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Options Open Intere

NIFTY SPOT 10792.5

CALLS

OI price Call Call change Call Price


TREND Interpretation change change Volume Call Net OI in OI change

BEARISH Long Liquidation DOWN DOWN 2289 5475 -105300 -21.9


BEARISH Long Liquidation DOWN DOWN 376 1725 -25125 -21.05
BEARISH Long Liquidation DOWN DOWN 264 2850 -18525 -16.85
BEARISH Long Liquidation DOWN DOWN 161 1800 -9000 -20.7
BEARISH Long Liquidation DOWN DOWN 651 4050 -32400 -29.1
BEARISH Long Liquidation DOWN DOWN 1992 9300 -64125 -22.85
BEARISH Long Liquidation DOWN DOWN 8796 44325 -174900 -24.2
BEARISH Long Liquidation DOWN DOWN 96907 120675 -756900 -39.6
BEARISH Short Buildup UP DOWN 735024 2871150 890550 -58.55
BEARISH Short Buildup UP DOWN 796491 4525125 1695450 -14.65
BEARISH Long Liquidation DOWN DOWN 306816 4854450 -57000 -2.5
BEARISH Short Buildup UP DOWN 49005 2276025 5850 -0.8
BEARISH Long Liquidation DOWN DOWN 12024 2018100 -39900 -0.45
BEARISH Short Buildup UP DOWN 4710 883050 22575 -0.35
BEARISH Short Buildup UP DOWN 12169 1506450 16875 -0.35
BEARISH Short Buildup UP DOWN 6298 1125525 221250 -0.3

6000000

5000000

4000000

3000000 Call Net OI


Put Net OI

2000000

1000000

0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
00 010 0 20 0 30 0 40 0 50 060 070 080 090 100 110 120 130 140 150
10 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
00 010 0 20 0 30 0 40 0 50 060 070 080 090 100 110 120 130 140 150
10 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1

2000000

1500000

1000000

500000
Call change in OI
Put Change in OI
0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 010 020 0 30 040 050 0 60 0 70 08 0 09 0 100 110 1 20 13 0 14 0 150
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
-500000

-1000000

-1500000
Open Interest Analysis Simplified
Todays Date
Last Update @ 15:30:3 Feb 28, 201 ###

PUTS

Put Price Put Change in Put Net OI Put price


Call LTP strike Put LTP OI change
Change OI Volume change

782.25 10000 0.05 -2.45 -50700 1668375 19794 DOWN DOWN


686 10100 0.05 -2.8 -64125 537900 3631 DOWN DOWN
585.6 10200 0.05 -3 -97725 1031550 11277 DOWN DOWN
482 10300 0.05 -3.9 -69900 1082325 16048 DOWN DOWN
378.55 10400 0.05 -6.1 23775 3054975 31751 DOWN UP
287 10500 0.05 -9.95 -4350 2242875 75052 DOWN DOWN
192.8 10600 0.05 -15.05 147225 1732050 152458 DOWN UP
92.9 10700 0.05 -25.35 1120200 3413475 459389 DOWN UP
0.05 10800 1.9 -47.6 -1013400 1068450 1310634 DOWN DOWN
0.05 10900 93.6 -10.05 -703350 204375 220450 DOWN DOWN
0.05 11000 202.85 10.3 -688275 322425 32546 UP DOWN
0.05 11100 293.5 5.55 -87750 37050 3846 UP DOWN
0.05 11200 406.9 21.6 -166425 48375 3607 UP DOWN
0.05 11300 495.5 13.9 -15825 6900 386 UP DOWN
0.05 11400 606.75 18.35 -17475 2850 327 UP DOWN
0.05 11500 703 19.9 -145425 12525 3217 UP DOWN

