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	43,500		1,981	-39.285714285714285	1,630	74.49	0.55	-0.45
	0	0	0	0	0.00	0.00	46,500		610	-41	206	63.04	1.20	-0.75
	0	0	0	0	0.00	0.00	47,000		478	19	412	61.27	1.10	-1.10
	0	0	0	0	0.00	0.00	47,500		785	5	235	60.24	1.25	-1.50
	2,060	-53	55	0	11260.00	-130.00	48,000		1,110	-44	298	56.00	1.90	-0.85
	2	0	0	0	0.00	0.00	48,500		310	0	119	53.87	1.05	-1.70
	457	-8	10	77.46	10270.00	-145.00	49,000		434	-5	125	50.70	1.40	-1.45
	12	0	0	0	0.00	0.00	49,500		194	17	348	49.07	2.00	-1.25
	0	0	0	0	0.00	0.00	49,600		63	5	109	50.64	1.40	-2.05
	1	0	0	0	0.00	0.00	49,700		173	13	34	49.45	1.85	-1.95
	1	0	0	0	0.00	0.00	49,800		71	0	97	49.98	1.45	-2.10
	1	0	0	0	0.00	0.00	49,900		20	-6	40	48.68	1.90	-1.55
	1,515	-61	66	0	9219.90	-166.05	50,000		9,746	346	4,253	46.88	1.80	-1.65
	1	0	0	0	0.00	0.00	50,100		57	0	2	46.68	2.30	-1.60
	1	0	0	0	0.00	0.00	50,200		13	0	5	49.21	4.35	0.00
	1	0	0	0	0.00	0.00	50,300		19	0	24	46.21	1.85	-1.65
	1	0	0	0	0.00	0.00	50,400		46	0	0	43.15	0.00	0.00
	14	0	0	0	0.00	0.00	50,500		409	-12	307	44.94	1.75	-1.45
	1	0	0	0	0.00	0.00	50,600		9	0	0	43.94	0.00	0.00
	1	0	0	0	0.00	0.00	50,700		19	2	5	44.66	2.90	-1.40
	1	0	0	0	0.00	0.00	50,800		16	2	22	44.15	2.90	-2.40
	1	0	0	0	0.00	0.00	50,900		38	3	17	42.93	2.05	-1.15
	510.42857142857144	-14	26	0	8300.00	-90.30	51,000		2,199.5714285714284	-95	529	42.34	2.00	-1.35
	1	0	0	0	0.00	0.00	51,100		56	1	2	42.91	2.00	-1.50
	1	0	0	0	0.00	0.00	51,200		13	-8	30	42.26	2.10	-1.00
	1	0	0	0	0.00	0.00	51,300		20	-4	30	41.83	1.95	-2.05
	1	0	0	0	0.00	0.00	51,400		352	8	26	41.78	3.40	-2.15
	19	0	2	82.49	8050.00	120.00	51,500		329	-113	174	40.24	1.95	-1.25
	1	0	0	0	0.00	0.00	51,600		17	0	0	0.00	0.00	0.00
	1	0	0	0	0.00	0.00	51,700		14	0	10	39.01	2.50	-1.25
	1	0	0	0	0.00	0.00	51,800		23	0	6	38.81	2.30	-2.55
	3	0	1	0	7400.00	-100.00	51,900		16	0	0	38.42	0.00	0.00
	434	-282	295	0	7226.25	-181.75	52,000		1,421	16	1,214	37.44	3.10	-0.40
	1	0	0	0	0.00	0.00	52,100		41	0	34	37.37	2.75	-2.05
	1	0	0	0	0.00	0.00	52,200		22	0	2	37.20	3.00	-1.15
	1	0	0	0	0.00	0.00	52,300		108	-8	62	36.31	2.95	-0.45
	1	0	0	0	0.00	0.00	52,400		119	-12	48	37.11	3.80	0.35
	12	0	4	73.73	6780.00	-160.00	52,500		1,044.5714285714287	19	569	35.69	2.15	-1.75
	3	0	0	0	0.00	0.00	52,600		84	-9	91	34.94	2.10	-1.40
	1	0	0	0	0.00	0.00	52,700		84	-13	34	34.92	2.40	-1.15
	2	0	0	0	0.00	0.00	52,800		85	3	50	34.19	2.25	-1.55
	2	0	0	0	0.00	0.00	52,900		74	-1	6	33.51	2.30	-2.10
	585	-70	181	0	6269.70	-145.30	53,000		2,957	-282	1,772	33.13	2.90	-0.85
	3	0	0	0	0.00	0.00	53,100		71	0	2	32.91	3.20	-0.45
	2	0	0	0	0.00	0.00	53,200		57	0	13	33.06	3.85	0.30
	2	0	0	0	0.00	0.00	53,300		50	0	2	31.95	3.25	-0.65
	2	0	0	0	0.00	0.00	53,400		44	0	189	31.50	2.55	-1.35
