Advanced Option Chain Analysis (BANKNIFTY)

Remove annoying ads with premium @ ₹89 ₹149 per month

Remove Ads

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.
	5,357	-8	13	0	10080.00	-160.00	50,000		4,238	77	4,011	29.73	4.15	-0.70
	11	0	0	0	0.00	0.00	50,500		472	146	603	28.79	4.85	-1.20
	758	0	1	0	9120.00	-150.00	51,000		1,039	50	720	27.19	4.60	-0.95
	18	0	0	0	0.00	0.00	51,500		124	-29	260	25.91	4.85	-1.00
	771	-166	171	0	8010.00	-260.00	52,000		3,535	1,264	3,425	24.47	4.85	-1.10
	37	0	0	0	0.00	0.00	52,500		415	-5	629	23.42	5.60	-1.45
	0	0	0	0	0.00	0.00	52,600		90	4	112	23.06	5.45	-3.00
	0	0	0	0	0.00	0.00	52,700		27	10	55	23.20	6.40	-0.60
	0	0	0	0	0.00	0.00	52,800		41	7	28	23.18	7.10	-0.95
	0	0	0	0	0.00	0.00	52,900		295	0	16	22.61	6.40	-0.70
	1,028	-1	10	0	7110.00	-125.00	53,000		2,400	124	2,324	22.22	6.15	-1.15
	0	0	0	0	0.00	0.00	53,100		48	0	9	21.99	6.30	-1.90
	0	0	0	0	0.00	0.00	53,200		37	-6	16	22.15	7.50	0.00
	0	0	0	0	0.00	0.00	53,300		12	0	0	21.92	0.00	0.00
	0	0	0	0	0.00	0.00	53,400		65	-16	33	21.39	7.00	-1.10
	23	0	0	0	0.00	0.00	53,500		694	-50	767	21.13	7.10	-1.20
	1	0	0	0	0.00	0.00	53,600		19	-1	12	20.98	7.50	-0.90
	17	0	0	0	0.00	0.00	53,700		21	-3	20	20.56	7.15	-1.40
	3	0	0	0	0.00	0.00	53,800		22	-2	19	20.39	7.50	-0.95
	0	0	0	0	0.00	0.00	53,900		34	18	90	20.13	7.60	-1.45
	1,594	-4	9	0	6126.45	-126.45	54,000		3,530	49	2,939	19.88	8.00	-1.50
	1	0	0	0	0.00	0.00	54,100		210	31	157	19.79	8.40	-1.35
	0	0	0	0	0.00	0.00	54,200		194	11	87	19.55	8.60	-1.35
	0	0	0	0	0.00	0.00	54,300		140	20	112	19.26	8.65	-1.40
	142	0	0	0	0.00	0.00	54,400		517	-45	138	18.97	8.65	-1.35
	307	0	0	0	0.00	0.00	54,500		2,019	-27	2,902	18.67	8.65	-1.40
	1	0	0	0	0.00	0.00	54,600		432	2	68	18.60	9.50	-0.85
	1	0	0	0	0.00	0.00	54,700		426	-9	133	18.27	9.40	-1.25
	0	0	0	0	0.00	0.00	54,800		336	13	123	18.05	9.70	-2.05
	1	0	0	0	0.00	0.00	54,900		406	0	368	17.97	9.55	-3.00
	1,913	-35	131	0	5128.95	-136.65	55,000		11,189	116	5,275	17.67	10.65	-2.15
	2	0	0	0	0.00	0.00	55,100		86	-5	74	17.27	10.25	-2.35
	3	0	0	0	0.00	0.00	55,200		133	22	158	17.27	11.65	-1.40
	1	0	0	0	0.00	0.00	55,300		422	7	167	16.94	11.55	-2.50
	11	0	0	0	0.00	0.00	55,400		247	-64	475	16.88	12.80	-2.25
	629	0	1	0	4558.65	-211.35	55,500		4,893	-283	3,066	16.58	12.85	-1.75
	10	0	0	0	0.00	0.00	55,600		336	58	118	16.39	13.50	-2.25
