Option Chain (Equity Derivatives)

Last update @ 15:30:30 View Options Contracts for:

OR
BANKNIFTY : 32069.25 Filter by: Expiry Date
ATM : 32100 Futures contracts

CALLS
Chart

CE27700 PE27700 Graph

CE27800 PE27800 Graph
CE27900 PE27900 Graph
CE28000 PE28000 Graph
CE28100 PE28100 Graph
CE28200 PE28200 Graph
CE28300 PE28300 Graph
CE28400 PE28400 Graph
CE28500 PE28500 Graph
CE28600 PE28600 Graph
CE28700 PE28700 Graph
CE28800 PE28800 Graph
CE28900 PE28900 Graph
CE29000 PE29000 Graph
CE29100 PE29100 Graph
CE29200 PE29200 Graph
CE29300 PE29300 Graph
CE29400 PE29400 Graph
CE29500 PE29500 Graph
CE29600 PE29600 Graph
CE29700 PE29700 Graph
CE29800 PE29800 Graph
CE29900 PE29900 Graph
CE30000 PE30000 Graph
CE30100 PE30100 Graph
CE30200 PE30200 Graph
CE30300 PE30300 Graph
CE30400 PE30400 Graph
CE30500 PE30500 Graph
CE30600 PE30600 Graph
CE30700 PE30700 Graph
CE30800 PE30800 Graph
CE30900 PE30900 Graph
CE31000 PE31000 Graph
CE31100 PE31100 Graph
CE31200 PE31200 Graph
CE31300 PE31300 Graph
CE31400 PE31400 Graph
CE31500 PE31500 Graph
CE31600 PE31600 Graph
CE31700 PE31700 Graph
CE31800 PE31800 Graph
CE31900 PE31900 Graph
CE32000 PE32000 Graph
CE32100 PE32100 Graph
CE32200 PE32200 Graph
CE32300 PE32300 Graph
CE32400 PE32400 Graph
CE32500 PE32500 Graph
CE32600 PE32600 Graph
CE32700 PE32700 Graph
CE32800 PE32800 Graph
CE32900 PE32900 Graph
CE33000 PE33000 Graph
CE33100 PE33100 Graph
CE33200 PE33200 Graph
CE33300 PE33300 Graph
CE33400 PE33400 Graph
CE33500 PE33500 Graph
CE33600 PE33600 Graph
CE33700 PE33700 Graph
CE33800 PE33800 Graph
CE33900 PE33900 Graph
CE34000 PE34000 Graph
CE34100 PE34100 Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Total
Top
Note :

10% interest rate is applied while computing implied volatility.

Open Interest values in the option chain are refreshed at the end of the day after bhavcopy file
highlighted Highlighted options are in-the-money.
Underlying Index: BANKNIFTY 32069.25 As on Jan 03, 2020 15:30:30 IST

OI Chng in OI Volume IV

20 20 2-
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1,280 100 19 -
- - - -
- - - -
40 40 2 43.43
- - - -
480 20 8 31.18
- - - -
- - - -
- - - -
- - - -
5,060 -200 72 15.7
20 - - -
 320 300 20 15.43
540 180 20 -
180 100 16 10.77
6,020 1,020 711 13.33
5,260 4,120 589 13.61
4,600 2,240 1,449 13.84
9,180 7,480 4,109 12.42
15,040 12,780 11,377 13.03
234,340 134,940 112,729 13.17
205,480 182,980 163,827 12.67
431,100 390,040 325,173 12.89
444,840 357,260 364,252 13.06
442,400 309,200 396,456 12.9
755,000 374,840 624,161 13.03
331,020 166,880 337,846 13.05
252,320 51,040 237,166 13.19
277,700 76,460 248,135 13.18
191,560 73,900 156,774 13.17
366,520 100,980 231,395 13.22
172,780 64,000 83,763 13.12
123,560 16,800 70,323 13.58
86,700 -13,280 38,661 13.91
35,380 -8,980 19,240 14.86
124,060 -22,360 39,915 15.47
8,280 1,840 4,182 15.65
2,740 1,680 1,391 16.34
3,520 2,820 746 16.94
840 840 58 17.89
25,460 -8,380 4,775 18.28
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1,000 1,000 161 20.67
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- - 2,000 26.47
- - - -
- - 5,002 27.58
4,260 4,040 317 29.08
4,568,900 3,486,842
d while computing implied volatility.