	89	-2	3	54.09	5925.00	357.20	53,500		1,186	10	1,012	30.34	2.45	-1.20
	30	0	0	0	0.00	0.00	53,600		46	2	35	30.69	2.70	-1.45
	3	0	0	0	0.00	0.00	53,700		141	51	67	29.68	2.50	-1.90
	4	0	0	0	0.00	0.00	53,800		118	-4	31	30.20	3.00	-1.35
	4	0	0	0	0.00	0.00	53,900		228	2	18	29.26	1.95	-1.65
	1,319.2857142857142	-89	92	0	5250.00	-156.40	54,000		6,678	116	8,706	27.87	2.05	-2.00
	4	0	0	0	0.00	0.00	54,100		156	-4	193	27.79	2.35	-1.60
	50	0	0	0	0.00	0.00	54,200		255	0	38	28.03	1.80	-2.20
	4	0	0	0	0.00	0.00	54,300		71	0	116	27.02	2.05	-2.10
	135	0	0	0	0.00	0.00	54,400		227	0	49	27.05	2.90	-1.15
	195	-19	25	40.11	4721.55	-198.45	54,500		2,396	74	5,762	25.83	2.65	-1.70
	7	0	0	0	0.00	0.00	54,600		258	0	201	25.42	4.55	0.55
	51	0	1	46.89	4750.00	50.00	54,700		211	0	91	26.17	3.10	-2.05
	29	0	0	0	0.00	0.00	54,800		262	16	167	24.97	2.65	-1.25
	72	0	2	41.64	4509.90	-598.80	54,900		304	20	90	24.35	2.80	-1.65
	1,029	-97	110	0	4220.00	-189.40	55,000		13,311	672	21,954	23.80	2.90	-1.85
	24	0	0	0	0.00	0.00	55,100		173	4	90	23.40	3.05	-1.40
	4	0	0	0	0.00	0.00	55,200		380	1	382	22.96	2.60	-2.00
	21	0	0	0	0.00	0.00	55,300		177	9	365	22.57	3.40	-1.15
	110	0	0	0	0.00	0.00	55,400		479	6	329	21.86	2.70	-2.10
	2,089	-118	130	0	3772.85	-134.60	55,500		7,073.857142857143	166	9,201	21.32	2.85	-2.30
	8	0	0	0	0.00	0.00	55,600		306	10	454	20.84	3.30	-2.10
	6	0	6	41	3781.55	9.05	55,700		400	-7	704	20.51	3.05	-2.10
	16	0	1	47.46	3800.00	196.20	55,800		470	10	597	19.97	2.65	-2.65
	26	0	0	0	0.00	0.00	55,900		265	-46	1,184	19.81	3.55	-2.05
	1,539	-272	368	0	3255.00	-150.35	56,000		14,262	-4,465	33,712	19.13	3.45	-2.30
	6	0	0	25.14	0.00	0.00	56,100		564	17	1,010	18.58	3.25	-2.40
	8	0	0	0	0.00	0.00	56,200		625	37	1,749	18.16	3.40	-2.45
	7	0	0	0	0.00	0.00	56,300		1,079	121	2,285	17.56	3.85	-2.45
	26	0	0	0	0.00	0.00	56,400		436	-31	1,681	17.18	3.35	-2.75
	534	-56	91	0	2781.10	-151.10	56,500		12,987	-1,118	33,250	16.56	3.55	-2.85
	9	0	0	0	0.00	0.00	56,600		673	-222	1,980	16.12	4.20	-2.65
	17	0	0	0	0.00	0.00	56,700		1,791	-235	5,549	15.70	4.20	-2.65
	32	-2	3	0	2466.75	118.10	56,800		1,621	484	5,940	15.25	3.80	-3.75
	12	0	0	0	0.00	0.00	56,900		854	-171	3,295	14.76	4.75	-3.40
	2,408	-280	418	0	2223.10	-187.95	57,000		18,782	-1,022	44,713	14.28	5.10	-3.45
	13	0	2	0	2147.00	-753.00	57,100		3,257	-49	8,573	13.75	4.45	-4.35
	28	0	0	11.63	0.00	0.00	57,200		2,054	-45	7,044	13.45	5.30	-4.20
	90	0	0	0	0.00	0.00	57,300		1,662	-642	7,827	13.03	5.60	-4.65
	144	0	0	0	0.00	0.00	57,400		1,844	-56	9,205	12.56	6.00	-5.25
	1,188	-155	302	0	1720.00	-198.05	57,500		11,770	-5,041	56,608	12.11	7.15	-5.20
	199	-25	39	0	1716.70	-99.80	57,600		2,893	341	15,678	11.69	7.45	-6.05
	249	-38	41	0	1622.80	-99.70	57,700		4,001	346	15,124	11.25	8.20	-6.30
	224	-92	115	0	1490.55	-152.60	57,800		4,603	-874	18,855	10.81	9.40	-6.70