	0	0	0	0	0.00	0.00	55,700		364	32	150	16.12	13.80	-2.55
	16	0	0	0	0.00	0.00	55,800		540	83	417	15.91	14.40	-2.50
	2	0	0	0	0.00	0.00	55,900		470	27	409	15.82	15.80	-2.10
	3,291	-27	62	0	4140.00	-145.30	56,000		12,946	479	8,349	15.61	16.55	-2.15
	0	0	0	0	0.00	0.00	56,100		438	24	361	15.39	17.30	-2.45
	15	0	0	0	0.00	0.00	56,200		550	12	413	15.15	17.85	-2.45
	4	0	0	0	0.00	0.00	56,300		961	30	483	14.92	18.60	-2.25
	7	0	0	0	0.00	0.00	56,400		804	54	522	14.76	19.95	-2.45
	780	4	11	0	3490.00	-392.00	56,500		8,506	393	11,443	14.43	19.90	-3.35
	2	0	0	0	0.00	0.00	56,600		983	-9	342	14.24	21.15	-3.85
	1	0	0	0	0.00	0.00	56,700		449	27	468	14.20	23.90	-1.95
	1	0	0	0	0.00	0.00	56,800		409	-90	1,114	13.84	23.60	-4.05
	17	0	0	0	0.00	0.00	56,900		1,071	39	858	13.73	26.00	-3.45
	2,072	-69	194	0	3171.05	-133.10	57,000		15,728	124	16,407	13.63	28.65	-2.95
	5	0	0	0	0.00	0.00	57,100		1,072	43	973	13.50	31.20	-1.95
	10	0	0	0	0.00	0.00	57,200		1,358	285	2,586	13.16	31.45	-4.00
	35	0	2	0	2972.85	314.15	57,300		1,132	104	1,606	13.08	35.00	-3.40
	17	0	7	0	2720.00	237.00	57,400		1,277	-267	2,361	12.87	37.10	-4.45
	994	-32	52	0	2702.25	-129.40	57,500		14,533	672	20,458	12.78	41.15	-2.35
	150	0	0	0	0.00	0.00	57,600		1,275	-23	2,790	12.57	43.80	-3.05
	21	0	2	0	2558.45	105.90	57,700		1,913	-293	4,063	12.42	47.45	-2.85
	19	0	0	0	0.00	0.00	57,800		2,403	406	4,559	12.29	51.90	-2.45
	36	0	4	0	2282.75	-357.25	57,900		2,334	-361	2,751	12.11	55.95	-3.50
	2,734	-79	570	0	2215.45	-133.35	58,000		25,773	-1,380	34,815	12.02	62.00	-3.90
	105	0	9	0	2083.30	-120.30	58,100		2,709	236	4,904	11.88	67.90	-2.30
	105	0	8	0	2002.50	-247.50	58,200		2,824	317	5,089	11.74	74.20	-4.40
	93	1	4	0	1921.50	-133.95	58,300		2,458	159	4,769	11.67	82.40	-2.45
	238	6	33	0	1735.00	-254.00	58,400		2,737	668	5,695	11.57	91.80	-2.30
	2,291	-271	1,031	0	1752.15	-138.00	58,500		20,328	571	26,271	11.46	101.00	-2.05
	535	4	71	0	1672.20	-97.80	58,600		2,745	251	4,843	11.40	113.00	-1.30
	426	-3	103	0	1580.00	-131.20	58,700		4,243	192	7,572	11.31	126.00	0.25
	652	-8	327	0	1495.50	-131.90	58,800		4,738	8	9,307	11.27	138.60	-0.85
	998	-14	262	0	1400.05	-141.20	58,900		5,173	-179	8,009	11.22	155.95	2.10
	9,113	-447	6,141	6.21	1328.30	-136.15	59,000		35,363	-819	59,517	11.13	172.80	2.55
	1,145	-112	463	6.63	1245.55	-132.25	59,100		5,248	-214	11,628	11.12	192.80	4.85
