Professional Documents
Culture Documents
CALLS
OI price Call
TREND Interpretation Call Net OI
change change Volume
6000000
5000000
4000000
3000000
2000000
1000000
0
8400 8500 8600 8700 8800 8900 9000 9100 9200 9300 9400 9500 9600 9
0
8400 8500 8600 8700 8800 8900 9000 9100 9200 9300 9400 9500 9600 9
600000
500000
400000
300000
200000
100000
0
8400 8500 8600 8700 8800 8900 9000 9100 9200 9300 9400 9500 9600 9700
-100000
-200000
Options Open Interest Analysis Simplified
NIFTY SPOT 9182.45 Last Update @ 15:26:30 Apr 10, 2017
160000
140000
120000
100000
40000
20000
0
00 9300 9400 9500 9600 9700 9800 9900
84008500860087008800890090009100
20000
0
00 9300 9400 9500 9600 9700 9800 9900
84008500860087008800890090009100
10
Call change in OI
-5
Put Change in OI
-10
-20
ified
Todays Date
5/May/17
PUTS
Put price
Put Net OI OI change Interpretation TREND
Volume change
Call Volume
Put Volume
008700880089009000910092009300940095009600970098009900
008700880089009000910092009300940095009600970098009900
Total
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
Underlying Index: NIFTY 9182.45 As on Apr 10, 2017 15:26:30 IST
OI Chng in OI
225,450 -525
310,500 -3,975
- -
21,450 -225
- -
33,675 -
- -
34,650 -
- -
1,156,800 -16,125
4,950 -
64,875 -225
- -
27,150 -
- -
35,475 300
- -
99,675 75
- -
1,100,325 -16,575
- -
433,050 -12,750
- -
702,825 -31,650
- -
578,025 -98,700
2,025 -
581,925 -2,850
- -
804,150 -23,775
2,025 -
453,225 -4,125
450 75
627,900 21,750
900 -
650,250 -3,825
450 -
551,400 -35,850
825 -75
1,185,300 -68,850
16,725 -450
1,986,825 28,575
96,225 3,075
3,653,175 486,225
494,700 106,275
4,404,675 -75,975
684,525 464,475
4,240,575 341,850
347,550 9,000
4,985,850 6,825
134,925 -600
1,874,850 -164,700
23,175 -1,575
824,475 276,000
225 -
600,000 2,325
975 -
99,675 -750
1,050 -
754,575 9,375
- -
75 -
- -
3,375 -150
- -
3,525 375
- -
300 -
- -
485,475 7,125
- -
3,600 -
8,250 7,500
- -
- -
35,419,050
PUTS
Volume IV LTP Net Chng Bid Bid Ask Ask Strike Price Bid
Qty Price Price Qty Qty
12 - 2,141 -2 300 2,144 2,148 225 7,050 3,900
193 - 2,099 -3 150 2,094 2,101 225 7,100 450
- - - - 2,100 2,024 2,077 2,100 7,150 -
28 - 1,998 -2 300 1,994 2,004 75 7,200 225
- - - - 1,200 1,724 2,083 75 7,250 -
1- 1,885 -15 150 1,894 1,902 375 7,300 1,050
- - - - 1,200 1,624 1,983 75 7,350 -
85 - 1,798 1 75 1,795 1,804 75 7,400 300
- - - - 1,200 1,524 1,888 75 7,450 -
731 - 1,698 0 525 1,697 1,700 75 7,500 14,700
- - - - 7,425 1,631 1,676 6,750 7,550 13,500
8- 1,613 19 75 1,595 1,604 75 7,600 300
- - - - 7,500 1,471 1,639 7,500 7,650 7,500
43 - 1,500 -10 600 1,496 1,504 75 7,700 1,275
