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Option Chain (Equity Derivatives)Underlying Index: NIFTY 12352.

35 As on Jan 17, 2020 15:30:29 IST


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Futures contracts

CALLS
Chart OI Chng in OI

Graph - -
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Graph 1,050 75
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Graph 27,975 -
Graph 150 -
Graph 32,475 75
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Graph 150 -
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Graph 600 -150
Graph - -
Graph 9,525 5,400
Graph - -
Graph 4,650 300
Graph 900 -
Graph 286,200 -1,050
Graph 6,825 225
Graph 34,875 -4,425
Graph 11,775 2,625
Graph 225,150 29,925
Graph 46,800 -5,400
Graph 840,750 175,650
Graph 894,000 307,800
Graph 1,936,875 764,775
Graph 651,075 194,475
Graph 1,268,925 547,350
Graph 530,175 244,800
Graph 687,000 158,850
Graph 179,325 102,600
Graph 389,325 43,575
Graph 16,950 4,275
Graph 272,850 80,550
Graph 7,425 7,425
Graph 27,150 8,475
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Graph 883,725 169,800
Graph - -
Graph 17,250 900
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Graph 150 75
Graph - -
Graph - -
Graph 49,425 45,150
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Graph 150 150
Graph 15,975 15,600
Graph 900 450
Total 9,358,500