e option chain are refreshed at the end of the day after bhavcopy file has been made available on the website.
tions are in-the-money.
 PUTS
LTP Net Chng Bid Bid Ask Ask Strike Price Bid Bid Ask Ask Net Chng
Qty Price Price Qty Qty Price Price Qty
4,367.55 826.8 20 4,355.65 4,427.40 20 27700 800 1.15 - - -
- - 400 4,217.50 4,411.70 400 27800 300 1.65 4 100 -256.4
- - 400 4,117.35 4,502.20 400 27900 60 1.5 - - -273.5
- - 200 4,053.05 4,172.55 400 28000 600 1 2.85 500 -
- - 400 3,825.80 4,383.75 400 28100 1,000 0.75 - - -
- - 2,820 3,617.10 4,236.65 400 28200 1,000 0.7 - - -
- - 2,820 3,526.75 4,089.30 400 28300 2,000 0.1 - - -
- - 2,820 3,435.60 3,940.60 400 28400 2,000 0.1 - - -
- - 200 3,552.85 3,836.40 400 28500 800 0.8 - - -
- - 2,820 3,097.85 3,730.20 400 28600 2,000 0.1 - - -
- - 3,020 3,177.15 3,879.80 200 28700 2,000 0.1 - - -
- - 3,020 3,094.00 3,770.65 200 28800 2,000 0.1 - - -
- - 600 3,003.40 3,419.85 200 28900 2,000 0.15 - - -
- - 3,020 2,729.80 3,535.50 400 29000 800 1.2 - - -
- - 3,020 2,697.50 3,211.20 400 29100 800 0.75 - - -
- - 600 2,779.55 3,208.95 400 29200 800 0.8 - - -
- - 600 2,680.15 3,100.10 400 29300 800 0.8 - - -
- - 600 2,580.45 2,989.40 400 29400 800 0.8 - - -
- - 600 2,480.80 2,877.95 400 29500 400 1.75 - - -836.1
- - 600 2,381.30 2,770.30 400 29600 1,000 0.8 - - -
- - 600 2,281.85 2,661.55 400 29700 500 1.6 - - -
- - 600 2,182.50 2,551.75 400 29800 500 1.7 - - -
- - 600 2,083.20 2,440.35 400 29900 500 1.7 - - -
2,109.35 -379.4 40 2,087.85 2,125.85 20 30000 100 3.75 3.95 60 1.15
- - 600 1,884.00 2,226.90 2,420 30100 1,700 3.05 - - -
- - 600 1,786.40 2,111.35 400 30200 20 4.5 5 2,500 -1,115.05
1,950.55 146.85 20 1,771.55 2,005.55 400 30300 60 4.2 - - -1,160.45
- - 600 1,586.80 1,895.35 400 30400 20 5.5 6.6 60 -1,204.05
1,676.65 -255.7 60 1,590.90 1,628.80 20 30500 100 7 7.5 700 2.7
- - 600 1,393.40 1,802.00 400 30600 140 6.7 8.5 60 -1,296.45
- - 600 1,297.30 1,693.05 400 30700 20 9 9.6 80 2.4
- - 600 1,199.65 1,575.80 400 30800 140 10 10.8 1,020 3.15
- - 600 1,101.65 1,463.60 400 30900 540 13 14.1 20 6.25
1,130.00 -356 100 1,114.05 1,137.20 20 31000 220 17.3 17.5 1,180 10
1,226.55 - 20 1,002.80 1,043.15 20 31100 860 22.25 22.4 40 14.9
 940.00 -199.75 20 910.75 946.85 20 31200 60 26.8 27.35 900 18.7
810.00 -365 20 816.95 854.30 20 31300 20 30.15 34.5 1,000 20.2
729.95 -352 20 732.50 763.20 20 31400 900 40.70 41.95 2,000 28.15
655.10 -337.45 120 655.00 673.10 20 31500 40 51.30 52.45 2,140 33.85
573.00 -329.1 20 566.35 583.70 20 31600 200 59.40 64.85 40 41.05
496.05 -313.4 20 486.60 502.30 20 31700 20 79.00 83.00 240 54.2
402.75 -310.15 20 405.25 428.35 20 31800 40 102.35 105.95 40 70.75
341.85 -295.9 40 326.95 354 20 31900 20 134.40 135.00 1,880 84.45
282 -266.9 180 280.05 284 1,480 32000 100 168.10 170.00 140 107.9
219 -248.15 20 219 226 100 32100 20 203.20 210.00 20 127.6
175 -214.65 200 171.05 175 1,740 32200 1,500 254.20 264.35 160 151.35
137.55 -185.15 160 135 137.3 40 32300 900 318.00 325.00 200 186.55
102 -158.55 20 100.65 102 20 32400 40 374.45 389.00 160 214.35
77 -130.95 1,060 76 77 40 32500 20 460.75 465.00 100 241.05
56 -105.1 60 52.65 56 160 32600 20 530.50 549.15 20 266.55
41 -79.55 20 38.05 39.55 20 32700 20 620.65 639.90 60 282.5
28.5 -62 580 27.5 28.5 420 32800 20 705.10 716.15 400 303.45
19.35 -45.85 20 19.25 19.35 60 32900 20 798.90 813.40 40 333.95
13.1 -33.85 560 13.05 13.1 100 33000 20 891.20 932.35 20 335.1
8.15 -23.85 20 8.15 8.4 20 33100 20 986.05 1,024.20 100 407.55
6.35 -15.65 480 6.35 6.5 1,220 33200 20 1,084.00 1,122.25 120 465.65
4.7 -10.5 100 4.45 4.9 60 33300 20 1,164.65 1,227.70 80 -1,619.05
4.65 -6.55 60 4.65 4.7 440 33400 300 1,257.35 1,327.10 20 -
4 -5.25 40 4.05 4.2 2,760 33500 300 1,350.95 1,426.65 100 -1,585.80
2.85 -4.55 40 3.2 3.9 440 33600 300 1,432.20 1,550.90 200 -
2.6 -4.95 680 2.6 2.95 20 33700 300 1,531.35 1,650.25 200 -
2.3 -3.2 1,700 2.15 2.8 140 33800 200 1,627.90 1,750.10 200 -
2.4 -412 40 2 3 20 33900 200 1,727.75 1,850.30 200 -
1.95 -2.25 260 1.8 1.9 740 34000 20 1,879.40 1,917.20 40 -
- - 400 1.4 3.35 600 34100 300 1,727.45 2,090.60 300 -
- - 400 1.4 2.95 1,000 34200 500 1,878.60 2,216.90 500 -
1.9 -318.35 880 1.25 1.9 120 34300 500 1,968.85 2,316.85 500 -
- - 600 1.4 2.9 1,000 34400 500 2,060.45 2,389.60 300 -
- - 600 1.35 3 1,000 34500 300 2,335.40 2,450.30 200 -
- - 1,000 0.4 3.3 20 34600 200 2,244.85 2,589.20 200 -
- - 2,000 0.15 - - 34700 2,920 2,332.10 2,909.40 200 -
- - 1,000 0.35 - - 34800 300 2,425.05 2,784.65 300 -
- - 1,000 0.35 - - 34900 2,720 2,510.45 2,884.90 300 -
- - 2,000 0.1 2.75 20 35000 2,720 2,600.65 3,016.50 300 -
1.6 -180.65 1,160 0.2 - - 35100 300 2,698.20 3,085.40 300 -
- - 1,100 1.05 - - 35200 2,720 2,781.15 3,444.30 200 -
1.4 -5.75 1,160 0.25 2.7 200 35300 2,720 2,878.70 3,283.25 300 -
1.8 -1.2 560 1.65 1.95 980 35400 300 3,222.70 3,379.25 300 -
LTP IV Volume Chng in OI OI Chart

