You are on page 1of 23

Call OI Strike Put OI Call value Put value Total Strike

20,000 75 756,000 0 176,790,000 176,790,000 75.00


8,000 77.5 304,000 50,000 140,470,000 140,520,000 77.50
32,000 80 2,536,000 120,000 104,910,000 105,030,000 80.00
12,000 82.5 984,000 270,000 75,690,000 75,960,000 82.50
480,000 85 2,884,000 450,000 48,930,000 49,380,000 85.00
252,000 87.5 1,636,000 1,830,000 29,380,000 31,210,000 87.50
2,672,000 90 3,028,000 3,840,000 13,920,000 17,760,000 90.00
1,080,000 92.5 1,436,000 12,530,000 6,030,000 18,560,000 92.50
5,084,000 95 1,360,000 23,920,000 1,730,000 25,650,000 95.00
1,384,000 97.5 116,000 48,020,000 830,000 48,850,000 97.50
6,696,000 100 200,000 75,580,000 220,000 75,800,000 100.00
1,168,000 102.5 - 119,880,000 110,000 119,990,000 102.50
1,988,000 105 44,000 167,100,000 0 167,100,000 105.00
176,000 107.5 - 219,290,000 -110,000 219,180,000 107.50
1,384,000 110 64,000 271,920,000 -220,000 271,700,000 110.00
48,000 112.5 - 328,010,000 -490,000 327,520,000 112.50
344,000 115 12,000 384,220,000 -760,000 383,460,000 115.00

Max Pain 90.00


Max Pain- ITC
450,000,000

400,000,000

350,000,000

300,000,000

250,000,000

200,000,000

150,000,000

100,000,000

50,000,000

0
75 77.5 80 82.5 85 87.5 90 92.5 95 97.5 100 102.5 105 107.5 110 112.5

;;
NIFTY SPOT

OR
OI price Call Call change
Interpretation change change Volume Call Net OI in OI
CE75 PE75 Long Buildup UP UP - 20000 -
CE77.5 PE77.5 Long Buildup UP UP - 8000 -
CE80 PE80 Long Buildup UP UP 3 32000 4000
CE82.5 PE82.5 Short covering DOWN UP 1 12000 -4000
CE85 PE85 Short covering DOWN UP 10 480000 -4000
CE87.5 PE87.5 Short covering DOWN UP 26 252000 -20000
CE90 PE90 Short covering DOWN UP 436 2672000 -548000
CE92.5 PE92.5 Short covering DOWN UP 317 1080000 -168000
CE95 PE95 Short covering DOWN UP 2401 5084000 -584000
CE97.5 PE97.5 Long Buildup UP UP 748 1384000 128000
CE100 PE100 Long Buildup UP UP 3456 6696000 308000
CE102.5 PE102.5 Long Buildup UP UP 390 1168000 344000
CE105 PE105 Long Buildup UP UP 812 1988000 364000
CE107.5 PE107.5 Long Buildup UP UP 16 176000 20000
CE110 PE110 Long Buildup UP UP 113 1384000 168000
CE112.5 PE112.5 Long Liquidation DOWN DOWN 2 48000 -8000
CE115 PE115 Long Buildup UP UP - 344000 -
CALLS

250000

200000

150000

100000

50000

0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
-50000 080 090 100 110 120 130 140 150 160 170 180 190 200 210 220 230
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
-100000

-150000

-200000
50000

0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
-50000 080 090 100 110 120 130 140 150 160 170 180 190 200 210 220 230
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
-100000

-150000

-200000

CHG in OI > Volume - Better to Sell the strike

STRIKE 78 80 83 85
CE SELL SELL BUY BUY
PE BUY BUY SELL SELL
PCR RATIO
29786.1 Last Update @ 15:30:30 Apr 11, 2019 Oversold CURRENT
0.72 0.00
0
Call Price Put Price Put Change in Put Net OI Put price
Call LTP strike Put LTP
change Change OI Volume change
- 13.5 75 0.1 0.05 -44000 756000 16 UP
- 14.9 77.5 0.15 0.05 -124000 304000 31 UP
0.6 15.7 80 0.15 -0.05 -280000 2536000 218 DOWN
3.35 13 82.5 0.25 -0.05 32000 984000 43 DOWN
1.4 11.6 85 0.3 -0.15 424000 2884000 688 DOWN
1.65 9.5 87.5 0.35 -0.3 256000 1636000 397 DOWN
1.2 7.05 90 0.5 -0.5 340000 3028000 1395 DOWN
0.9 4.95 92.5 0.9 -0.75 328000 1436000 473 DOWN
0.6 3.3 95 1.65 -1.05 980000 1360000 588 DOWN
0.5 2.2 97.5 2.95 -1.85 36000 116000 20 DOWN
0.3 1.35 100 4.45 -1.55 -12000 200000 18 DOWN
0.1 0.7 102.5 - - - - - UP
0.1 0.45 105 10.5 -0.75 -4000 44000 2 DOWN
0.1 0.3 107.5 - - - - - UP
- 0.2 110 14.15 -1.35 -4000 64000 3 DOWN
-0.05 0.1 112.5 - - - - - UP
- 0.1 115 28.35 - - 12000 - UP
PUTS