	132	-127	153	0	1383.65	-155.85	57,900		4,347	1,069	22,509	10.45	11.00	-7.15
	3,861	-981	3,062	0	1233.05	-193.20	58,000		24,925	-5,549	117,912	10.13	13.60	-8.30
	213	-101	225	0	1132.00	-207.40	58,100		3,580	313	22,527	9.77	15.95	-8.85
	263	-88	341	0	1039.60	-207.90	58,200		5,550	733	26,498	9.48	19.00	-10.10
	204	-173	386	0	949.90	-204.00	58,300		5,725	1,066	28,361	9.23	23.75	-11.25
	284	-115	611	5.97	850.75	-206.20	58,400		3,809	-218	41,773	8.98	30.85	-11.00
	18,635	596	9,820	6.91	749.10	-210.00	58,500		28,458	-2,064	119,204	8.80	38.75	-11.20
	623	63	1,821	6.81	668.10	-207.25	58,600		5,495	-4,266	56,093	8.59	49.85	-10.45
	3,545	144	3,277	7.32	580.00	-204.70	58,700		8,055	770	61,997	8.42	64.40	-9.30
	1,751	-269	8,537	7.13	495.00	-201.60	58,800		8,448	-2,173	91,667	8.23	83.00	-6.95
	1,671	197	12,032	7.19	418.00	-200.05	58,900		8,518	-1,933	74,399	8.10	104.10	-4.80
	25,135	1,829	95,895	7.14	342.15	-199.90	59,000		39,630	-259	237,936	7.96	132.70	0.85
	8,717	2,017	57,064	7.08	282.60	-187.55	59,100		9,023	1,321	107,702	7.87	169.00	9.25
	17,314	3,015	150,571	7.09	225.00	-180.40	59,200		12,220	-314	189,420	7.81	211.80	18.25
	23,836	5,382	206,564	7.04	176.00	-168.10	59,300		12,937	-1,071	232,363	7.80	262.00	29.60
	19,585	3,489	209,673	7.03	136.20	-152.55	59,400		7,731	-2,346	206,614	7.80	321.00	45.15
	72,315	14,726	319,457	7	103.00	-136.10	59,500		35,252	-1,592	238,529	7.84	386.95	58.70
	14,083	-2,670	124,785	7.1	78.60	-117.25	59,600		3,614	-1,184	64,930	7.90	461.00	77.05
	13,922	3,045	97,553	7.18	58.40	-101.40	59,700		7,257	443	43,727	8.07	546.90	107.30
	13,854	754	82,714	7.29	43.70	-85.05	59,800		4,003	-163	23,006	8.45	628.95	113.00
	9,259	51	62,302	7.39	32.15	-72.10	59,900		1,563	-625	9,813	8.77	714.15	119.35
	57,055	3,482	181,715	7.59	25.55	-58.05	60,000		12,374	-4,448	37,020	8.85	807.55	134.80
	7,434	-4,107	80,171	7.69	18.80	-48.25	60,100		1,482	-58	1,832	9.33	903.55	149.40
	10,583	-2,216	73,569	7.88	14.40	-39.10	60,200		1,016	-57	1,461	10.69	995.00	154.85
	9,833	3,698	65,246	8.09	11.50	-31.35	60,300		783	-89	679	10.50	1096.00	164.45
	9,063	1,669	47,569	8.42	9.60	-24.40	60,400		341	-50	655	12.04	1183.55	166.60
	23,171	-985	106,978	8.72	8.30	-18.75	60,500		1,674	-258	2,173	11.09	1291.00	166.55
	4,900	224	30,962	9.06	6.60	-15.60	60,600		518	-19	152	13.34	1332.15	130.55
	5,287	-1,949	38,700	9.4	6.40	-11.60	60,700		295	-25	131	11.98	1427.00	123.80
	4,157	-4,595	31,575	9.8	5.70	-9.45	60,800		232	-2	8	0.00	1307.30	-82.70
	2,338	-1,831	15,972	10.22	5.20	-8.15	60,900		617	0	0	9.74	0.00	0.00
	33,587	8,151	117,744	10.71	5.50	-6.70	61,000		2,906	-131	517	16.49	1784.30	186.75
	2,246	-1,047	13,159	11.17	4.60	-6.15	61,100		335	1	5	0.00	1823.90	131.05