- - - - - Graph
2 42.47 1,572 20 20 Graph
2.1 41.73 3,508 60 60 Graph
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3 27.71 2- - Graph
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3.75 23.5 6,735 27,740 48,860 Graph
- - - - - Graph
5.55 22.71 100 540 540 Graph
4.65 21.11 18 100 100 Graph
6.6 21.15 532 3,540 3,540 Graph
7 20.26 23,755 44,500 57,780 Graph
8.5 19.8 7,034 8,480 8,480 Graph
9.35 18.99 13,132 17,840 18,380 Graph
10.8 18.31 17,260 37,920 38,060 Graph
13 17.76 21,243 56,780 57,020 Graph
17.5 17.6 152,833 300,480 429,780 Graph
22.4 17.27 45,070 30,220 44,780 Graph
 26.8 16.66 64,417 52,020 72,140 Graph
30.05 15.74 94,232 31,480 88,720 Graph
40.70 15.63 107,185 19,040 68,300 Graph
50.05 15.08 312,919 137,920 359,220 Graph
60.55 14.42 192,350 64,240 141,760 Graph
79.50 14.22 278,460 58,560 160,320 Graph
105 14.16 331,611 167,840 304,780 Graph
129.7 13.66 341,790 15,040 149,080 Graph
168.10 13.67 767,256 62,400 519,200 Graph
206 13.22 345,342 -26,520 191,300 Graph
254.2 12.97 372,765 -95,700 241,080 Graph
322 13.49 236,095 -57,920 116,420 Graph
389 13.56 98,922 -110,540 58,980 Graph
460.95 13.54 93,504 -13,780 133,260 Graph
540.45 13.68 14,954 -4,720 32,900 Graph
619.7 13.36 3,653 220 7,260 Graph
704.95 13.12 4,048 3,260 5,020 Graph
813.55 15.62 196 -160 600 Graph
895 14.26 1,417 -940 12,160 Graph
1,041.20 21.69 49 240 360 Graph
1,162.80 25.44 8 60 120 Graph
1,170.65 - 1 20 20 Graph
- - - - - Graph
1,356.40 - 3 60 60 Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
1,518.90 - - - 20 Graph
- - - - - Graph
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- - - - - Graph
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2,950.00 - - - 20 Graph
3,953,971 3,370,500 Total
 BANKNIFTY Options Open Inte
Banknifty Spot 32069.25