900000
800000
700000
600000
500000
Column I Column O
Column G 400000
Column Q
0 0 0 0 0 0 300000
80 90 0 0 10 20 30
11 11 12 1 2 12 12 200000
100000
0
-100000
Column I Column O
Column G 400000 Column Q
0 0 0 0 0 0 300000
1 80 1 90 20 0 210 2 20 2 30
1 1 1 1 1 1 200000
100000
0
-100000

Sell the strike CHG in OI < Volume - Better to Buy the strike

88 90 93 95 98 100 103 105 108


BUY BUY BUY BUY SELL SELL SELL SELL SELL
SELL SELL SELL SELL SELL BUY SELL BUY SELL
PCR RATIO Todays Date
Overbought 19/Jun/19
1.60

OI change Interpretation

DOWN Short covering


DOWN Short covering
DOWN Long Liquidation
UP Short Buildup
UP Short Buildup
UP Short Buildup
UP Short Buildup
UP Short Buildup
UP Short Buildup
UP Short Buildup
DOWN Long Liquidation
UP Long Buildup
DOWN Long Liquidation
UP Long Buildup
DOWN Long Liquidation
UP Long Buildup
UP Long Buildup
Column O
Column Q
Column O
Column Q

110
SELL
BUY
ASHOKLEY
96.1
95
2.5

CE PE
CEStrike PrPEStrike Price
CE57.5 PE57.5
CE60 PE60
CE62.5 PE62.5
CE65 PE65
CE67.5 PE67.5
CE70 PE70
CE72.5 PE72.5
CE75 PE75
CE77.5 PE77.5
CE80 PE80
CE82.5 PE82.5
CE85 PE85
CE87.5 PE87.5
CE90 PE90
CE92.5 PE92.5
CE95 PE95
CE97.5 PE97.5
CE100 PE100
CE102.5 PE102.5
CE105 PE105
CE107.5 PE107.5
CE110 PE110
CE112.5 PE112.5
CE115 PE115
CE117.5 PE117.5
CE120 PE120
CE122.5 PE122.5
CE125 PE125
CE127.5 PE127.5
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
Option Chain (Equity Derivatives)
View Options Contracts for:
OR
Filter by: Expiry Date
Futures contracts

Chart
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
Graph
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 bhavc
highlighted Highlighted options are in-the-money.
Underlying Stock: ASHOKLEY 96.10 As on Apr 12, 2019 15:30:30 IST

CALLS

OI

-
-
-
-
-
-
-
20,000
8,000
32,000
12,000
480,000
252,000
2,672,000
1,080,000
5,084,000
1,384,000
6,696,000
1,168,000
1,988,000
176,000
1,384,000
48,000
344,000
-
624,000
-
4,000
-
23,456,000

volatility.

