		28	15	45	15.15	18.75	-3.65
	635	-1	11	0	4400.00	4.85	55,500		5,243	286	3,542	14.94	18.00	-4.50
	10	0	0	0	0.00	0.00	55,600		100	38	149	14.89	20.40	-3.30
	0	0	0	0	0.00	0.00	55,700		207	-19	501	14.60	21.15	-4.00
	16	0	0	0	0.00	0.00	55,800		449	140	1,148	14.55	20.70	-5.35
	5	0	3	0	3900.00	200.00	55,900		296	58	586	14.17	23.30	-4.95
	3,345	11	39	0	3921.80	70.85	56,000		11,234	211	9,161	14.10	25.50	-3.55
	0	0	0	0	0.00	0.00	56,100		140	45	387	13.88	26.55	-4.40
	15	0	1	0	3612.70	402.70	56,200		124	29	931	13.76	27.00	-5.70
	4	0	0	0	0.00	0.00	56,300		448	41	764	13.65	29.90	-4.75
	7	0	0	0	0.00	0.00	56,400		1,238	88	599	13.48	31.10	-6.65
	830	4	5	0	3450.00	92.30	56,500		7,072	693	7,097	13.28	33.00	-6.70
	1	0	1	0	3300.00	420.00	56,600		601	300	1,204	13.15	35.35	-6.70
	1	0	0	0	0.00	0.00	56,700		203	12	719	13.02	37.70	-7.20
	1	0	0	0	0.00	0.00	56,800		564	91	867	12.86	41.60	-6.95
	17	0	0	0	0.00	0.00	56,900		468	0	415	12.74	43.90	-7.80
	2,110	94	249	0	2964.60	81.70	57,000		14,812	956	10,151	12.63	47.45	-8.70
	5	0	0	0	0.00	0.00	57,100		1,156	638	1,905	12.51	51.75	-8.40
	10	0	0	0	0.00	0.00	57,200		1,116	-22	2,155	12.36	55.65	-9.90
	35	1	4	0	2658.70	-70.35	57,300		1,243	418	1,857	12.22	60.00	-10.65
	17	0	0	0	0.00	0.00	57,400		2,810	74	1,896	12.12	64.90	-11.20
	1,061	-1	47	0	2491.90	57.35	57,500		13,669	773	10,660	12.04	72.00	-11.75
	150	0	0	10.01	0.00	0.00	57,600		1,201	206	1,620	11.91	77.85	-13.10
	21	0	0	0	0.00	0.00	57,700		1,282	-24	2,939	11.84	83.30	-15.85
	20	0	0	9.5	0.00	0.00	57,800		2,030	-144	2,586	11.75	92.25	-15.65
	37	0	0	0	0.00	0.00	57,900		1,987	137	1,998	11.66	102.20	-15.55
	3,204	122	354	0	2048.40	69.20	58,000		21,033	-493	18,923	11.59	110.70	-17.40
	106	3	11	0	1956.45	86.05	58,100		1,104	28	1,840	11.52	122.10	-17.75
	94	0	13	5.75	1868.20	49.05	58,200		3,007	-299	3,090	11.44	133.75	-19.65
	96	15	18	0	1780.00	64.25	58,300		2,212	189	2,974	11.37	146.65	-22.70
	233	19	55	3.82	1695.00	38.20	58,400		2,527	902	3,384	11.33	160.60	-23.10
	2,885	266	1,330	5.68	1613.00	50.20	58,500		18,026	2,383	17,815	11.26	175.15	-26.30
	468	12	56	6.49	1526.90	51.85	58,600		2,598	498	4,320	11.21	191.90	-27.25
	418	32	183	6.99	1452.20	34.20	58,700		2,749	108	5,291	11.17	210.95	-28.30
	875	26	450	7.17	1374.60	38.05	58,800		4,350	476	7,029	11.10	230.30	-29.95
	1,235	11	370	7.28	1288.50	43.95	58,900		4,370	-92	6,404	11.05	253.40	-31.55
	13,623	44	6,978	7.48	1210.85	35.80	59,000		30,449	1,331	35,180	11.02	275.00	-34.40
	1,612	-44	987	7.61	1143.00	45.20	59,100		5,026	135	7,464	10.96	299.20	-38.70
	2,883	-28	1,797	7.78	1066.80	39.20	59,200		5,872	108	9,203	10.93	328.70	-37.90
	2,353	-329	3,664	7.83	998.70	36.10	59,300		8,006	-108	13,206	10.91	357.35	-41.45
	2,286	-227	7,125	7.91	931.00	35.25	59,400		7,915	350	14,127	10.89	387.05	-46.05
	49,701	-509	36,742	7.95	863.00	33.25	59,500		62,046	2,598	53,369	10.81	420.35	-45.10
	4,492	1,200	38,863	8.05	805.00	25.95	59,600		6,699	2,328	46,210	10.83	458.00	-49.00
	6,774	1,459	49,243	8.12	746.00	28.40	59,700		10,904	2,515	55,551	10.83	498.85	-51.65
	4,745	290	26,277	8.16	684.00	22.00	59,800		4,489	309	29,018	10.84	537.60	-55.00
	5,091	1,381	25,774	8.19	631.10	19.05	59,900		4,168	1,742	21,406	10.81	578.90	-58.10
	41,082	7,047	83,679	8.23	576.05	17.20	60,000		23,842	5,386	39,158	10.83	627.40	-60.25
	3,004	369	13,386	8.21	525.90	13.70	60,100		1,070	282	6,179	10.83	679.00	-61.15