	3,717	-412	21,817	11.58	4.60	-5.25	61,200		136	0	0	14.07	0.00	0.00
	5,455	-155	11,947	11.93	4.25	-4.45	61,300		81	0	0	0.00	0.00	0.00
	1,961	-298	10,398	12.42	4.10	-4.35	61,400		95	0	0	0.00	0.00	0.00
	15,545	1,727	50,684	12.76	3.70	-3.95	61,500		485	-7	28	0.00	2220.65	128.50
	1,332	-688	4,631	13.4	3.85	-3.60	61,600		124	0	0	0.00	0.00	0.00
	1,804	-56	4,697	13.68	3.65	-3.60	61,700		97	0	0	0.00	0.00	0.00
	3,801	-943	9,861	14.02	3.45	-3.75	61,800		125	0	0	13.35	0.00	0.00
	1,325	27	4,847	14.69	3.25	-3.75	61,900		10	0	0	0.00	0.00	0.00
	27,813	-2,227	80,358	15.02	3.15	-3.50	62,000		1,275	-391	702	22.38	2761.90	177.20
	945	-110	1,987	15.63	2.60	-3.85	62,100		6	0	0	0.00	0.00	0.00
	1,299	30	2,951	15.91	3.20	-2.95	62,200		3	0	0	0.00	0.00	0.00
	1,607	-191	3,480	16.5	3.15	-2.95	62,300		4	0	0	0.00	0.00	0.00
	1,023	407	3,355	16.92	2.90	-2.90	62,400		4	0	0	0.00	0.00	0.00
	15,792	-2,385	44,289	17.13	2.85	-2.90	62,500		15	0	0	0.00	0.00	0.00
	718	182	1,069	17.61	2.70	-2.85	62,600		6	0	0	0.00	0.00	0.00
	640	146	1,183	17.95	2.60	-5.05	62,700		5	0	0	0.00	0.00	0.00
	580	32	1,456	18.43	2.30	-3.70	62,800		2	0	0	0.00	0.00	0.00
	462	6	968	18.73	2.90	-2.60	62,900		2	0	0	0.00	0.00	0.00
	18,197	-2,544	34,792	19.14	2.20	-2.45	63,000		983	-126	134	22.91	3719.95	144.95
	833	-8	194	19.84	3.05	-2.30	63,100		2	0	0	0.00	0.00	0.00
	368	-51	277	20.31	2.40	-2.75	63,200		7	0	0	0.00	0.00	0.00
	321	-35	205	20.66	2.50	-2.15	63,300		1	0	0	0.00	0.00	0.00
	242	-2	122	20.79	2.45	-2.75	63,400		0	0	0	0.00	0.00	0.00
	4,061	-576	3,960	21.26	2.15	-2.10	63,500		2	0	0	0.00	0.00	0.00
	495	-3	190	21.46	2.20	-1.95	63,600		0	0	0	0.00	0.00	0.00
	442	0	79	21.69	2.20	-2.35	63,700		0	0	0	0.00	0.00	0.00
	448	0	86	22.44	2.15	-2.00	63,800		0	0	0	0.00	0.00	0.00
	195	-1	53	22.7	2.20	-2.30	63,900		0	0	0	0.00	0.00	0.00
	8,372	-2,692	15,748	23.04	2.30	-1.80	64,000		435	-28	48	0.00	4490.00	-86.00
	175	4	67	23.79	2.25	-1.70	64,100		1	0	0	0.00	0.00	0.00
	134	4	308	24.75	2.20	-2.20	64,200		2	0	0	0.00	0.00	0.00
	263	-6	109	24.01	2.25	-2.20	64,300		1	0	0	0.00	0.00	0.00
	183	-15	197	24.56	2.20	-1.80	64,400		0	0	0	0.00	0.00	0.00
	4,028	1,326	11,955	25.02	2.20	-1.15	64,500		30	0	0	0.00	0.00	0.00
	95	27	173	26.45	2.05	-1.85	64,600		0	0	0	0.00	0.00	0.00
	182	-28	137	25.94	2.25	-1.45	64,700		0	0	0	0.00	0.00	0.00
	171	-45	78	25.72	1.80	-1.40	64,800		0	0	0	0.00	0.00	0.00
	9,726	-1,315	6,975	26.63	1.70	-1.35	65,000		715	-3	4	0.00	5675.00	86.00
	484	-8	554	28.3	1.70	-1.20	65,500		1	0	0	0.00	0.00	0.00
	2,264	-194	1,990	30.44	2.45	-0.55	66,000		243	-4	5	0.00	6570.00	16.75
	3,515	-10	2,118	31.92	1.55	-1.15	66,500		0	0	0	0.00	0.00	0.00
	15,185	843	16,565	33.8	1.50	-1.00	67,000		206	-28	37	48.01	7722.00	160.70
	5,912	814	3,356	35.38	1.30	-1.50	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.