Call
OI price Call
Call Call Net change in Call Price
Action TREND Interpretation chan chang Volume Call LTP
OI change
ge e OI
Sell BEARISH Long LiquidationDN DN 72 5060 -200 -356 1130
Buy BULLISH Long Buildup UP UP - 20 - - 1226.55
Sell BEARISH Short Buildup UP DN 20 320 300 -199.75 940
Sell BEARISH Short Buildup UP DN 20 540 180 -365 810
Sell BEARISH Short Buildup UP DN 16 180 100 -352 729.95
Sell BEARISH Short Buildup UP DN 711 6020 1020 -337.45 655.1
Sell BEARISH Short Buildup UP DN 589 5260 4120 -329.1 573
Sell BEARISH Short Buildup UP DN 1449 4600 2240 -313.4 496.05
Sell BEARISH Short Buildup UP DN 4109 9180 7480 -310.15 402.75
Sell BEARISH Short Buildup UP DN 11377 15040 12780 -295.9 341.85
Sell BEARISH Short Buildup UP DN 112729 234340 134940 -266.9 282
Sell BEARISH Short Buildup UP DN 163827 205480 182980 -248.15 219
Sell BEARISH Short Buildup UP DN 325173 431100 390040 -214.65 175
Sell BEARISH Short Buildup UP DN 364252 444840 357260 -185.15 137.55
Sell BEARISH Short Buildup UP DN 396456 442400 309200 -158.55 102
Sell BEARISH Short Buildup UP DN 624161 755000 374840 -130.95 77
Sell BEARISH Short Buildup UP DN 337846 331020 166880 -105.1 56
Sell BEARISH Short Buildup UP DN 237166 252320 51040 -79.55 41
Sell BEARISH Short Buildup UP DN 248135 277700 76460 -62 28.5
Sell BEARISH Short Buildup UP DN 156774 191560 73900 -45.85 19.35
Sell BEARISH Short Buildup UP DN 231395 366520 100980 -33.85 13.1
Sell BEARISH Short Buildup UP DN 83763 172780 64000 -23.85 8.15
Sell BEARISH Short Buildup UP DN 70323 123560 16800 -15.65 6.35
Sell BEARISH Long LiquidationDN DN 38661 86700 -13280 -10.5 4.7
Sell BEARISH Long LiquidationDN DN 19240 35380 -8980 -6.55 4.65

Max Change in OI Call

Strike Price 32,200
Max Change in OI 390,040
For Intraday
OI 431,100
Volume 325,173
Trend Strenth Weak

Max OI Call
Strike Price 32,500
For Positional Trade Strike
at Maximum OI build is For Positional
selected at CALL and PUT
For Positional Trade Strike Total OI 755,000
at Maximum OI build is For Positional
selected at CALL and PUT Change in OI 374,840
Volume 624,161
Trend Strenth Strong
ptions Open Interest Analysis
Expiry (DDMONYYYY)
Last update @15:30:30 Jan 03, 20 Jan 03, 2020

Put
Put OI
Put LTP Put Price Change in PutOINet Put price chang
strike Interpretation TREND
Change Volume change
OI e
31000 17.5 10 300480 429780 152833 UP UP Long Buildup BEARISH
31100 22.4 14.9 30220 44780 45070 UP UP Long Buildup BEARISH
31200 26.8 18.7 52020 72140 64417 UP UP Long Buildup BEARISH
31300 30.05 20.2 31480 88720 94232 UP UP Long Buildup BEARISH
31400 40.7 28.15 19040 68300 107185 UP UP Long Buildup BEARISH
31500 50.05 33.85 137920 359220 312919 UP UP Long Buildup BEARISH
31600 60.55 41.05 64240 141760 192350 UP UP Long Buildup BEARISH
31700 79.5 54.2 58560 160320 278460 UP UP Long Buildup BEARISH
31800 105 70.75 167840 304780 331611 UP UP Long Buildup BEARISH
31900 129.7 84.45 15040 149080 341790 UP UP Long Buildup BEARISH
32000 168.1 107.9 62400 519200 767256 UP UP Long Buildup BEARISH
32100 206 127.6 -26520 191300 345342 UP DN Short covering BEARISH
32200 254.2 151.35 -95700 241080 372765 UP DN Short covering BEARISH
32300 322 186.55 -57920 116420 236095 UP DN Short covering BEARISH
32400 389 214.35 -110540 58980 98922 UP DN Short covering BEARISH
32500 460.95 241.05 -13780 133260 93504 UP DN Short covering BEARISH
32600 540.45 266.55 -4720 32900 14954 UP DN Short covering BEARISH
32700 619.7 282.5 220 7260 3653 UP UP Long Buildup BEARISH
32800 704.95 303.45 3260 5020 4048 UP UP Long Buildup BEARISH
32900 813.55 333.95 -160 600 196 UP DN Short covering BEARISH
33000 895 335.1 -940 12160 1417 UP DN Short covering BEARISH
33100 1041.2 407.55 240 360 49 UP UP Long Buildup BEARISH
33200 1162.8 465.65 60 120 8 UP UP Long Buildup BEARISH
33300 1170.65 -1619.05 20 20 1 DN UP Short Buildup BULLISH
33400 - - - - - UP UP Long Buildup BEARISH