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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 made available on the
highlighted Highlighted options are in-the-money.
PUTS
Volume IV LTP Net Chng Bid Bid Ask Ask Strike Price Bid Bid Ask
Qty Price Price Qty Qty Price Price
- - - - 3,525 1,900.80 2,092.90 1,125 10350 750 0.55 1.2
- - - - 6,000 1,765.35 2,091.40 6,000 10400 450 0.15 0.9
- - - - 6,000 1,697.40 2,029.90 1,125 10450 - - 1.25
- - - - 6,000 1,665.55 1,978.25 1,125 10500 - - 1
- - - - 6,000 1,606.95 1,925.60 1,125 10550 4,950 0.05 1.7
- - - - 6,000 1,565.70 1,873.25 1,125 10600 4,950 0.05 1.7
- - - - 6,000 1,516.65 1,820.75 1,125 10650 4,950 0.05 1.7
- - - - 6,000 1,465.50 1,768.00 1,125 10700 4,950 0.05 1.6
- - - - 6,000 1,426.55 1,715.90 1,125 10750 4,950 0.05 1.8
- - - - 6,000 1,365.65 1,669.60 4,875 10800 3,000 0.1 1.8
- - - - 6,000 1,336.15 1,610.60 1,125 10850 4,950 0.05 1.85
- - - - 6,000 1,265.45 1,558.10 1,125 10900 900 0.25 1
- - - - 6,000 1,246.05 1,505.55 1,125 10950 - - 1.7
1 50.72 1,381.00 35.95 75 1,348.85 1,361.85 75 11000 525 0.85 0.9
- - - - 1,125 1,282.65 1,441.90 1,125 11050 1,800 0.05 1.85
- - - - 1,200 1,240.85 1,277.30 1,200 11100 4,950 0.6 1
- - - - 4,875 1,066.55 1,331.80 1,125 11150 1,800 0.05 2
- - - - 1,200 1,140.90 1,177.20 1,200 11200 4,500 0.65 0.85
- - - - 4,875 915.15 1,221.65 1,125 11250 2,325 0.45 2
- - - - 1,275 1,041.05 1,077.15 1,275 11300 7,200 0.8 0.85
- - - - 4,875 815.15 1,111.20 4,875 11350 150 0.6 1.7
48 31.5 974.85 24.8 150 950.5 955.25 75 11400 675 0.9 1
3 30.14 925 29.25 75 898.6 912.85 75 11450 3,000 0.6 1.9
16 - 860 8.15 75 852.85 855.75 150 11500 975 1.3 1.4
- - - - 4,875 705.85 949.85 4,875 11550 750 1.25 2.5
- - 714 - 1,050 741.35 771.55 1,050 11600 1,950 1.1 1.25
- - - - 5,925 615.7 842 1,050 11650 375 1.1 1.4
2- 650 -3.9 75 650.5 661.15 75 11700 4,500 1.45 1.55
- - - - 5,925 525.15 741.6 1,050 11750 1,200 1.6 1.8
99 - 556.6 -2.85 75 552.7 557.4 525 11800 1,125 1.7 1.75
- - - - 600 489.95 523.6 600 11850 2,325 1.45 2.25
24 - 467.65 9.4 75 451.8 462.7 75 11900 3,000 2.25 2.75
- - 405 -0.3 300 401.25 418.5 300 11950 75 3.3 3.4
530 - 359.05 0.55 75 357.5 361.35 300 12000 225 4 5
125 - 310 -0.95 300 308 312.7 150 12050 75 4.75 5.15
1,166 - 261.95 -1.25 600 260.1 263.15 75 12100 450 6.5 6.9
521 - 214.8 -2.45 150 214.75 218.05 75 12150 825 10 10.85
13,001 - 171.15 0.35 75 170.5 172 75 12200 75 15.7 16.25
13,511 6.53 128.35 -3.95 75 128.3 131 150 12250 150 24.1 24.65
153,192 7.95 94.5 -1.35 75 93.35 94.5 3,750 12300 75 38 38.2
203,997 8.37 64.95 -2.35 825 63.5 64.8 75 12350 75 57.8 58.5
361,705 8.46 41 -4.15 8,175 41 41.35 150 12400 75 84 84.95
149,933 8.54 24.05 -4.35 1,950 24 24.9 75 12450 75 118.05 120.05
189,298 8.83 14 -3.15 1,350 14 14.2 3,675 12500 150 156.2 157.95
61,011 8.72 6.7 -2.55 825 6.5 6.85 1,950 12550 300 198.8 201.8
83,600 8.88 3.3 -1.8 150 3.25 3.75 300 12600 300 243.95 249
18,762 9.49 2.05 -0.95 750 1.6 2.05 1,350 12650 600 281.75 307.75
30,745 10.42 1.6 -0.4 900 1.6 1.75 10,650 12700 75 338.85 345
2,716 11.28 1.25 -0.3 300 1 1.25 450 12750 600 381.2 406.95
5,875 12.13 1 -0.3 1,050 1 1.1 225 12800 75 438.2 451.1
402 13.13 0.9 -56 300 0.85 1.1 375 12850 5,850 360.25 519.5
1,294 14.07 0.8 -0.3 675 0.8 0.85 375 12900 1,200 524.85 558.8
- - - - 900 0.25 2.35 600 12950 5,850 460.45 618.8
8,708 16.55 0.85 -0.35 75 0.9 0.95 2,775 13000 75 636.05 650.95
- - - - - - 2.2 675 13050 5,850 603.85 718.9
108 18.05 0.65 -0.4 450 0.65 0.85 75 13100 5,850 610.25 768.9
- - - - 4,950 0.05 1.75 300 13150 5,850 694.3 818.55
- - - - 3,000 0.25 1.45 1,650 13200 975 774.2 868.2
- - - - 4,950 0.05 2.3 3,000 13250 5,850 804.95 917.9
- - - - 1,500 0.25 1.45 1,650 13300 5,850 850.1 967.75
3 20.09 0.15 -1.7 525 0.15 1.65 150 13350 5,775 895.9 1,017.60
- - - - 1,500 0.1 2.2 4,500 13400 5,775 940.6 1,067.45
- - - - 4,950 0.05 2.3 3,000 13450 5,775 986.35 1,117.30
1,171 25.51 0.5 -0.4 3,000 0.35 0.45 4,500 13500 5,775 1,031.30 1,167.20
- - - - 4,950 0.05 1.7 4,500 13550 5,775 1,075.95 1,217.05
- - - - 4,950 0.15 1.5 2,700 13600 5,775 1,121.05 1,266.90
- - - - 4,950 0.05 1.7 4,500 13650 5,775 1,166.40 1,316.80
- - - - 1,500 0.1 1.5 2,700 13700 5,775 1,211.65 1,409.40
2 37.24 2.95 2.8 150 0.15 1 300 13750 5,775 1,253.15 1,461.20
294 28.63 0.2 0.1 4,125 0.2 0.45 3,750 13800 5,775 1,311.85 1,513.05
15 28.77 0.15 -0.5 75 0.15 0.4 9,900 13850 5,775 1,343.00 1,565.65
1,301,878

been made available on the website.


