Options Open Interest Analysis

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Options Open Intere

NIFTY SPOT 8467.9

CALLS

OI price Call Call change Call Price


TREND Interpretation change change Volume Call Net OI in OI change

BULLISH Short covering DOWN UP 373 319050 -17775 150.4


BULLISH Short covering DOWN UP 1892 561300 -58050 149.55
BULLISH Short covering DOWN UP 2143 706650 -66825 145.35
BULLISH Short covering DOWN UP 4672 1199775 -189225 138.75
BULLISH Short covering DOWN UP 5434 1214475 -34575 129.15
BULLISH Short covering DOWN UP 8920 1209225 -158100 115.3
BULLISH Short covering DOWN UP 41745 2067750 -592725 96.7
BULLISH Short covering DOWN UP 140248 2871375 -818175 75.1
BULLISH Short covering DOWN UP 240490 4375650 -27450 52.2
BULLISH Long Buildup UP UP 187842 3942000 1020750 30.95
BULLISH Long Buildup UP UP 135133 4416525 750900 15
BULLISH Long Buildup UP UP 59466 1664700 229500 6.3
BULLISH Long Buildup UP UP 31023 999225 259875 2.05
BULLISH Long Buildup UP UP 17153 1420500 114750 0.6
BULLISH Long Buildup UP UP 1888 134400 2550 0.4
BULLISH Short covering DOWN UP 600 274425 -13950 0.25

5000000

4500000

4000000

3500000

3000000

2500000 Call Net OI


Put Net OI
2000000

1500000

1000000

500000

0
00 8 00 9 00 0 00 1 00 20 0 300 400 500 600 700 8 00 9 00 0 00 1 00 2 00
77 7 7 8 8 8 8 8 8 8 8 8 8 9 9 9
3000000

2500000

2000000

1500000

1000000
Call change in OI
Put Change in OI
500000

7 00 800 9 00 000 100 200 3 00 4 00 500 600 700 800 9 00 000 100 200
-500000 7 7 7 8 8 8 8 8 8 8 8 8 8 9 9 9

-1000000

-1500000
Open Interest Analysis Simplified
Todays Date
Last Update @ 15:30:16 Jul 11, 2016 2/Dec/17

PUTS

Put Price Put Change in Put Net OI Put price


Call LTP strike Put LTP OI change
Change OI Volume change

784.15 7700 4.1 -2.8 14625 1389150 16793 DOWN UP


690.9 7800 5.25 -5.15 29475 2592600 34399 DOWN UP
592 7900 6.9 -8.85 -169125 2074800 40315 DOWN DOWN
493.9 8000 9.7 -15.15 216750 4267200 93663 DOWN UP
398 8100 14.05 -24.65 -884400 3263850 134463 DOWN DOWN
307.05 8200 22.6 -37.85 -582150 4326300 177460 DOWN DOWN
223.4 8300 37.9 -54.85 838650 4046925 174097 DOWN UP
149.4 8400 63 -74.85 2465400 3978075 207960 DOWN UP
90.65 8500 101 -97.85 515250 2023950 91785 DOWN UP
48.2 8600 154.3 -122.75 352350 772800 16699 DOWN UP
22.7 8700 226.35 -135.95 198000 361575 4794 DOWN UP
9.35 8800 314.8 -146.35 7350 125925 824 DOWN UP
3.5 8900 405 -165.05 75 43800 70 DOWN UP
1.8 9000 501.8 -154.35 10125 1074675 1005 DOWN UP
1.35 9100 600 -151.8 75 113325 48 DOWN UP
1 9200 699.8 -152.25 4050 225675 173 DOWN UP

300000

250000

200000

150000
Call Net OI Call Volume
Put Net OI Put Volume
100000

50000

0
00 800 9 00 000 1 00 200 3 00 40 0 500 6 00 700 8 00 9 00 000 1 00 20 0
00 00 77 7 7 8 8 8 8 8 8 8 8 8 8 9 9 9
91 92
200

150

100

50

Call change in OI Call Price change


Put Change in OI 0
Put Price Change
0 0 80 0 9 00 0 00 100 2 00 3 00 4 00 5 00 6 00 7 00 800 900 0 00 100 200
77 7 7 8 8 8 8 8 8 8 8 8 8 9 9 9
-50