1400000

1200000

1000000

800000

Call Net OI 600000 Call Volume


Put Net OI Put Volume

400000

200000

0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
00 01 0 020 030 04 0 0 50 060 070 0 80 090 1 00 1 10 120 1 30 140 150
4 00 5 00 1 0 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
11 11
0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
00 01 0 020 030 04 0 0 50 060 070 0 80 090 1 00 1 10 120 1 30 140 150
4 00 5 00 1 0 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
11 11

30

20

10

0
00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00
-10100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115
Call change in OI Call Price change
Put Change in OI -20
Put Price Change

0 -30
50
-40

-50

-60

-70
Interpretation TREND

Long Liquidation BULLISH


Long Liquidation BULLISH
Long Liquidation BULLISH
Long Liquidation BULLISH
Short Buildup BULLISH
Long Liquidation BULLISH
Short Buildup BULLISH
Short Buildup BULLISH
Long Liquidation BULLISH
Long Liquidation BULLISH
Short covering BEARISH
Short covering BEARISH
Short covering BEARISH
Short covering BEARISH
Short covering BEARISH
Short covering BEARISH

Call Volume
Put Volume

0 0 0
30 140 150
1 1
0 0 0
30 140 150
1 1

0 00
5
11
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
Feb 28, 201 Option Chain (Equity Derivatives)
Last Update @ 15:30:3
NIFTY CALLS
10792.5 Chart
10800
CE9000 PE9000 Graph
CE9050 PE9050 Graph
CE9100 PE9100 Graph
CE9150 PE9150 Graph
CE9200 PE9200 Graph
CE9250 PE9250 Graph
CE9300 PE9300 Graph
CE9350 PE9350 Graph
CE9400 PE9400 Graph
CE9450 PE9450 Graph
CE9500 PE9500 Graph
CE9550 PE9550 Graph
CE9600 PE9600 Graph
CE9650 PE9650 Graph
CE9700 PE9700 Graph
CE9750 PE9750 Graph
CE9800 PE9800 Graph
CE9850 PE9850 Graph
CE9900 PE9900 Graph
CE9950 PE9950 Graph
CE10000 PE10000 Graph
CE10050 PE10050 Graph
CE10100 PE10100 Graph
CE10150 PE10150 Graph
CE10200 PE10200 Graph
CE10250 PE10250 Graph
CE10300 PE10300 Graph
CE10350 PE10350 Graph
CE10400 PE10400 Graph
CE10450 PE10450 Graph
CE10500 PE10500 Graph
CE10550 PE10550 Graph
CE10600 PE10600 Graph
CE10650 PE10650 Graph
CE10700 PE10700 Graph
CE10750 PE10750 Graph
CE10800 PE10800 Graph
CE10850 PE10850 Graph
CE10900 PE10900 Graph
CE10950 PE10950 Graph
CE11000 PE11000 Graph
CE11050 PE11050 Graph
CE11100 PE11100 Graph
CE11150 PE11150 Graph
CE11200 PE11200 Graph
CE11250 PE11250 Graph
CE11300 PE11300 Graph
CE11350 PE11350 Graph
CE11400 PE11400 Graph
CE11450 PE11450 Graph
CE11500 PE11500 Graph
CE11550 PE11550 Graph
CE11600 PE11600 Graph
CE11650 PE11650 Graph
CE11700 PE11700 Graph
CE11750 PE11750 Graph
CE11800 PE11800 Graph
CE11850 PE11850 Graph
CE11900 PE11900 Graph
CE11950 PE11950 Graph
CE12000 PE12000 Graph
CE12050 PE12050 Graph
CE12100 PE12100 Graph
CE12150 PE12150 Graph
CE12200 PE12200 Graph
CE12250 PE12250 Graph
CE12300 PE12300 Graph
CE12350 PE12350 Graph
CE12400 PE12400 Graph
CE12450 PE12450 Graph
CE12500 PE12500 Graph
CE12550 PE12550 Graph
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CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
Underlying Index: NIFTY 10792.50 As on Feb 28, 2019 15:30:30 IST

