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Options Open Interest Analysis Simplified

This document analyzes the change in open interest and volume of call and put options for a stock over multiple dates. It shows that over time: 1) The call open interest and price increased significantly, indicating a bullish trend and long buildup. 2) The put open interest and price decreased substantially, suggesting short covering and a bearish sentiment. 3) By analyzing the direction of change in open interest, volume, and prices, it determines the overall trend in the options market is bullish, with long positions being added for calls and short positions being covered for puts.

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Naveen
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47 views16 pages

Options Open Interest Analysis Simplified

This document analyzes the change in open interest and volume of call and put options for a stock over multiple dates. It shows that over time: 1) The call open interest and price increased significantly, indicating a bullish trend and long buildup. 2) The put open interest and price decreased substantially, suggesting short covering and a bearish sentiment. 3) By analyzing the direction of change in open interest, volume, and prices, it determines the overall trend in the options market is bullish, with long positions being added for calls and short positions being covered for puts.

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

APOLLOHOSP

CALL

MoneyPa
price Call Call change in
TREND Interpretation OI change Call Net OI
change Volume OI

BULLISH Long Buildup UP UP - 1500 -


BULLISH Long Buildup UP UP - 1000 -
BULLISH Long Buildup UP UP - 5500 -
BULLISH Long Buildup UP UP 2 5500 -
BULLISH Long Buildup UP UP 3 5500 500
BULLISH Long Buildup UP UP 9 6000 500
BULLISH Short covering DOWN UP 39 9500 -3500
BULLISH Short covering DOWN UP 97 16000 -6500
BULLISH Short covering DOWN UP 469 44000 -26500
BULLISH Long Buildup UP UP 619 62000 13000
BULLISH Long Buildup UP UP 650 67500 11000
BULLISH Long Buildup UP UP 518 68000 6000
BULLISH Long Buildup UP UP 275 60000 19000
BULLISH Long Buildup UP UP 732 101500 2500
BULLISH Long Buildup UP UP 99 23500 17000
BULLISH Long Buildup UP UP 50 16000 13500

120000

100000

80000

60000 Call Net


Put Net

40000

20000

0
40 260 280 3 00 3 20 3 40 3 60 3 80 4 00 42 0 440 460 4 80 50 0 520 540
12 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
0
40 260 280 3 00 3 20 3 40 3 60 3 80 4 00 42 0 440 460 4 80 50 0 520 540
12 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1

100000

80000

60000

40000
Call change in
Put Change in
20000

0
40 260 2 80 3 00 3 20 340 36 0 3 80 400 4 20 4 40 460 480 5 00 5 20 540
12 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
-20000

-40000
tions Open Interest Analysis Simplified
Todays Date
1449 Last Update @ 12:35:55 Aug 16, 2019 5/Dec/20

PUT

eyPati.Com
Call Price Put Price Put Change in Put price
Call LTP strike Put LTP Put Net OI
change Change OI Volume change

- - 1240 2.55 -4.75 - 5500 1 DOWN


- - 1260 3.55 -4.15 - 22500 2 DOWN
- - 1280 4.9 -7.7 1500 16500 25 DOWN
60.9 145 1300 6.45 -11.8 8000 36500 121 DOWN
58.25 127.45 1320 8.5 -15.45 5000 19500 70 DOWN
61.05 115 1340 11.3 -19.75 4500 17500 115 DOWN
56.6 100 1360 15 -26.2 20000 33000 161 DOWN
49.25 84 1380 19.55 -30.85 24000 32500 182 DOWN
42.6 69 1400 24.25 -38.25 84500 98000 413 DOWN
35 55.65 1420 32 -38.65 42000 47500 182 DOWN
28.05 43.55 1440 39.5 -59.25 27000 31000 108 DOWN
22.5 34 1460 48.1 -48.8 4500 5500 17 DOWN
17.4 25 1480 - - - 500 - UP
12.3 19 1500 - - - 500 - UP
9.4 14.2 1520 - - - - - UP
6.15 10.3 1540 - - - - - UP