Ask Net Chng LTP IV Volume Chng in OI OI Chart
Qty
75 1.15 1.2 53.87 157 2,175 2,175 Graph
900 -0.3 0.65 49.32 1,603 - - Graph
75 -0.7 0.75 48.77 12,068 4,950 4,950 Graph
4,950 - - - - - - Graph
3,000 - - - - - - Graph
750 - - - - - - Graph
3,000 - - - - - - Graph
750 - - - - - - Graph
3,000 - - - - - - Graph
1,050 - - - - - - Graph
750 - - - - - - Graph
1,500 - - - - - - Graph
3,000 - - - - - - Graph
2,700 -0.45 0.85 35.65 2,650 59,925 374,250 Graph
975 - - - - - - Graph
4,500 -0.35 1 33.8 31 -225 1,200 Graph
975 - - - - - - Graph
1,500 -0.85 0.65 30.3 164 5,250 29,700 Graph
525 -35.85 1 30.05 1 75 75 Graph
300 -0.95 0.8 28.07 986 34,800 58,500 Graph
150 -0.4 1.6 29.2 2 75 1,125 Graph
1,500 -1 0.9 25.98 590 7,350 80,175 Graph
75 0.2 1.5 26.36 3- 150 Graph
4,425 -0.95 1.3 24.6 11,024 -77,250 1,008,225 Graph
600 - - - - - - Graph
450 -1.15 1.15 21.68 3,279 -17,250 164,100 Graph
750 -0.8 1.85 21.77 5 225 300 Graph
15,600 -1.2 1.55 19.92 6,037 -27,225 348,375 Graph
1,500 -1.25 1.8 19.01 97 1,200 3,225 Graph
450 -1.55 1.7 17.51 7,735 -3,150 247,050 Graph
300 -1.45 2 16.57 1,762 15,000 16,350 Graph
12,975 -1.05 2.75 15.99 23,234 -21,300 419,400 Graph
300 -0.95 3.3 15.06 5,761 51,000 80,700 Graph
225 -1 4 14.03 47,193 141,750 1,030,050 Graph
2,775 -0.9 5.1 13.12 16,468 61,875 180,750 Graph
8,325 -1.15 6.9 12.32 63,764 200,550 726,675 Graph
600 -0.75 10.75 11.92 43,853 82,650 354,675 Graph
675 -1.75 16.2 11.43 144,433 288,975 1,089,750 Graph
825 -3.5 24 10.9 106,703 234,150 611,325 Graph
450 -3.45 38.2 10.87 315,842 267,075 1,976,700 Graph
2,025 -4.35 58.5 10.97 198,311 502,425 1,238,400 Graph
1,050 -5.95 84.6 11.09 129,642 261,600 684,300 Graph
75 -5.2 118.05 11.53 12,861 53,250 83,100 Graph
825 -3.95 157.65 12.31 13,217 49,425 112,050 Graph
75 -4.6 201.05 13.31 305 7,500 8,625 Graph
75 -5.05 247 14.49 633 1,200 9,600 Graph
600 - - - - - - Graph
75 -2 348 18.75 14 - 4,575 Graph
600 - - - - - - Graph
75 - 446.35 - - - 900 Graph
975 - - - - - - Graph
1,200 -315 538 22.28 1 75 75 Graph
975 - - - - - - Graph
75 11.5 640 26.4 3 75 150 Graph
975 - - - - - - Graph
975 - - - - - - Graph
975 - - - - - - Graph
975 - - - - - - Graph
975 - - - - - - Graph
975 - - - - - - Graph
900 - - - - - - Graph
900 - - - - - - Graph
900 - - - - - - Graph
900 - - - - - - Graph
900 - - - - - - Graph
900 - - - - - - Graph
900 - - - - - - Graph
900 - - - - - - Graph
900 - - - - - - Graph
900 - - - - - - Graph
900 - - - - - - Graph
1,170,432 10,951,725 Total
NIFTY
Interpretation OI chg Price Chg Volume Net OI Chg in OI Prv OI Chg in Price Prv Close LTP
300 24 468 11900
- - 405 11950
-1050 530 359 12000
225 125 310 12050
-4425 1166 262 12100
2625 521 214.8 12150
29925 13001 171 12200
-5400 13511 128 12250
175650 153192 94.5 12300
307800 203997 64.95 12350
764775 361705 41 12400
194475 149933 24.05 12450
547350 189298 14 12500
244800 61011 6.7 12550
158850 83600 3.3 12600
102600 18762 2.05 12650
43575 30745 1.6 12700
4275 2716 1.25 12750
80550 5875 1 12800
7425 402 0.9 12850
8475 1294 0.8 12900
LTP Prv Close Chg in PricPrv OI Chg in OI Net OI Volume Price Chg OI chg Interpretation
PCR
NIFTY
DATA ANALYSIS_01 ANALYSIS_02 OM SAI RAM
Err:509 Err:509 Err:509 #REF!
Err:509 Err:509 Err:509 #REF!
Err:509 Err:509 Err:509 NIFTY (SPOT)
Err:509 Err:509 Err:509 Err:509
Err:509 Err:509 Err:509 DATA ANALYSIS OF OI DATA
Err:509 Err:509 Err:509 POSITIONAL TREND
Err:509 Err:509 Err:509 Err:509
Err:509 Err:509 Err:509 INTRADAY TREND
Err:509 Err:509 Err:509 Err:509
Err:509 Err:509 Err:509
Err:509 Err:509 Err:509
Err:509 Err:509 Err:509 DATA ANALYSIS OF PCR
Err:509 Err:509 Err:509
Err:509 Err:509 Err:509 Err:509