OI Chng in OI Volume IV LTP Net Chng

4,800 -217,125 3,273 - 1,777 -26


150 - - - 1,863 -
150 -300 6- 1,692 -139
- - - - - -
225 -1,125 19 - 1,610 40
- - - - - -
75 -900 15 - 1,522 28
- - - - - -
1,950 -975 75 - 1,377 -41
- - - - - -
675 -134,550 2,268 - 1,290 -11
- - - - - -
2,925 -85,500 1,384 - 1,184 -8
- - - - - -
525 -5,475 90 - 1,130 18
- - - - - -
375 -9,450 140 - 994 -9
75 - - - 1,299 -
225 -3,225 60 - 891 -16
75 - - - 912 -
5,475 -105,300 2,289 - 782 -22
75 - - - 876 -
1,725 -25,125 376 - 686 -21
75 -75 1- 653 23
2,850 -18,525 264 - 586 -17
75 - - - 543 -
1,800 -9,000 161 - 482 -21
150 - 1- 456 -3
4,050 -32,400 651 - 379 -29
150 -3,000 42 - 370 18
9,300 -64,125 1,992 - 287 -23
300 -3,300 95 - 243 -23
44,325 -174,900 8,796 - 193 -24
3,375 -39,300 2,075 - 131 -43
120,675 -756,900 96,907 - 93 -40
28,200 -208,275 65,370 - 38 -54
2,871,150 890,550 735,024 - 0 -59
1,992,525 1,017,675 644,428 - 0 -31
4,525,125 1,695,450 796,491 - 0 -15
2,103,375 481,800 205,777 - 0 -5
4,854,450 -57,000 306,816 - 0 -3
554,025 -12,150 22,806 - 0 -1
2,276,025 5,850 49,005 - 0 -1
160,200 -10,125 907 - 0 0
2,018,100 -39,900 12,024 - 0 0
37,950 -2,850 165 - 0 0
883,050 22,575 4,710 - 0 0
75,675 1,650 461 - 0 0
1,506,450 16,875 12,169 - 0 0
18,675 -975 16 - 0 0
1,125,525 221,250 6,298 - 0 0
7,200 -675 25 - 0 0
296,475 2,625 899 - 0 0
975 - - - 0-
154,650 -33,525 545 - 0 0
300 - 6- 0 0
212,850 -17,250 438 - 0 0
2,925 1,575 23 - 0 0
103,575 4,500 848 - 0 0
750 - - - 1-
776,100 8,100 2,956 - 0 0
75 - - - 2-
4,050 -5,625 83 - 0 0
225 - - - 1-
16,725 -6,750 117 - 0 0
- - - - - -
1,575 -225 3- 0 0
- - - - - -
393,525 -18,375 4,334 - 0 0
4,875 - 2- 0 0
1,500 - 1- 0-
- - - - - -
27,215,475 2,993,727
PUTS
Bid Bid Ask Ask Strike Price Bid Bid Ask Ask Net Chng LTP IV Volume Chng in OI
Qty Price Price Qty Qty Price Price Qty
75 1,777 1,785 75 9,000 - - 0 36,675 -1 0- 3,355 18,750
7,500 1,651 1,748 7,500 9,050 - - 0 7,425 -1 0- 1-
225 1,677 1,695 75 9,100 - - 0 450 0 0- 32 150
7,500 1,551 1,749 7,500 9,150 - - 0 6,000 - - - - -
150 1,579 1,594 75 9,200 - - 0 8,775 0 0- 17 -1,200
7,500 1,451 1,649 7,500 9,250 - - 0 6,000 - - - - -
75 1,484 1,494 75 9,300 - - 0 300 0 0- 17 -1,125
7,500 1,351 1,549 7,500 9,350 - - 0 6,000 - - - - -
3,750 1,377 1,394 75 9,400 - - 0 11,925 -1 0- 499 1,050
7,500 1,256 1,423 600 9,450 - - 0 7,500 - - - - -
75 1,277 1,294 75 9,500 - - 0 900 -1 0- 2,450 51,450
600 1,151 1,305 7,500 9,550 - - 0 1,500 -3 0- 4-
75 1,184 1,194 75 9,600 - - 0 9,000 -1 0- 1,821 -1,200
600 1,059 1,220 7,500 9,650 - - 0 7,500 - - - - -
75 1,079 1,094 3,675 9,700 - - 0 2,100 -1 0- 842 1,275
600 956 1,102 600 9,750 - - 0 7,500 - - - - -
75 979 994 75 9,800 - - 0 450 -1 0- 2,431 14,925
1,500 928 944 1,500 9,850 - - 0 1,500 - 7- - -
225 878 893 75 9,900 - - 0 1,500 -2 0- 4,383 11,400
1,500 828 844 1,500 9,950 - - 0 1,500 -3 0- 2 -75
150 778 788 150 10,000 - - 0 2,925 -2 0- 19,794 -50,700