Put
31,000
300,480 Bearish
429,780 If Volume is greather Change in OI
152,833 can take position in naked Options
Weak Range Bound

Put
32,000
519,200
62,400 Bearish
767,256
Strong Go with Trend
 Put Call
Action PCR Indication
Ratio

Buy 84.93676 Nifty will Increase

Buy 2239 Nifty will Increase
Buy 225.4375 Nifty will Increase
Buy 164.2963 Nifty will Increase
Buy 379.4444 Nifty will Increase
Buy 59.6711 Nifty will Increase
Buy 26.95057 Nifty will Increase
Buy 34.85217 Nifty will Increase
Buy 33.20044 Nifty will Increase
Buy 9.912234 Nifty will Increase
Buy 2.215584 Nifty will Increase
Buy 0.930991 Nifty will Decrease
Buy 0.559221 Nifty will Decrease
Buy 0.261712 Nifty will Decrease
Buy 0.133318 Nifty will Decrease
Buy 0.176503 Nifty will Decrease
Buy 0.09939 Nifty will Decrease
Buy 0.028773 Nifty will Decrease
Buy 0.018077 Nifty will Decrease
Buy 0.003132 Nifty will Decrease
Buy 0.033177 Nifty will Decrease
Buy 0.002084 Nifty will Decrease
Buy 0.000971 Nifty will Decrease
Sell 0.000231 Nifty will Decrease
Buy 0 Nifty will Decrease

Max Change in OI Call Put

Strike Price 32,200 31,000
Max Change in OI 390,040 300,480 Bearish
For Intraday
OI 431,100 429,780
Volume 325,173 152,833
Trend Strenth Weak Weak Range Bound

Max OI Call Put

For Positional
 Strike Price 32,500 32,000
OI 755,000 519,200 Bearish
For Positional
Change in OI 374,840 62,400
Volume 624,161 767,256
Trend Strenth Strong Strong Go with Trend
 Option Chain (Equity Derivatives)
Last 15:30:30 View Options Contracts for:
update @
OR
32069.25 Filter by: Expiry Date
ATM 32100 Futures contracts

CALLS
Chart

CE27700 PE27700 Graph

CE27800 PE27800 Graph
CE27900 PE27900 Graph
CE28000 PE28000 Graph
CE28100 PE28100 Graph
CE28200 PE28200 Graph
CE28300 PE28300 Graph
CE28400 PE28400 Graph
CE28500 PE28500 Graph
CE28600 PE28600 Graph
CE28700 PE28700 Graph
CE28800 PE28800 Graph
CE28900 PE28900 Graph
CE29000 PE29000 Graph
CE29100 PE29100 Graph
CE29200 PE29200 Graph
CE29300 PE29300 Graph
CE29400 PE29400 Graph
CE29500 PE29500 Graph
CE29600 PE29600 Graph
CE29700 PE29700 Graph
CE29800 PE29800 Graph
CE29900 PE29900 Graph
CE30000 PE30000 Graph
CE30100 PE30100 Graph
CE30200 PE30200 Graph
CE30300 PE30300 Graph
CE30400 PE30400 Graph
CE30500 PE30500 Graph
CE30600 PE30600 Graph
CE30700 PE30700 Graph
CE30800 PE30800 Graph
CE30900 PE30900 Graph
CE31000 PE31000 Graph
CE31100 PE31100 Graph
CE31200 PE31200 Graph
CE31300 PE31300 Graph
CE31400 PE31400 Graph
CE31500 PE31500 Graph
CE31600 PE31600 Graph
CE31700 PE31700 Graph
CE31800 PE31800 Graph
CE31900 PE31900 Graph
CE32000 PE32000 Graph
CE32100 PE32100 Graph
CE32200 PE32200 Graph
CE32300 PE32300 Graph
CE32400 PE32400 Graph
CE32500 PE32500 Graph
CE32600 PE32600 Graph
CE32700 PE32700 Graph
CE32800 PE32800 Graph
CE32900 PE32900 Graph
CE33000 PE33000 Graph
CE33100 PE33100 Graph
CE33200 PE33200 Graph
CE33300 PE33300 Graph
CE33400 PE33400 Graph
CE33500 PE33500 Graph
CE33600 PE33600 Graph
CE33700 PE33700 Graph
CE33800 PE33800 Graph
CE33900 PE33900 Graph
CE34000 PE34000 Graph
CE34100 PE34100 Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Total
Top
Note :

10% interest rate is applied while computing implied volatility.