800

700

600

500

400
Call Net OI
Put Net OI
300

200

100

0
0 40 260 2 80 3 00 320 3 40 3 60 380 400 4 20 440 460 4 80 5 00 520 5 40
80 0 0 20 40 12 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
14 15 1 5 1 5
0

0 40 260 2 80 3 00 320 3 40 3 60 380 400 4 20 440 460 4 80 5 00 520 5 40


80 0 0 20 40 12 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
14 15 1 5 1 5

80

60

40

20

Call change in OI Call


Put Change in OI 0
Put
40 2 60 280 3 00 3 20 340 3 60 380 4 00 420 44 0 460 480 5 00 520 5 40
12 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
-20

80 5 00 5 20 540 -40
1 1 1
-60

-80
OI change Interpretation TREND

UP Short Buildup BULLISH


UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH

Call Volume
Put Volume

60 4 80 5 00 520 5 40
14 1 1 1 1
60 4 80 5 00 520 5 40
14 1 1 1 1

Call Price change


Put Price Change
0 80 5 00 520 5 40
14 1 1 1
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
Aug 16, 2019 Option Chain (Equity Derivatives)
Last Update @ 12:35:55 View Options Contracts for:
APOLLOHOSP OR
1449 Filter by: Expiry Date
1400 Futures contracts
CE PE
CE PE
CE PE CALLS
CEStrike Price PEStrike Price Chart
CE PE
CE920 PE920 Graph
CE940 PE940 Graph
CE960 PE960 Graph
CE980 PE980 Graph
CE1000 PE1000 Graph
CE1020 PE1020 Graph
CE1040 PE1040 Graph
CE1060 PE1060 Graph
CE1080 PE1080 Graph
CE1100 PE1100 Graph
CE1120 PE1120 Graph
CE1140 PE1140 Graph
CE1160 PE1160 Graph
CE1180 PE1180 Graph
CE1200 PE1200 Graph
CE1220 PE1220 Graph
CE1240 PE1240 Graph
CE1260 PE1260 Graph
CE1280 PE1280 Graph
CE1300 PE1300 Graph
CE1320 PE1320 Graph
CE1340 PE1340 Graph
CE1360 PE1360 Graph
CE1380 PE1380 Graph
CE1400 PE1400 Graph
CE1420 PE1420 Graph
CE1440 PE1440 Graph
CE1460 PE1460 Graph
CE1480 PE1480 Graph
CE1500 PE1500 Graph
CE1520 PE1520 Graph
CE1540 PE1540 Graph
CE1560 PE1560 Graph
CE1580 PE1580 Graph
CE1600 PE1600 Graph
CE PE Total
CE PE
CE PE Top
CE PE Note :
#REF! #REF!
#REF! #REF! 10% interest rate is applied while computing implied volatility.
#REF! #REF!
#REF! #REF!
#REF! #REF! 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!
#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
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: APOLLOHOSP 1449.90 As on Aug 16, 2019 12:35:55 IST