1,500 728 744 1,500 10,050 - - 0 1,500 -2 0- 18 525
375 686 693 75 10,100 - - 0 11,550 -3 0- 3,631 -64,125
1,500 628 644 75 10,150 - - 0 1,500 -3 0- 18 -450
75 580 585 75 10,200 - - 0 59,400 -3 0- 11,277 -97,725
1,500 528 543 75 10,250 - - 0 8,550 -3 0- 121 1,800
75 479 485 75 10,300 - - 0 38,250 -4 0- 16,048 -69,900
75 434 443 1,500 10,350 - - 0 4,500 -5 0- 785 -20,775
1,500 379 380 675 10,400 - - 0 22,575 -6 0- 31,751 23,775
75 329 332 150 10,450 - - 0 9,150 -8 0- 3,477 -27,450
1,125 287 293 75 10,500 - - 0 20,850 -10 0- 75,052 -4,350
75 233 243 75 10,550 - - 0 14,925 -12 0- 15,765 13,500
75 192 193 150 10,600 - - 0 6,000 -15 0- 152,458 147,225
900 129 133 300 10,650 - - 0 13,425 -19 0- 94,032 284,175
4,950 92 93 11,025 10,700 - - 0 58,875 -25 0- 459,389 1,120,200
150 38 39 3,300 10,750 - - 0 265,575 -34 0- 482,272 1,881,600
- - 0 171,525 10,800 3,150 2 2 75 -48 2- 1,310,634 -1,013,400
- - 0 152,625 10,850 1,275 47 50 1,575 -23 47 - 362,263 -265,050
- - 0 201,600 10,900 7,575 94 95 6,975 -10 94 - 220,450 -703,350
- - 0 257,625 10,950 375 147 149 300 6 147 - 8,284 -113,925
- - 0 329,250 11,000 900 203 204 75 10 203 - 32,546 -688,275
- - 0 83,925 11,050 1,875 244 244 375 6 244 - 299 -7,575
- - 0 111,225 11,100 5,100 293 294 900 6 294 - 3,846 -87,750
- - 0 12,675 11,150 75 344 349 75 11 350 - 44 -1,875
- - 0 108,750 11,200 1,500 406 407 4,950 22 407 - 3,607 -166,425
- - 0 5,775 11,250 1,500 443 453 75 -1 428 - 26 -1,500
- - 0 63,375 11,300 1,500 493 495 1,500 14 496 - 386 -15,825
- - 0 6,075 11,350 75 543 558 1,500 -8 524 - 1-
- - 0 26,925 11,400 75 595 608 75 18 607 - 327 -17,475
- - 0 525 11,450 1,500 643 658 75 75 619 - 3 -150
- - 0 56,475 11,500 2,850 700 704 75 20 703 - 3,217 -145,425
- - 0 9,150 11,550 75 744 758 75 46 708 - 29 -1,275
- - 0 4,500 11,600 75 795 800 150 20 800 - 712 -37,050
- - 0 9,000 11,650 1,500 843 859 1,500 - - - - -
- - 0 9,300 11,700 75 895 908 75 80 908 - 103 -6,825
- - 0 9,000 11,750 1,500 943 959 1,500 - - - - -
- - 0 62,100 11,800 225 993 1,011 3,600 31 1,009 - 73 -4,875
- - 0 750 11,850 600 1,006 1,114 75 - - - - -
- - 0 3,150 11,900 75 1,093 1,107 75 3 1,093 - 151 -9,450
- - 0 6,075 11,950 600 1,096 1,184 600 - - - - -
- - 0 9,150 12,000 1,125 1,204 1,209 3,675 22 1,204 - 4,071 -232,725
- - 0 6,000 12,050 600 1,151 1,323 600 - - - - -
- - 0 2,925 12,100 75 1,292 1,309 75 21 1,310 - 236 -17,175
- - 0 6,000 12,150 600 1,259 1,421 600 - - - - -
- - 0 8,625 12,200 75 1,394 1,409 375 -31 1,374 - 117 -8,250
- - 0 6,000 12,250 7,500 1,351 1,532 7,500 - - - - -
- - 0 7,500 12,300 75 1,484 1,509 75 - - - - -
- - 0 6,000 12,350 375 1,451 1,638 150 - - - - -
- - 0 6,375 12,400 75 1,598 1,609 3,675 23 1,610 - 3,984 -232,650
- - 0 7,650 12,450 75 1,643 1,660 75 89 1,651 - 20 -1,200
- - 0 375 12,500 75 1,689 1,709 375 7 1,667 - 3 -75
- - 1 7,500 12,550 300 1,601 1,849 150 - - - - -
3,337,174
OI Chart Strike PCR