Open Interest values in the option chain are refreshed at the end of the day after bhavcopy file has been
highlighted Highlighted options are in-the-money.
Underlying Index: BANKNIFTY 32069.25 As on Jan 03, 2020 15:30:30 IST

OI Chng in OI Volume IV

20 20 2-
- - - -
- - - -
- - - -
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1,280 100 19 -
- - - -
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40 40 2 43.43
- - - -
480 20 8 31.18
- - - -
- - - -
- - - -
- - - -
5,060 -200 72 15.7
20 - - -
 320 300 20 15.43
540 180 20 -
180 100 16 10.77
6,020 1,020 711 13.33
5,260 4,120 589 13.61
4,600 2,240 1,449 13.84
9,180 7,480 4,109 12.42
15,040 12,780 11,377 13.03
234,340 134,940 112,729 13.17
205,480 182,980 163,827 12.67
431,100 390,040 325,173 12.89
444,840 357,260 364,252 13.06
442,400 309,200 396,456 12.9
755,000 374,840 624,161 13.03
331,020 166,880 337,846 13.05
252,320 51,040 237,166 13.19
277,700 76,460 248,135 13.18
191,560 73,900 156,774 13.17
366,520 100,980 231,395 13.22
172,780 64,000 83,763 13.12
123,560 16,800 70,323 13.58
86,700 -13,280 38,661 13.91
35,380 -8,980 19,240 14.86
124,060 -22,360 39,915 15.47
8,280 1,840 4,182 15.65
2,740 1,680 1,391 16.34
3,520 2,820 746 16.94
840 840 58 17.89
25,460 -8,380 4,775 18.28
- - - -
- - - -
1,000 1,000 161 20.67
- - - -
- - - -
- - - -
- - - -
- - - -
- - - -
- - - -
- - 2,000 26.47
- - - -
- - 5,002 27.58
4,260 4,040 317 29.08
4,568,900 3,486,842
d while computing implied volatility.