OI Chng in OI Volume IV LTP

3,000 - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
1,000 - - - -
- - - - -
1,500 - - - -
1,000 - - - -
5,500 - - - -
5,500 - 2 - 145
5,500 500 3 - 127
6,000 500 9 - 115
9,500 -3,500 39 28 100
16,000 -6,500 97 30 84
44,000 -26,500 469 30 69
62,000 13,000 619 32 56
67,500 11,000 650 33 44
68,000 6,000 518 34 34
60,000 19,000 275 33 25
101,500 2,500 732 33 19
23,500 17,000 99 34 14
16,000 13,500 50 35 10
3,000 - - - -
1,000 - - - -
32,000 3,500 57 36 4
533,000 3,619
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
- 12,500 439 577 500 920 - - - - - - - -
- 12,500 431 557 500 940 - - - - - - - -
- 12,500 410 537 500 960 - - - - - - - -
- 12,500 391 517 500 980 - - - - - - - -
- 12,500 371 497 500 1,000 - - - - - - - -
- 12,500 364 477 500 1,020 - - - - - - - -
- 12,500 345 457 500 1,040 - - - - - - - -
- 12,500 322 437 500 1,060 - - - - - - - -
- 12,500 313 417 500 1,080 500 0 3 500 - - - -
- 12,500 290 397 500 1,100 - - - - - - - -
- 12,500 279 375 12,500 1,120 - - - - - - - -
- 12,500 257 354 12,500 1,140 - - - - - - - -
- 1,000 257 315 1,000 1,160 - - - - - - - -
- 1,000 240 298 1,000 1,180 500 1 3 1,000 -4 1 57 2
- 1,000 221 273 1,500 1,200 1,500 1 2 1,000 - - - -
- 1,000 204 268 1,000 1,220 2,500 1 12 1,000 - - - -
- 1,000 186 226 1,000 1,240 500 3 5 500 -5 3 51 1
- 1,000 177 196 500 1,260 500 3 5 500 -4 4 50 2
- 1,000 162 173 500 1,280 500 4 5 500 -8 5 49 25
61 500 149 152 500 1,300 500 6 7 1,000 -12 6 48 121
58 500 132 135 500 1,320 1,000 8 9 1,000 -15 9 47 70
61 500 115 122 1,500 1,340 500 11 12 1,000 -20 11 46 115
57 500 98 102 500 1,360 500 14 15 500 -26 15 46 161
49 1,000 83 86 500 1,380 500 19 20 1,000 -31 20 45 182
43 500 68 70 500 1,400 500 24 25 1,000 -38 24 44 413
35 1,000 56 57 500 1,420 500 31 32 1,000 -39 32 44 182
28 1,000 44 45 1,000 1,440 500 39 40 1,000 -59 40 43 108
23 1,500 33 35 500 1,460 500 46 49 500 -49 48 42 17
17 1,000 25 26 1,000 1,480 1,500 51 62 500 - - - -
12 500 19 19 1,500 1,500 1,000 52 81 500 - - - -
9 500 14 14 500 1,520 1,000 54 96 1,000 - - - -
6 500 9 11 500 1,540 12,500 68 115 1,500 - - - -
- 500 4- - 1,560 1,000 93 144 1,000 - - - -
- 500 3 5 500 1,580 1,000 113 161 1,000 - - - -
2 500 4 4 500 1,600 12,500 128 191 12,500 20 188 88 1
1,400
Strike PCR

#DIV/0!
#DIV/0!
#DIV/0!
Chng in OI OI Chart #VALUE!
#DIV/0!
- - Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- 1,000 Graph #VALUE!
- 500 Graph #VALUE!
- 1,000 Graph #VALUE!
- 500 Graph #VALUE!
- - Graph #VALUE!
- - Graph #VALUE!
- 3,500 Graph #VALUE!
- 12,500 Graph 12.50
- 3,500 Graph #VALUE!
- 5,500 Graph 3.67
- 22,500 Graph 22.50
1,500 16,500 Graph 3.00
8,000 36,500 Graph 6.64
5,000 19,500 Graph 3.55
4,500 17,500 Graph 2.92
20,000 33,000 Graph 3.47
24,000 32,500 Graph 2.03
84,500 98,000 Graph 2.23
42,000 47,500 Graph 0.77
27,000 31,000 Graph 0.46
4,500 5,500 Graph 0.08
- 500 Graph 0.01
- 500 Graph #REF!
- - Graph #REF!
- - Graph #REF!
- - Graph #REF!
- - Graph #REF!
-500 - Graph #REF!
389,000 Total #REF!
#REF!
#REF!
#REF!
#REF!
#REF!
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#REF!
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#REF!
#REF!
#REF!
#REF!
#DIV/0!

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