- - - - 7,500 1,371 1,539 7,500 7,750 7,500
28 - 1,394 -7 75 1,396 1,405 75 7,800 1,875
- - - - 3,450 1,341 1,411 7,500 7,850 7,500
14 - 1,297 -2 225 1,297 1,305 150 7,900 2,025
- - - - 7,500 1,227 1,301 75 7,950 8,100
883 - 1,200 -1 75 1,201 1,204 75 8,000 9,150
- - - - 5,700 1,143 1,161 1,800 8,050 75
198 - 1,105 -6 150 1,107 1,108 75 8,100 4,725
- - - - 750 1,044 1,145 6,975 8,150 7,500
1,127 - 1,009 3 900 1,007 1,009 75 8,200 1,350
- - - - 1,200 758 1,106 75 8,250 600
1,849 - 908 5 600 907 910 75 8,300 1,650
- - - - 1,200 664 1,009 75 8,350 600
145 - 805 3 75 805 808 150 8,400 1,800
- - - - 1,200 565 909 75 8,450 7,500
414 - 709 -1 75 707 709 150 8,500 5,400
- - - - 600 652 664 1,200 8,550 2,250
92 - 604 -9 75 607 610 300 8,600 2,550
1- 563 33 750 554 565 1,200 8,650 1,950
646 - 509 -3 75 509 513 150 8,700 3,000
- - - - 525 456 484 3,600 8,750 300
448 - 415 -4 750 413 415 75 8,800 3,075
- - - - 300 361 368 225 8,850 150
1,108 - 320 -4 150 319 320 75 8,900 525
5- 263 -48 75 271 277 825 8,950 375
5,869 9 232 -6 150 232 233 75 9,000 2,400
135 12 202 5 75 189 191 75 9,050 75
19,172 9 152 -7 75 152 153 900 9,100 900
782 10 119 -6 75 118 120 300 9,150 300
118,939 9 88 -8 375 88 88 825 9,200 1,650
15,469 9 62 -8 225 62 62 75 9,250 450
150,613 9 43 -5 3,375 43 43 1,800 9,300 75
16,456 9 27 -5 300 27 27 75 9,350 825
112,483 9 17 -3 1,125 17 17 1,950 9,400 525
6,083 9 9 -2 1,200 9 9 5,550 9,450 75
82,611 9 5 -1 1,350 5 5 3,150 9,500 75
1,746 9 3 -1 225 3 3 300 9,550 225
33,835 9 1 -1 14,475 1 1 21,000 9,600 150
136 10 1 -1 600 1 1 1,350 9,650 375
17,500 10 1 0 1,425 1 1 12,975 9,700 75
- - - - 225 0 2 225 9,750 150
1,581 11 1 0 5,925 1 1 15,525 9,800 75
- - - - 12,525 0 1 225 9,850 375
1,588 13 0 0 18,450 0 0 225 9,900 375
- - - - 7,500 0 2 18,000 9,950 6,750
2,318 14 0 0 28,350 0 0 8,025 10,000 150
- - - - - - 3 5,100 10,050 375
120 16 0 0 7,500 0 1 1,500 10,100 7,800
- - - - - - 3 5,100 10,150 75
2 17 0 0 7,500 0 1 300 10,200 2,025
- - - - - - - - 10,250 1,200
14 19 0 0 3,375 0 0 75 10,300 4,500
- - - - - - 3 5,100 10,350 525
1- 0 0 7,500 0 1 150 10,400 6,750
- - - - - - 3 5,100 10,450 75
513 21 0 0 225 0 0 7,050 10,500 225
- - - - - - - - 10,550 1,200
2 23 0 0 6,000 0 0 825 10,600 150
100 25 1 0 6,000 1 1 75 10,650 1,200
- - - - - - - - 10,700 1,200
- - - - - - - - 10,750 1,200
596,127
Bid Ask Ask Net Chng LTP IV Volume Chng in OI OI Chart
Price Price Qty
0 0 75 0 0 39 3 75 6,750
0 0 300 0 0 41 102 -2,700 7,575
- 2 900 - - - - - -
0 1 300 - 1 41 196 6,525 9,375
- 3 900 - - - - - -
0 1 1,875 0 0 37 26 75 3,525
- 3 900 - - - - - -
0 0 1,050 0 0 36 108 825 6,750
- 3 900 - - - - - -