e option chain are refreshed at the end of the day after bhavcopy file has been made available on the website.
tions are in-the-money.
 PUTS
LTP Net Chng Bid Bid Ask Ask Strike Price Bid Bid Ask Ask Net Chng
Qty Price Price Qty Qty Price Price Qty
4,367.55 826.8 20 4,355.65 4,427.40 20 27700 800 1.15 - - -
- - 400 4,217.50 4,411.70 400 27800 300 1.65 4 100 -256.4
- - 400 4,117.35 4,502.20 400 27900 60 1.5 - - -273.5
- - 200 4,053.05 4,172.55 400 28000 600 1 2.85 500 -
- - 400 3,825.80 4,383.75 400 28100 1,000 0.75 - - -
- - 2,820 3,617.10 4,236.65 400 28200 1,000 0.7 - - -
- - 2,820 3,526.75 4,089.30 400 28300 2,000 0.1 - - -
- - 2,820 3,435.60 3,940.60 400 28400 2,000 0.1 - - -
- - 200 3,552.85 3,836.40 400 28500 800 0.8 - - -
- - 2,820 3,097.85 3,730.20 400 28600 2,000 0.1 - - -
- - 3,020 3,177.15 3,879.80 200 28700 2,000 0.1 - - -
- - 3,020 3,094.00 3,770.65 200 28800 2,000 0.1 - - -
- - 600 3,003.40 3,419.85 200 28900 2,000 0.15 - - -
- - 3,020 2,729.80 3,535.50 400 29000 800 1.2 - - -
- - 3,020 2,697.50 3,211.20 400 29100 800 0.75 - - -
- - 600 2,779.55 3,208.95 400 29200 800 0.8 - - -
- - 600 2,680.15 3,100.10 400 29300 800 0.8 - - -
- - 600 2,580.45 2,989.40 400 29400 800 0.8 - - -
- - 600 2,480.80 2,877.95 400 29500 400 1.75 - - -836.1
- - 600 2,381.30 2,770.30 400 29600 1,000 0.8 - - -
- - 600 2,281.85 2,661.55 400 29700 500 1.6 - - -
- - 600 2,182.50 2,551.75 400 29800 500 1.7 - - -
- - 600 2,083.20 2,440.35 400 29900 500 1.7 - - -
2,109.35 -379.4 40 2,087.85 2,125.85 20 30000 100 3.75 3.95 60 1.15
- - 600 1,884.00 2,226.90 2,420 30100 1,700 3.05 - - -
- - 600 1,786.40 2,111.35 400 30200 20 4.5 5 2,500 -1,115.05
1,950.55 146.85 20 1,771.55 2,005.55 400 30300 60 4.2 - - -1,160.45
- - 600 1,586.80 1,895.35 400 30400 20 5.5 6.6 60 -1,204.05
1,676.65 -255.7 60 1,590.90 1,628.80 20 30500 100 7 7.5 700 2.7
- - 600 1,393.40 1,802.00 400 30600 140 6.7 8.5 60 -1,296.45
- - 600 1,297.30 1,693.05 400 30700 20 9 9.6 80 2.4
- - 600 1,199.65 1,575.80 400 30800 140 10 10.8 1,020 3.15
- - 600 1,101.65 1,463.60 400 30900 540 13 14.1 20 6.25
1,130.00 -356 100 1,114.05 1,137.20 20 31000 220 17.3 17.5 1,180 10
1,226.55 - 20 1,002.80 1,043.15 20 31100 860 22.25 22.4 40 14.9
 940.00 -199.75 20 910.75 946.85 20 31200 60 26.8 27.35 900 18.7
810.00 -365 20 816.95 854.30 20 31300 20 30.15 34.5 1,000 20.2
729.95 -352 20 732.5 763.2 20 31400 900 40.7 41.95 2,000 28.15
655.1 -337.45 120 655 673.1 20 31500 40 51.3 52.45 2,140 33.85
573 -329.1 20 566.35 583.7 20 31600 200 59.4 64.85 40 41.05
496.05 -313.4 20 486.6 502.3 20 31700 20 79 83 240 54.2
402.75 -310.15 20 405.25 428.35 20 31800 40 102.35 105.95 40 70.75
341.85 -295.9 40 326.95 354 20 31900 20 134.4 135 1,880 84.45
282 -266.9 180 280.05 284 1,480 32000 100 168.1 170 140 107.9
219 -248.15 20 219 226 100 32100 20 203.2 210 20 127.6
175 -214.65 200 171.05 175 1,740 32200 1,500 254.2 264.35 160 151.35
137.55 -185.15 160 135 137.3 40 32300 900 318 325 200 186.55
102 -158.55 20 100.65 102 20 32400 40 374.45 389 160 214.35
77 -130.95 1,060 76 77 40 32500 20 460.75 465 100 241.05
56 -105.1 60 52.65 56 160 32600 20 530.5 549.15 20 266.55
41 -79.55 20 38.05 39.55 20 32700 20 620.65 639.9 60 282.5
28.5 -62 580 27.5 28.5 420 32800 20 705.1 716.15 400 303.45
19.35 -45.85 20 19.25 19.35 60 32900 20 798.9 813.4 40 333.95
13.1 -33.85 560 13.05 13.1 100 33000 20 891.2 932.35 20 335.1
8.15 -23.85 20 8.15 8.4 20 33100 20 986.05 1,024.20 100 407.55
6.35 -15.65 480 6.35 6.5 1,220 33200 20 1,084.00 1,122.25 120 465.65
4.7 -10.5 100 4.45 4.9 60 33300 20 1,164.65 1,227.70 80 -1,619.05
4.65 -6.55 60 4.65 4.7 440 33400 300 1,257.35 1,327.10 20 -
4 -5.25 40 4.05 4.2 2,760 33500 300 1,350.95 1,426.65 100 -1,585.80
2.85 -4.55 40 3.2 3.9 440 33600 300 1,432.20 1,550.90 200 -
2.6 -4.95 680 2.6 2.95 20 33700 300 1,531.35 1,650.25 200 -
2.3 -3.2 1,700 2.15 2.8 140 33800 200 1,627.90 1,750.10 200 -
2.4 -412 40 2 3 20 33900 200 1,727.75 1,850.30 200 -
1.95 -2.25 260 1.8 1.9 740 34000 20 1,879.40 1,917.20 40 -
- - 400 1.4 3.35 600 34100 300 1,727.45 2,090.60 300 -
- - 400 1.4 2.95 1,000 34200 500 1,878.60 2,216.90 500 -
1.9 -318.35 880 1.25 1.9 120 34300 500 1,968.85 2,316.85 500 -
- - 600 1.4 2.9 1,000 34400 500 2,060.45 2,389.60 300 -
- - 600 1.35 3 1,000 34500 300 2,335.40 2,450.30 200 -
- - 1,000 0.4 3.3 20 34600 200 2,244.85 2,589.20 200 -
- - 2,000 0.15 - - 34700 2,920 2,332.10 2,909.40 200 -
- - 1,000 0.35 - - 34800 300 2,425.05 2,784.65 300 -
- - 1,000 0.35 - - 34900 2,720 2,510.45 2,884.90 300 -
- - 2,000 0.1 2.75 20 35000 2,720 2,600.65 3,016.50 300 -
1.6 -180.65 1,160 0.2 - - 35100 300 2,698.20 3,085.40 300 -
- - 1,100 1.05 - - 35200 2,720 2,781.15 3,444.30 200 -
1.4 -5.75 1,160 0.25 2.7 200 35300 2,720 2,878.70 3,283.25 300 -
1.8 -1.2 560 1.65 1.95 980 35400 300 3,222.70 3,379.25 300 -
LTP IV Volume Chng in OI OI Chart