ed at the end of the day after bhavcopy file has been made available on the website.
Bid Bid Ask Ask
Chng in OI Volume IV LTP Net Chng
Qty Price Price Qty
- - - - - 40,000 33.6 41.85 40,000
- - - - - 40,000 31.25 42.15 40,000
- - - - - 40,000 28.85 39.25 40,000
- - - - - 40,000 26.5 36.5 40,000
- - - - - 40,000 24.1 33.8 40,000
- - - - - 40,000 21.85 31.1 40,000
- - - - - 40,000 19.45 28.45 40,000
- - - 13.5 - 8,000 19.5 24.4 20,000
- - - 14.9 - 80,000 15.55 21.8 24,000
4,000 3 - 15.7 0.6 84,000 16.45 17.15 36,000
-4,000 1 - 13 3.35 12,000 14.15 14.9 80,000
-4,000 10 43.46 11.6 1.4 4,000 11.75 12.15 12,000
-20,000 26 47.76 9.5 1.65 4,000 9.35 9.65 4,000
-548,000 436 38.83 7.05 1.2 8,000 7 7.2 4,000
-168,000 317 35.45 4.95 0.9 4,000 5 5.1 4,000
-584,000 2,401 35.04 3.3 0.6 40,000 3.25 3.35 4,000
128,000 748 37.04 2.2 0.5 32,000 2.15 2.2 4,000
308,000 3,456 37.59 1.35 0.3 4,000 1.35 1.4 160,000
344,000 390 36.4 0.7 0.1 28,000 0.7 0.75 12,000
364,000 812 38.91 0.45 0.1 152,000 0.4 0.45 224,000
20,000 16 41.49 0.3 0.1 20,000 0.25 0.3 4,000
168,000 113 43.75 0.2 - 332,000 0.15 0.2 312,000
-8,000 2 43.49 0.1 -0.05 4,000 0.1 0.4 28,000
- - - 0.1 - 12,000 0.1 0.15 120,000
- - - - - - - 0.3 20,000
56,000 14 57.96 0.1 0.05 280,000 0.05 0.1 140,000
- - - - - - - 0.5 12,000
- - - 0.05 - - - 0.05 4,000
- - - - - - - 0.5 16,000
8,745

the website.
PUTS
Bid Bid Ask Ask
Strike Price Net Chng LTP IV Volume
Qty Price Price Qty
57.5 - - 0.1 4,000 - - - -
60 - - 0.05 8,000 - 0.05 - -
62.5 - - 0.1 4,000 - - - -
65 - - 0.1 4,000 - - - -
67.5 - - 0.1 4,000 - - - -
70 12,000 0.05 0.1 8,000 - 0.05 - -
72.5 4,000 0.05 0.1 40,000 - 0.3 - -
75 100,000 0.05 0.1 72,000 0.05 0.1 67.71 16
77.5 296,000 0.05 0.15 44,000 0.05 0.15 64.44 31
80 1,184,000 0.1 0.15 36,000 -0.05 0.15 56.52 218
82.5 20,000 0.2 0.25 96,000 -0.05 0.25 54.18 43
85 520,000 0.25 0.3 436,000 -0.15 0.3 47.87 688
87.5 212,000 0.3 0.4 12,000 -0.3 0.35 40.92 397
90 140,000 0.5 0.55 40,000 -0.5 0.5 35.81 1,395
92.5 8,000 0.9 1 52,000 -0.75 0.9 33.35 473
95 12,000 1.5 1.75 24,000 -1.05 1.65 32 588
97.5 4,000 2.9 3 4,000 -1.85 2.95 32.81 20
100 4,000 4.5 4.8 4,000 -1.55 4.45 30.5 18
102.5 4,000 6.2 6.7 4,000 - - - -
105 4,000 8.4 9.65 8,000 -0.75 10.5 68.28 2
107.5 28,000 10.35 11 4,000 - - - -
110 88,000 12.65 13.75 100,000 -1.35 14.15 58.36 3
112.5 28,000 15.15 16.3 8,000 - - - -
115 8,000 17.55 18.8 8,000 - 28.35 - -
117.5 8,000 20.1 21.25 8,000 - - - -
120 8,000 22.6 25.15 8,000 -1.65 26 127.24 1
122.5 8,000 25.1 26.25 8,000 - - - -
125 8,000 27.6 28.65 8,000 - 33.5 - -
127.5 8,000 29.95 31.15 8,000 -0.1 32.5 - -
3,893
Chng in OI OI Chart

- - Graph
- 8,000 Graph
- - Graph
- - Graph
- - Graph
- 24,000 Graph
- 16,000 Graph
-44,000 756,000 Graph
-124,000 304,000 Graph
-280,000 2,536,000 Graph
32,000 984,000 Graph
424,000 2,884,000 Graph
256,000 1,636,000 Graph
340,000 3,028,000 Graph
328,000 1,436,000 Graph
980,000 1,360,000 Graph
36,000 116,000 Graph
-12,000 200,000 Graph
- - Graph
-4,000 44,000 Graph
- - Graph
-4,000 64,000 Graph
- - Graph
- 12,000 Graph
- - Graph
- 168,000 Graph
- - Graph
- 60,000 Graph
- 136,000 Graph
15,772,000 Total

You might also like