0 0 9,825 0 0 33 728 -900 191,625
0 1 1,500 - - - - - 1,800
0 1 75 0 1 33 68 -225 25,275
0 3 900 - - - - - -
1 1 750 0 1 31 89 3,075 20,550
0 3 900 - - - - - -
1 1 3,000 0 1 29 49 675 32,175
0 3 900 - - - - - -
1 1 1,650 0 1 28 96 1,050 62,700
0 3 900 - - - - - -
1 1 1,425 0 1 25 981 10,200 449,025
1 2 1,425 1 2 27 1 75 225
1 1 750 0 1 24 816 -12,825 255,975
0 3 900 - - - - - -
1 1 10,650 0 1 23 1,684 -8,475 668,925
0- - - - - - - -
2 2 900 -1 2 21 2,716 37,650 416,175
1- - - - - - - 1,050
2 2 2,100 0 2 20 3,503 -20,250 770,475
1- - - - - - - 75
3 3 4,800 0 3 18 10,749 155,700 2,523,150
3 3 975 -1 3 17 40 75 6,600
3 3 2,775 -1 3 17 19,796 -95,475 1,381,275
4 4 150 -1 4 16 90 1,200 9,900
5 5 750 -2 5 15 28,759 69,150 2,143,500
6 6 375 -2 6 15 359 8,025 45,000
8 8 1,350 -3 8 14 46,143 271,200 2,910,825
10 10 450 -4 10 14 1,940 31,650 150,000
14 14 900 -4 14 13 52,459 234,900 3,206,250
18 18 75 -5 18 13 4,169 23,175 146,400
25 25 7,950 -5 25 13 86,934 2,100 5,393,700
33 33 150 -7 33 12 10,366 351,525 571,650
45 45 1,800 -7 45 12 113,249 142,725 4,942,350
60 60 75 -7 60 12 7,899 83,025 514,500
78 78 675 -7 78 11 152,150 228,075 3,967,350
100 101 75 -6 101 11 5,278 18,000 267,000
130 130 150 -5 130 11 38,501 -148,200 1,530,525
162 164 75 -3 164 11 311 150 29,625
202 204 75 -3 202 11 6,858 -116,925 577,425
243 247 825 4 247 13 11 300 450
289 290 75 -2 290 12 2,776 -48,525 713,325
334 342 225 - - - - - 75
383 387 150 2 386 14 394 -10,050 96,675
421 441 375 - - - - - -
481 485 75 6 486 - 203 -9,975 60,000
524 542 975 - - - - - -
580 585 225 4 584 18 23 -225 11,550
622 650 5,400 - - - - - -
679 683 75 -14 667 - 23 -525 33,525
649 793 6,750 - - - - - 1,050
778 780 375 2 778 22 1,673 -4,350 648,450
748 845 75 - - - - - -
861 902 7,800 - - - - - 75
850 1,032 375 - - - - - -
973 996 75 - - - - - 4,125
820 1,251 75 - - - - - -
1,071 1,103 375 - - - - - 225
1,070 1,330 75 - - - - - -
1,167 1,208 6,750 - - - - - 450
1,150 1,453 75 - - - - - -
1,276 1,280 75 -2 1,275 31 508 -3,525 695,025
1,111 1,560 75 - - - - - -
1,375 1,379 1,200 -7 1,366 - 4- 36,900
1,211 1,660 75 - - - - - -
1,221 1,719 150 - - - - - 375
1,263 1,769 150 - - - - - -
602,831 35,549,325 Total
Strike PCR
0.03
0.02
#VALUE!
0.44
#VALUE!
0.10
#VALUE!
0.19
#VALUE!
0.17
0.36
0.39
#VALUE!
0.76
#VALUE!
0.91
#VALUE!
0.63
#VALUE!
0.41
#VALUE!
0.59
#VALUE!
0.95
#VALUE!
0.72
0.52
1.32
#VALUE!
3.14
3.26
3.05
22.00
3.41
50.00
4.48
333.33
5.81
177.45
4.55
34.18
2.49
5.35
1.09
0.54
0.35
0.04
0.14
0.00
0.14
0.00
0.05
#VALUE!
0.07
#VALUE!
0.02
#VALUE!
0.34
#REF!
1.00
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!