0
20 -100

-150

-200
Interpretation TREND

Short Buildup BULLISH


Short Buildup BULLISH
Long Liquidation BULLISH
Short Buildup BULLISH
Long Liquidation BULLISH
Long Liquidation BULLISH
Short Buildup BULLISH
Short Buildup BULLISH
Short Buildup BULLISH
Short Buildup BULLISH
Short Buildup BULLISH
Short Buildup BULLISH
Short Buildup BULLISH
Short Buildup BULLISH
Short Buildup BULLISH
Short Buildup BULLISH

Call Volume
Put Volume

0 0 0
0 0 91 0 92 0
Call Price change
Put Price Change
0 00
92
Price Change in
Change OI Signal
Call <0 <0 Long Liquidation
<0 >0 Short Buildup
>0 >0 Long Buildup
>0 <0 Short Covering

Put <0 <0 Long Liquidation


<0 >0 Short Buildup
>0 >0 Long Buildup
>0 <0 Short Covering
Jul 11, 2016 Option Chain (Equity Derivatives)
Last Update @ 15:30:16
NIFTY CALLS
8467.9 Chart
8500
CE6200 PE6200
CE6250 PE6250
CE6300 PE6300
CE6350 PE6350
CE6400 PE6400
CE6450 PE6450
CE6500 PE6500
CE6550 PE6550
CE6600 PE6600
CE6650 PE6650
CE6700 PE6700
CE6750 PE6750
CE6800 PE6800
CE6850 PE6850
CE6900 PE6900
CE6950 PE6950
CE7000 PE7000
CE7050 PE7050
CE7100 PE7100
CE7150 PE7150
CE7200 PE7200
CE7250 PE7250
CE7300 PE7300
CE7350 PE7350
CE7400 PE7400
CE7450 PE7450
CE7500 PE7500
CE7550 PE7550
CE7600 PE7600
CE7650 PE7650
CE7700 PE7700
CE7750 PE7750
CE7800 PE7800
CE7850 PE7850
CE7900 PE7900
CE7950 PE7950
CE8000 PE8000
CE8050 PE8050
CE8100 PE8100
CE8150 PE8150
CE8200 PE8200
CE8250 PE8250
CE8300 PE8300
CE8350 PE8350
CE8400 PE8400
CE8450 PE8450
CE8500 PE8500
CE8550 PE8550
CE8600 PE8600
CE8650 PE8650
CE8700 PE8700
CE8750 PE8750
CE8800 PE8800
CE8850 PE8850
CE8900 PE8900
CE8950 PE8950
CE9000 PE9000
CE9050 PE9050
CE9100 PE9100
CE9150 PE9150
CE9200 PE9200
CE9250 PE9250
CE9300 PE9300
CE9350 PE9350
CE9400 PE9400
CE9450 PE9450
CE9500 PE9500
CE9550 PE9550
CE9600 PE9600
#REF! #REF!
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CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
Underlying Index: NIFTY 8467.90 As on Jul 11, 2016 15:30:16 IST