794,775 Graph 165.58


375 Graph 2.50
6,600 Graph 44.00
- Graph #VALUE!
14,400 Graph 64.00
- Graph #VALUE!
10,500 Graph 140.00
- Graph #VALUE!
81,900 Graph 42.00
- Graph #VALUE!
729,900 Graph 1081.33
375 Graph #VALUE!
175,875 Graph 60.13
- Graph #VALUE!
153,600 Graph 292.57
- Graph #VALUE!
344,925 Graph 919.80
75 Graph 1.00
761,550 Graph 3384.67
75 Graph 1.00
1,668,375 Graph 304.73
3,675 Graph 49.00
537,900 Graph 311.83
6,375 Graph 85.00
1,031,550 Graph 361.95
15,225 Graph 203.00
1,082,325 Graph 601.29
67,200 Graph 448.00
3,054,975 Graph 754.31
102,000 Graph 680.00
2,242,875 Graph 241.17
161,325 Graph 537.75
1,732,050 Graph 39.08
689,175 Graph 204.20
3,413,475 Graph 28.29
2,754,375 Graph 97.67
1,068,450 Graph 0.37
55,725 Graph 0.03
204,375 Graph 0.05
3,525 Graph 0.00
322,425 Graph 0.07
4,725 Graph 0.01
37,050 Graph 0.02
375 Graph 0.00
48,375 Graph 0.02
75 Graph 0.00
6,900 Graph 0.01
75 Graph 0.00
2,850 Graph 0.00
- Graph #VALUE!
12,525 Graph 0.01
825 Graph 0.11
1,500 Graph 0.01
- Graph #VALUE!
300 Graph 0.00
- Graph #VALUE!
900 Graph 0.00
- Graph #VALUE!
300 Graph 0.00
- Graph #VALUE!
5,100 Graph 0.01
- Graph #VALUE!
150 Graph 0.04
- Graph #VALUE!
300 Graph 0.02
- Graph #VALUE!
- Graph #VALUE!
- Graph #VALUE!
2,325 Graph 0.01
450 Graph 0.09
975 Graph 0.65
- Graph #VALUE!
23,418,375 Total #REF!
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0.86

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