- - - - - Graph
2 42.47 1,572 20 20 Graph
2.1 41.73 3,508 60 60 Graph
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- - - - - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
3 27.71 2- - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
3.75 23.5 6,735 27,740 48,860 Graph
- - - - - Graph
5.55 22.71 100 540 540 Graph
4.65 21.11 18 100 100 Graph
6.6 21.15 532 3,540 3,540 Graph
7 20.26 23,755 44,500 57,780 Graph
8.5 19.8 7,034 8,480 8,480 Graph
9.35 18.99 13,132 17,840 18,380 Graph
10.8 18.31 17,260 37,920 38,060 Graph
13 17.76 21,243 56,780 57,020 Graph
17.5 17.6 152,833 300,480 429,780 Graph
22.4 17.27 45,070 30,220 44,780 Graph
 26.8 16.66 64,417 52,020 72,140 Graph
30.05 15.74 94,232 31,480 88,720 Graph
40.7 15.63 107,185 19,040 68,300 Graph
50.05 15.08 312,919 137,920 359,220 Graph
60.55 14.42 192,350 64,240 141,760 Graph
79.5 14.22 278,460 58,560 160,320 Graph
105 14.16 331,611 167,840 304,780 Graph
129.7 13.66 341,790 15,040 149,080 Graph
168.1 13.67 767,256 62,400 519,200 Graph
206 13.22 345,342 -26,520 191,300 Graph
254.2 12.97 372,765 -95,700 241,080 Graph
322 13.49 236,095 -57,920 116,420 Graph
389 13.56 98,922 -110,540 58,980 Graph
460.95 13.54 93,504 -13,780 133,260 Graph
540.45 13.68 14,954 -4,720 32,900 Graph
619.7 13.36 3,653 220 7,260 Graph
704.95 13.12 4,048 3,260 5,020 Graph
813.55 15.62 196 -160 600 Graph
895 14.26 1,417 -940 12,160 Graph
1,041.20 21.69 49 240 360 Graph
1,162.80 25.44 8 60 120 Graph
1,170.65 - 1 20 20 Graph
- - - - - Graph
1,356.40 - 3 60 60 Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
1,518.90 - - - 20 Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
- - - - - Graph
2,950.00 - - - 20 Graph
3,953,971 3,370,500 Total
 Price ChanChange in Signal Stock Call Put
CE_Long Liquidation Call <0 <0 Long Liquidation Sell Sell Buy
CE_Short Buildup <0 >0 Short Buildup Sell Sell Buy
CE_Long Buildup >0 >0 Long Buildup Buy Buy Sell
CE_Short Covering >0 <0 Short Covering Buy Buy Sell

PE_Long Liquidation Put <0 <0 Long Liquidation Buy Buy Sell
PE_Short Buildup <0 >0 Short Buildup Buy Buy Sell
PE_Long Buildup >0 >0 Long Buildup Sell Sell Buy
PE_Short Covering >0 <0 Short Covering Sell Sell Buy

My idea is to analyse tht eithr put or calls whose:

1) OI are more OTM, plus change in OI are maximum, then if we short them , profit is generated by time
2) The strategy can be double confirmed by hourly supertrend. I have been making some profits by this
I have been making some profits by this in nifty options recently but feel tht as weekly banknifty can giv
 Market will Go DownTraders unwinding their long positions by selling existing contracts
Market will Go DownDecrease in price is due to newly build short positions and further weakness is predicted
Market will Go up Indication of new money coming and indicates further continuance of uptrend
Market will Go up Increase in price is due to short covering of positions

Market will Go up
Market will Go up
Market will Go Down
Market will Go Down

hem , profit is generated by time decay.

een making some profits by this in nifty options recently but feel tht as weekly banknifty can give early profits as thus cycle repeats every w
el tht as weekly banknifty can give early profits as thus cycle repeats every week.
ess is predicted

fits as thus cycle repeats every week.