	1,545	-119	682	7.02	1167.70	-135.85	59,200		5,802	-231	12,806	11.04	212.15	4.75
	1,464	-148	1,281	7.32	1092.35	-130.90	59,300		7,374	-464	15,350	11.00	235.60	6.60
	1,424	9	1,985	7.6	1021.10	-122.85	59,400		7,465	-734	13,830	10.96	260.00	7.35
	47,348	-114	18,201	7.57	941.65	-129.10	59,500		65,367	203	66,140	10.91	285.60	10.80
	2,279	-246	4,840	7.84	878.00	-122.30	59,600		5,724	-149	18,416	10.92	319.05	13.45
	3,558	255	13,964	7.92	812.30	-125.05	59,700		7,707	-18	28,661	10.91	351.60	16.25
	4,725	1,657	42,661	8	741.10	-126.85	59,800		6,767	978	57,100	10.92	387.25	19.25
	5,437	1,675	75,110	8.07	686.60	-115.40	59,900		6,745	997	85,502	10.94	428.65	25.90
	43,729	3,412	160,371	8.13	628.10	-112.95	60,000		39,211	-935	186,964	10.94	468.95	28.15
	7,442	1,136	54,265	8.24	569.25	-112.95	60,100		5,179	-1,109	60,068	10.95	513.90	32.60
	10,173	715	56,084	8.23	520.40	-106.50	60,200		6,133	-473	51,339	10.94	558.90	34.80
	7,177	-377	37,584	8.26	468.20	-104.60	60,300		3,998	-2,326	32,502	11.03	610.30	40.35
	6,023	-277	27,603	8.35	425.40	-97.95	60,400		2,932	-2,804	13,651	11.05	662.85	45.05
	20,120	3,802	61,278	8.33	379.45	-94.60	60,500		8,361	-633	24,052	11.09	720.75	50.90
	3,656	438	16,619	8.42	340.40	-87.95	60,600		1,932	-207	3,776	11.19	782.30	59.85
	3,626	282	13,567	8.45	306.30	-81.60	60,700		1,344	48	2,380	11.27	845.60	63.85
	4,082	326	12,663	8.44	270.75	-76.85	60,800		724	-123	1,353	11.27	906.40	66.45
	3,030	112	11,482	8.5	241.45	-70.65	60,900		1,980	-251	2,806	11.41	977.20	67.20
	21,228	2,039	60,788	8.5	212.05	-66.60	61,000		4,908	-403	8,541	11.55	1050.00	77.70
	2,057	-16	10,966	8.55	188.00	-61.10	61,100		207	14	137	11.56	1117.80	78.05
	2,520	-224	10,834	8.59	165.55	-55.30	61,200		212	45	159	11.84	1201.40	89.00
	2,400	-180	9,189	8.63	145.50	-50.70	61,300		214	9	46	11.85	1272.95	83.65
	2,636	471	8,582	8.66	127.00	-46.35	61,400		58	-1	8	12.08	1356.85	97.35
	17,913	1,412	40,659	8.72	111.70	-41.75	61,500		711	7	893	12.27	1440.00	96.75
	2,514	650	9,012	8.74	96.90	-38.30	61,600		48	0	0	12.52	0.00	0.00
	2,371	474	6,820	8.79	83.80	-34.60	61,700		29	0	0	12.83	0.00	0.00
	3,795	-223	8,033	8.86	74.10	-30.35	61,800		54	23	28	13.21	1711.25	150.10
	1,665	-644	8,453	8.91	64.60	-27.10	61,900		48	0	0	12.06	0.00	0.00
	26,565	981	45,327	8.98	56.70	-23.90	62,000		2,846	-21	603	13.56	1884.55	116.10
	2,660	328	5,526	9.08	50.00	-21.30	62,100		1	1	4	12.63	1932.55	-1895.95