OI Chng in OI Volume IV LTP Net Chng Bid


Qty
255,975 -450 132 - 2,261 144 300
- - - - - - 1,200
975 -75 1 - 2,175 166 75
- - - - - - 1,200
- - - - - - 75
- - - - - - 1,200
563,025 2,850 211 - 1,970 153 150
- - - - - - 1,200
- - - - - - 75
- - - - - - 1,200
59,775 -75 2 - 1,769 127 225
- - - - - - 1,200
69,525 -1,575 26 - 1,672 133 75
- - - - - - 1,200
122,625 -7,500 180 - 1,558 139 150
- - - - - - 1,200
1,271,400 16,650 449 - 1,477 156 150
- - - - - - 1,200
171,525 -300 23 - 1,378 157 150
- - - - - - 1,200
269,775 5,850 225 - 1,270 145 150
- - - - - - 1,200
363,000 -375 128 - 1,177 159 75
- - - - - - 1,200
489,600 -1,200 36 - 1,078 158 150
- - - - - - 75
1,179,825 -22,875 628 - 986 155 1,275
- - - - - - 75
223,125 -8,625 258 - 888 156 75
150 - - - 666 - 1,200
319,050 -17,775 373 - 784 150 75
5,175 -1,125 18 - 722 146 150
561,300 -58,050 1,892 - 691 150 75
- - - - - - 75
706,650 -66,825 2,143 - 592 145 150
150 - - - 400 - 75
1,199,775 -189,225 4,672 - 494 139 75
6,150 375 6- 436 135 75
1,214,475 -34,575 5,434 - 398 129 150
18,225 -225 29 - 355 129 75
1,209,225 -158,100 8,920 8 307 115 75
55,950 -2,475 282 9 260 101 900
2,067,750 -592,725 41,745 11 223 97 75
204,750 -93,225 5,344 12 185 86 75
2,871,375 -818,175 140,248 12 149 75 2,100
339,825 95,325 14,447 12 118 64 75
4,375,650 -27,450 240,490 12 91 52 75
196,200 55,800 8,579 12 68 42 75
3,942,000 1,020,750 187,842 12 48 31 150
192,675 79,875 5,314 12 34 22 75
4,416,525 750,900 135,133 12 23 15 150
108,000 80,325 2,617 12 14 10 150
1,664,700 229,500 59,466 12 9 6 8,250
39,750 24,375 1,318 12 5 4 150
999,225 259,875 31,023 12 4 2 150
2,550 2,475 256 12 2 -1 225
1,420,500 114,750 17,153 13 2 1 2,550
150 150 2 15 3 -40 300
134,400 2,550 1,888 14 1 0 225
- - - - - - 9,975
274,425 -13,950 600 16 1 0 75
- - - - - - 9,975
336,525 -4,575 391 17 1 0 1,125
- - - - - - 75
58,500 675 20 18 1- 750
- - - - - - -
317,100 12,675 829 19 1 0 23,400
- - - - - - -
- - - - - - 9,975
- - - - - - -
31,800 3,825 101 22 0 0 1,350
- - - - - - -
75 75 1 20 0- 6,075
- - - - - - -
34,330,875 920,875
PUTS
Bid Ask Ask Strike Price Bid Bid Ask Ask Net Chng LTP IV Volume Chng in OI OI
Price Price Qty Qty Price Price Qty
2,261 2,300 375 6,200 2,400 0 1 1,725 0 0 50 133 -825 13,650
1,979 2,303 75 6,250 - - - - - - - - - -
2,091 2,289 2,025 6,300 600 0 1 2,025 0 1 49 1,030 1,350 5,625
1,879 2,203 75 6,350 - - - - - - - - - -
1,991 2,153 75 6,400 150 0 1 300 -2 1 49 7 525 525
1,788 2,166 75 6,450 - - - - - - - - - -
1,971 1,978 75 6,500 9,825 0 1 675 0 0 44 289 -2,400 136,350
1,688 2,066 75 6,550 - - - - - - - - - -
1,637 1,975 225 6,600 150 0 1 750 - 1- - - 3,825
1,596 1,911 75 6,650 - - - - - - - - - -
1,546 1,875 225 6,700 300 1 1 1,050 0 1 41 12 -525 71,775
1,496 1,811 75 6,750 9,975 0- - - - - - - -
1,668 1,683 75 6,800 75 1 1 75 0 1 39 108 -525 55,725
1,405 1,716 75 6,850 75 0- - - - - - - -
1,578 1,584 150 6,900 150 1 1 75 0 1 37 250 -6,075 102,675
1,305 1,620 75 6,950 9,975 0- - - - - - - -
1,476 1,480 600 7,000 23,550 1 1 675 0 1 35 1,039 -26,325 872,700
1,213 1,520 75 7,050 9,975 0- - - - - - - -
1,374 1,385 75 7,100 1,125 1 1 1,500 0 1 33 288 -10,950 182,475
1,122 1,424 75 7,150 9,975 0 3 3,000 - - - - - -
1,278 1,285 150 7,200 3,000 1 1 225 0 1 32 2,488 -41,625 687,600
1,022 1,324 75 7,250 9,975 0 3 3,000 - - - - - -
1,177 1,185 75 7,300 525 1 2 3,000 0 1 30 3,226 -103,650 699,750
930 1,228 75 7,350 75 1 3 75 - - - - - -