OPEN INTEREST
CALL MAXIMUM O I Err:509 MAXIMUM OPEN INTEREST IN CALL
CALL HIGHEST ADDN IN O I Err:509 Err:509
CALL HIGHEST REDN IN O I Err:509 MAXIMUM OPEN INTEREST IN PUT
PUT MAXIMUM O I Err:509 Err:509
PUT HIGHEST ADDN IN O I Err:509
PUT HIGHEST REDN IN O I Err:509
Calls Nifty Puts 2,500,000
OI Chg in OI OI Chg in OI 2,000,000 Open Interest
4,650 300 11900 419,400 -21,300 1,500,000
900 - 11950 80,700 51,000
1,000,000
286,200 -1050 12000 1,030,050 141,750
6,825 225 12050 180,750 61,875 500,000
34,875 -4425 12100 726,675 200,550 0
11,775 2625 12150 354,675 82,650
225,150 29925 12200 1,089,750 288,975
46,800 -5400 12250 611,325 234,150
840,750 175650 12300 1,976,700 267,075
894,000 307800 12350 1,238,400 502,425
1,936,875 764775 12400 684,300 261,600 Chg In OI
651,075 194475 12450 83,100 53,250 900000
800000
1,268,925 547350 12500 112,050 49,425
700000
530,175 244800 12550 8,625 7,500 600000
687,000 158850 12600 9,600 1,200 500000
179,325 102600 12650 - - 400000
389,325 43575 12700 4,575 - 300000
200000
16,950 4275 12750 - -
100000
272,850 80550 12800 900 - 0
7,425 7425 12850 - - -100000 900 950 000 050 100 150 200 250 300 350 400 450 500 550 600 650 700 750 800 850 9
11 11 12 12 12 12 12 12 12 12 12 12 12 12 12 12 12 12 12 12 12
27,150 12900 75 75
Interest

n OI

00 50 00 50 00 50 00 50 00 50 00
24 124 125 125 126 126 127 127 128 128 129

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