	1,806	-1	4,040	9.17	44.25	-18.50	62,200		2	0	0	12.65	0.00	0.00
	1,585	-78	3,433	9.34	40.55	-15.35	62,300		0	0	0	0.00	0.00	0.00
	2,829	-366	4,039	9.44	35.05	-15.00	62,400		0	0	0	0.00	0.00	0.00
	11,581	-623	24,327	9.51	31.45	-12.90	62,500		306	-2	103	15.32	2361.60	130.45
	1,196	25	3,985	9.68	29.00	-11.40	62,600		0	0	0	0.00	0.00	0.00
	994	-62	1,683	9.85	26.75	-9.90	62,700		2	0	0	0.00	0.00	0.00
	894	-1	1,519	10.1	24.25	-9.05	62,800		0	0	0	0.00	0.00	0.00
	578	-215	1,834	10.12	22.05	-8.70	62,900		0	0	0	0.00	0.00	0.00
	24,701	250	19,883	10.33	21.00	-7.65	63,000		1,777	3	124	17.22	2850.00	136.20
	785	-59	1,686	10.59	20.40	-5.45	63,100		16	0	0	17.18	0.00	0.00
	1,051	141	1,241	10.65	18.00	-6.40	63,200		0	0	0	0.00	0.00	0.00
	233	56	564	10.76	16.25	-6.35	63,300		0	0	0	0.00	0.00	0.00
	422	49	585	10.98	15.60	-5.30	63,400		0	0	0	0.00	0.00	0.00
	11,586	66	12,409	11.15	14.60	-4.85	63,500		64	-1	20	18.87	3335.00	157.55
	472	38	598	11.42	14.50	-3.90	63,600		0	0	0	0.00	0.00	0.00
	240	47	255	11.64	14.00	-3.15	63,700		0	0	0	0.00	0.00	0.00
	426	64	330	11.72	12.55	-3.80	63,800		0	0	0	0.00	0.00	0.00
	562	74	316	11.91	12.00	-3.35	63,900		0	0	0	0.00	0.00	0.00
	8,073	1,020	7,938	12.15	11.90	-2.50	64,000		327	2	12	19.80	3804.80	124.90
	266	13	197	12.27	10.85	-2.90	64,100		0	0	0	0.00	0.00	0.00
	293	-32	384	12.57	9.95	-3.00	64,200		1	0	0	0.00	0.00	0.00
	254	-108	273	12.73	10.40	-2.10	64,300		0	0	0	0.00	0.00	0.00
	263	25	190	12.99	10.40	-1.10	64,400		0	0	0	0.00	0.00	0.00
	3,778	-389	4,744	13.03	9.20	-2.10	64,500		19	0	0	22.84	0.00	0.00
	102	7	93	13.12	8.40	-1.25	64,600		1	0	0	0.00	0.00	0.00
	174	-33	538	13.5	9.00	-0.80	64,700		0	0	0	0.00	0.00	0.00
	57	45	241	13.65	8.50	-0.80	64,800		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	64,900		0	0	0	0.00	0.00	0.00
	10,212	446	7,442	13.93	7.55	-1.15	65,000		2,181	11	28	23.58	4802.05	136.05
	0	0	0	0	0.00	0.00	65,100		0	0	0	0.00	0.00	0.00
	0	0	0	0	0.00	0.00	65,200		0	0	0	0.00	0.00	0.00
	2,316	-652	2,252	14.68	5.80	-0.95	65,500		47	0	0	0.00	0.00	0.00
	4,010	1,584	4,255	15.52	4.85	-0.70	66,000		55	0	0	29.19	0.00	0.00
	1,783	0	2,457	16.31	4.00	-0.55	66,500		0	0	0	0.00	0.00	0.00
	1,903	60	1,362	17.31	3.85	-0.40	67,000		528	0	0	40.05	0.00	0.00
	5,508	100	2,827	18.34	3.75	-0.25	67,500		99	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.