1,078 1,086 75 7,400 1,725 2 2 150 -1 2 28 4,686 -124,950 960,975
951 1,104 75 7,450 600 1 3 75 -3 1 23 1- 150
983 986 75 7,500 13,050 2 3 26,700 -1 3 27 10,518 -81,600 2,629,650
866 966 75 7,550 150 2 4 3,000 - 5- - - 2,550
883 891 150 7,600 11,175 3 3 3,000 -2 3 25 10,871 -128,850 1,719,225
643 973 2,025 7,650 - - 4 300 - 6- - - 1,650
785 789 75 7,700 75 4 4 1,725 -3 4 24 16,793 14,625 1,389,150
710 802 150 7,750 75 4 5 75 -4 4 22 523 10,275 28,275
689 693 375 7,800 75 5 5 825 -5 5 22 34,399 29,475 2,592,600
595 685 75 7,850 150 5 6 75 -7 5 21 743 5,625 48,000
591 593 150 7,900 75 7 7 1,200 -9 7 20 40,315 -169,125 2,074,800
494 630 3,000 7,950 1,050 8 9 75 -12 8 20 1,267 -22,950 70,575
493 497 75 8,000 9,375 10 10 375 -15 10 19 93,663 216,750 4,267,200
403 519 75 8,050 75 11 13 1,800 -19 12 18 2,496 34,050 185,475
397 399 75 8,100 750 14 14 75 -25 14 17 134,463 -884,400 3,263,850
343 376 150 8,150 1,350 17 19 1,350 -32 17 17 3,880 53,475 206,850
307 308 300 8,200 1,425 23 23 5,925 -38 23 16 177,460 -582,150 4,326,300
260 268 675 8,250 150 29 30 150 -46 30 16 5,346 55,500 294,450
223 224 75 8,300 750 38 38 75 -55 38 16 174,097 838,650 4,046,925
184 185 225 8,350 150 49 50 1,275 -63 49 15 8,836 105,450 349,725
149 150 75 8,400 2,850 63 63 75 -75 63 15 207,960 2,465,400 3,978,075
117 118 150 8,450 300 78 80 75 -85 79 14 15,076 426,375 431,700
91 91 75 8,500 75 100 101 75 -98 101 14 91,785 515,250 2,023,950
67 68 75 8,550 300 122 130 300 -97 138 16 77 4,050 4,125
48 48 75 8,600 75 155 156 225 -123 154 14 16,699 352,350 772,800
33 34 75 8,650 75 154 201 525 -556 190 14 3 75 75
23 23 75 8,700 75 227 229 150 -136 226 14 4,794 198,000 361,575
14 14 75 8,750 75 231 355 75 - - - - - -
9 9 1,800 8,800 75 310 314 75 -146 315 16 824 7,350 125,925
4 6 300 8,850 75 305 441 75 - - - - - -
4 4 225 8,900 75 403 408 150 -165 405 16 70 75 43,800
2 3 150 8,950 75 400 500 75 - - - - - -
2 2 5,700 9,000 75 501 504 75 -154 502 18 1,005 10,125 1,074,675
0 3 1,800 9,050 1,200 409 762 75 - - - - - -
1 1 3,150 9,100 225 596 603 75 -152 600 20 48 75 113,325
0- - 9,150 1,200 505 901 75 - - - - - -
1 1 13,125 9,200 75 698 701 525 -152 700 23 173 4,050 225,675
0- - 9,250 1,200 605 966 75 - - - - - -
1 1 2,850 9,300 375 794 811 225 -132 815 31 30 -900 6,375
0- - 9,350 1,200 675 1,070 75 - - - - - -
1 1 150 9,400 225 873 921 150 -152 915 34 6 300 2,925
- - - 9,450 1,200 775 1,170 75 - - - - - -
1 1 9,300 9,500 300 995 998 75 -155 995 28 650 9,600 362,475
- - - 9,550 1,200 876 1,275 75 - - - - - -
0 1 1,500 9,600 1,200 926 1,325 2,025 - - - - - -
- - - 9,650 1,200 977 1,375 75 - - - - - -
0 0 150 9,700 450 1,190 1,200 75 -156 1,190 28 90 3,750 80,625
- - - 9,750 1,200 1,077 1,479 75 - - - - - -
0 1 75 9,800 75 1,203 1,529 75 -150 1,310 43 2 150 150
- - - 9,850 1,200 1,178 1,583 75 - - - - - -
### 40,899,300
Chart Strike PCR

0.05
#VALUE!
5.77
#VALUE!
#VALUE!
#VALUE!
0.24
#VALUE!
#VALUE!
#VALUE!
1.20
#VALUE!
0.80
#VALUE!
0.84
#VALUE!
0.69
#VALUE!
1.06
#VALUE!
2.55
#VALUE!
1.93
#VALUE!
1.96
#VALUE!
2.23
#VALUE!
7.71
11.00
4.35
5.46
4.62
#VALUE!
2.94
470.50
3.56
30.16
2.69
11.35
3.58
5.26
1.96
1.71
1.39
1.27
0.46
0.02
0.20
0.00
0.08
#VALUE!
0.08
#VALUE!
0.04
#VALUE!
0.76
#VALUE!
#REF!
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Total #REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
1.19
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!

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