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Options Open Interest Analysis Simplified

The document analyzes options open interest data for Ambuja Cements. It provides a table showing changes in call and put prices, volumes, and open interest across different strike prices. A trend interpretation is given based on whether the changes indicate long or short buildup, covering, or liquidation. Charts show the net open interest and volume changes for calls and puts over time.

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Naveen
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50 views16 pages

Options Open Interest Analysis Simplified

The document analyzes options open interest data for Ambuja Cements. It provides a table showing changes in call and put prices, volumes, and open interest across different strike prices. A trend interpretation is given based on whether the changes indicate long or short buildup, covering, or liquidation. Charts show the net open interest and volume changes for calls and puts over time.

Uploaded by

Naveen
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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Options Open Inte

AMBUJACEM

CALL

price Call Call change in


TREND Interpretation OI change Call Net OI
change Volume OI

BULLISH Long Buildup UP UP - - -


BULLISH Long Buildup UP UP - - -
BULLISH Long Buildup UP UP - - -
BULLISH Long Buildup UP UP - - -
BULLISH Long Buildup UP UP - - -

MoneyP
BULLISH Long Buildup UP UP - - -
BULLISH Long Buildup UP UP - - -
BULLISH Long Buildup UP UP - - -
BEARISH Short Buildup UP DOWN 3 92500 5000
BEARISH Short Buildup UP DOWN 77 150000 20000
BEARISH Short Buildup UP DOWN 294 540000 80000
BEARISH Long Liquidation DOWN DOWN 330 655000 -22500
BEARISH Long Liquidation DOWN DOWN 172 527500 -47500
BEARISH Long Liquidation DOWN DOWN 32 155000 -17500
BEARISH Short Buildup UP DOWN 48 340000 -
BULLISH Long Buildup UP UP - 37500 -

700000

600000

500000

400000

Call Net
300000 Put Net

200000

100000

0
150 155 160 165 170 175 180 185 190 195 200 205 210 215 220 225
0
150 155 160 165 170 175 180 185 190 195 200 205 210 215 220 225

100000

80000

60000

40000

20000
Call change in
0
Put Change in
150 155 160 165 170 175 180 185 190 195 200 205 210 215 220 225
-20000

-40000

-60000

-80000

-100000
tions Open Interest Analysis Simplified
Todays Date
194.4 Last Update @ 15:30:35 Sep 17, 2019 5/Dec/20

PUT

Call Price Put Price Put Change in Put price


Call LTP strike Put LTP Put Net OI
change Change OI Volume change

- - 150 - - - - - UP
- - 155 - - - - - UP
- - 160 0.9 - - 2500 - UP
- - 165 - - - - - UP
- - 170 0.15 - - 2500 - UP

neyPati.Com
- - 175 0.4 0.2 - 57500 2 UP
- - 180 0.65 0.2 2500 65000 6 UP
- - 185 1.2 0.5 -12500 150000 27 UP
-5.55 7.9 190 2.4 1.1 -22500 227500 149 UP
-4.65 4 195 4.25 2.05 15000 207500 135 UP
-3.25 2.15 200 7.4 3.5 -82500 112500 129 UP
-2 1.1 205 10.8 4.15 -2500 82500 14 UP
-1.05 0.55 210 13.45 4.45 -5000 65000 2 UP
-0.5 0.35 215 14.5 - - 30000 - UP
-0.2 0.2 220 19 - - 27500 - UP
- 0.25 225 18.55 - - 2500 - UP

350

300

250

200
Call Net OI
Put Net OI
150

100

50

05 210 215 220 225 0


150 155 160 165 170 175 180 185 190 195 200 205 210 215 220 225
05 210 215 220 225 0
150 155 160 165 170 175 180 185 190 195 200 205 210 215 220 225

0
Call change in OI 150 155 160 165 170 175 180 185 190 195 200 205 210 215 220 225 Call
Put Change in OI Put
210 215 220 225
-2

-4

-6

-8
OI change Interpretation TREND

UP Long Buildup BEARISH


UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH

m
UP Long Buildup BEARISH
UP Long Buildup BEARISH
DOWN Short covering BEARISH
DOWN Short covering BEARISH
UP Long Buildup BEARISH
DOWN Short covering BEARISH
DOWN Short covering BEARISH
DOWN Short covering BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH

Call Volume
Put Volume

0 205 210 215 220 225


0 205 210 215 220 225

05 210 215 220 225 Call Price change


Put Price Change
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
Sep 17, 2019 Option Chain (Equity Derivatives)
Last Update @ 15:30:35 View Options Contracts for:
AMBUJACEM OR
194.4 Filter by: Expiry Date
190 Futures contracts
CE PE
CE PE
CE PE CALLS
CEStrike Price PEStrike Price Chart
CE PE
CE145 PE145 Graph
CE150 PE150 Graph
CE155 PE155 Graph
CE160 PE160 Graph
CE165 PE165 Graph
CE170 PE170 Graph
CE175 PE175 Graph
CE180 PE180 Graph
CE185 PE185 Graph
CE190 PE190 Graph
CE195 PE195 Graph
CE200 PE200 Graph
CE205 PE205 Graph
CE210 PE210 Graph
CE215 PE215 Graph
CE220 PE220 Graph
CE225 PE225 Graph
CE230 PE230 Graph
CE235 PE235 Graph
CE240 PE240 Graph
CE245 PE245 Graph
CE250 PE250 Graph
CE255 PE255 Graph
CE260 PE260 Graph
CE265 PE265 Graph
CE270 PE270 Graph
CE275 PE275 Graph
CE280 PE280 Graph
CE285 PE285 Graph
CE290 PE290 Graph
CE PE Total
CE PE
CE PE Top
CE PE Note :
CE PE
CE PE 10% interest rate is applied while computing implied volatility.
CE PE
CE PE
CE PE Open Interest values in the option chain are refreshed at the end of the day after bhav
#REF! #REF! highlighted Highlighted options are in-the-money.
#REF! #REF!
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#REF! #REF!
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
Underlying Stock: AMBUJACEM 194.40 As on Sep 17, 2019 15:30:35 IST

OI Chng in OI Volume IV LTP

7,500 - 3 141 51
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
92,500 5,000 3 42 8
150,000 20,000 77 33 4
540,000 80,000 294 34 2
655,000 -22,500 330 36 1
527,500 -47,500 172 37 1
155,000 -17,500 32 41 0
340,000 - 48 43 0
37,500 - - - 0
30,000 - 2 45 0
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
2,535,000 961

lied while computing implied volatility.


the option chain are refreshed at the end of the day after bhavcopy file has been made available on the website.
options are in-the-money.
PUTS
Net Chng Bid Bid Ask Ask Strike Price Bid Bid Ask Ask Net Chng LTP IV Volume
Qty Price Price Qty Qty Price Price Qty
-5 57,500 42 58 57,500 145 - - 1 2,500 - - - -
- 57,500 38 53 57,500 150 - - 0 2,500 - - - -
- 57,500 34 46 57,500 155 - - 0 2,500 - - - -
- 57,500 30 41 57,500 160 - - 0 2,500 - 1- -
- 57,500 27 35 7,500 165 - - 1 22,500 - - - -
- 7,500 22 28 12,500 170 10,000 0 1 20,000 - 0- -
- 2,500 17 23 5,000 175 2,500 0 0 2,500 0 0 46 2
- 7,500 12 18 25,000 180 2,500 1 1 5,000 0 1 41 6
- 20,000 10 12 5,000 185 2,500 1 1 2,500 1 1 38 27
-6 2,500 7 8 2,500 190 2,500 2 3 5,000 1 2 37 149
-5 5,000 4 4 2,500 195 2,500 4 5 5,000 2 4 34 135
-3 5,000 2 2 2,500 200 2,500 7 8 5,000 4 7 36 129
-2 2,500 1 1 7,500 205 2,500 11 12 2,500 4 11 30 14
-1 2,500 1 1 5,000 210 2,500 15 16 5,000 4 13 - 2
-1 7,500 0 0 22,500 215 30,000 20 21 17,500 - 15 - -
0 2,500 0 0 12,500 220 27,500 25 26 2,500 - 19 - -
- 17,500 0 0 2,500 225 22,500 29 31 22,500 - 19 - -
0 12,500 0 0 5,000 230 5,000 34 36 5,000 - 26 - -
- - - 1 7,500 235 57,500 34 45 57,500 - 34 - -
- - - 0 7,500 240 57,500 38 52 57,500 - 40 - -
- - - 1 5,000 245 57,500 42 57 57,500 - - - -
- - - - - 250 57,500 47 63 57,500 - 49 - -
- - - 1 7,500 255 57,500 51 70 57,500 - - - -
- - - 1 10,000 260 57,500 55 76 57,500 - - - -
- - - 1 10,000 265 57,500 59 81 57,500 - - - -
- - - 1 10,000 270 57,500 64 86 2,500 - - - -
- - - 1 10,000 275 57,500 69 91 2,500 - 73 - -
- - - 1 10,000 280 57,500 71 96 2,500 - - - -
- - - 1 10,000 285 57,500 76 101 2,500 - - - -
- - - 1 10,000 290 5,000 91 106 2,500 1 89 - 1
465
Strike PCR

#DIV/0!
#DIV/0!
#DIV/0!
Chng in OI OI Chart #VALUE!
#DIV/0!
- - Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- 2,500 Graph #VALUE!
- - Graph #VALUE!
- 2,500 Graph #VALUE!
- 57,500 Graph #VALUE!
2,500 65,000 Graph #VALUE!
-12,500 150,000 Graph #VALUE!
-22,500 227,500 Graph 2.46
15,000 207,500 Graph 1.38
-82,500 112,500 Graph 0.21
-2,500 82,500 Graph 0.13
-5,000 65,000 Graph 0.12
- 30,000 Graph 0.19
- 27,500 Graph 0.08
- 2,500 Graph 0.07
- 17,500 Graph 0.58
- 5,000 Graph #VALUE!
- 35,000 Graph #VALUE!
- - Graph #VALUE!
- 17,500 Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- 10,000 Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
-2,500 10,000 Graph #REF!
1,127,500 Total #REF!
#REF!
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#DIV/0!

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