	3,075	549	11,552	8.21	480.50	16.00	60,200		766	146	2,311	10.86	730.00	-64.00
	2,212	244	11,826	8.24	432.60	7.90	60,300		698	117	1,004	10.85	788.90	-62.85
	2,175	114	10,110	8.26	393.30	3.25	60,400		385	48	464	10.86	842.20	-70.40
	10,853	1,067	20,562	8.23	351.80	6.90	60,500		3,533	278	4,138	10.93	904.70	-64.95
	1,542	121	6,373	8.26	318.55	4.65	60,600		279	29	164	11.00	964.25	-79.80
	1,714	-140	6,923	8.25	285.55	1.25	60,700		310	35	226	10.95	1030.80	-81.30
	3,146	343	8,506	8.27	253.95	-1.20	60,800		188	10	45	11.07	1106.35	-65.60
	1,440	-340	7,571	8.29	225.00	-3.85	60,900		67	4	77	11.13	1173.85	-36.15
	16,610	727	34,656	8.29	200.00	-1.35	61,000		3,416	391	1,594	11.29	1240.90	-90.35
	1,457	-117	3,971	8.31	176.35	-4.30	61,100		26	2	25	11.25	1306.80	-38.55
	1,589	-339	4,640	8.3	156.40	-4.85	61,200		20	9	24	11.64	1412.20	-32.80
	1,738	-447	4,681	8.35	139.05	-4.20	61,300		26	0	0	9.98	0.00	0.00
	1,610	650	3,786	8.36	122.40	-4.45	61,400		14	0	0	11.59	0.00	0.00
	15,097	1,659	18,882	8.42	108.45	-4.85	61,500		525	14	155	11.99	1645.00	-91.65
	743	142	2,543	8.43	94.40	-5.80	61,600		0	0	0	12.42	0.00	0.00
	1,351	162	2,706	8.47	83.60	-5.05	61,700		0	0	0	0.00	0.00	0.00
	1,326	100	2,414	8.52	73.05	-5.60	61,800		0	0	0	0.00	0.00	0.00
	1,051	-172	2,838	8.58	64.10	-6.25	61,900		6	0	0	11.94	0.00	0.00
	19,615	-420	17,536	8.65	57.60	-4.70	62,000		2,285	124	249	13.17	2102.20	-74.25
	1,651	438	2,914	8.7	51.65	-3.90	62,100		0	0	0	0.00	0.00	0.00
	457	144	1,023	8.78	46.40	-3.65	62,200		2	0	0	0.00	0.00	0.00
	570	237	1,513	8.86	40.80	-3.40	62,300		0	0	0	0.00	0.00	0.00
	1,428	195	1,497	8.96	36.60	-3.30	62,400		0	0	0	0.00	0.00	0.00
	8,592	1,861	9,984	9.03	32.30	-3.20	62,500		255	-1	5	15.12	2553.80	-104.65
	255	50	650	9.18	29.95	-2.25	62,600		0	0	0	0.00	0.00	0.00
	244	42	632	9.28	27.65	-1.85	62,700		4	0	0	0.00	0.00	0.00
	354	188	1,280	9.4	26.65	0.05	62,800		0	0	0	0.00	0.00	0.00
	151	151	825	9.52	23.00	-668.35	62,900		0	0	0	0.00	0.00	0.00
	17,790	2,163	12,581	9.73	22.55	-0.85	63,000		1,090	111	214	15.92	3040.05	-102.35
	492	170	1,180	9.8	20.45	-1.00	63,100		12	0	0	17.63	0.00	0.00
	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	1	17.92	3380.00	-540.00
	65	65	237	10.26	17.00	-573.05	63,400		0	0	0	0.00	0.00	0.00
	7,240	1,111	7,349	10.4	15.45	-1.00	63,500		67	0	1	18.02	3556.75	-60.60
	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
	114	79	732	10.82	13.50	-1.00	63,800		0	0	0	0.00	0.00	0.00
	134	74	198	11.04	12.95	-0.20	63,900		0	0	0	0.00	0.00	0.00
	4,121	342	3,894	11.21	11.60	-0.90	64,000		171	64	73	19.19	4035.00	19.60
	73	24	294	11.33	10.55	-0.55	64,100		0	0	0	0.00	0.00	0.00
	74	50	142	11.57	10.75	-1.95	64,200		0	0	0	0.00	0.00	0.00
	124	64	342	11.86	9.50	-1.50	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
	1,561	-94	2,215	11.94	8.85	-1.15	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
	5,987	423	2,559	12.92	8.75	-0.30	65,000		2,088	-9	37	22.06	5012.60	-56.05
	550	345	1,448	13.76	6.70	-1.45	65,500		7	1	9	23.51	5509.55	-565.45
	1,769	-18	871	14.53	6.30	-0.80	66,000		39	0	2	26.34	6040.25	-300.95
	475	86	506	15.34	5.40	-0.90	66,500		0	0	0	0.00	0.00	0.00
	1,673	105	1,039	16.14	5.20	-0.40	67,000		528	1	8	28.03	6987.95	-12.05
	5,112	285	11,395	16.82	4.30	-0.40	67,500		98	0	0	25.36	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.