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Options Open Intere

NIFTY SPOT 9637.15

CALLS

OI price Call Call change Call Price


TREND Interpretation change change Volume Call Net OI in OI change

BEARISH Long Liquidation DOWN DOWN 35 354675 -750 -23.5


BEARISH Long Liquidation DOWN DOWN 20 169050 -750 -24.65
BEARISH Long Liquidation DOWN DOWN 1062 1054200 -6975 -18.25
BEARISH Long Liquidation DOWN DOWN 107 344700 -3900 -20.75
BEARISH Long Liquidation DOWN DOWN 124 435000 -4125 -19.7
BEARISH Short Buildup UP DOWN 819 1041900 4875 -19.55
BEARISH Long Liquidation DOWN DOWN 1861 1417425 -7650 -19.8
BEARISH Long Liquidation DOWN DOWN 7398 2253825 -38100 -15.8
BEARISH Long Liquidation DOWN DOWN 51175 4093650 -106950 -11.9
BEARISH Short Buildup UP DOWN 139698 5216175 562125 -8.45
BEARISH Short Buildup UP DOWN 97029 4372725 165450 -4.95
BEARISH Short Buildup UP DOWN 56376 2674275 132825 -2
BEARISH Short Buildup UP DOWN 35125 2747250 20250 -0.85
BEARISH Short Buildup UP DOWN 8628 638250 31200 -0.5
BEARISH Short Buildup UP DOWN 5037 129975 50025 -0.45
BEARISH Short Buildup UP DOWN 1164 20175 4725 -0.3

7000000

6000000

5000000

4000000
Call Net OI
3000000 Put Net OI

2000000

1000000

0
00 9 00 0 00 1 00 2 00 30 0 400 500 600 700 800 9 00 000 100 200 300
88 8 9 9 9 9 9 9 9 9 9 9 10 10 10 10
700000

600000

500000

400000

300000
Call change in OI
200000
Put Change in OI
100000

0
00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00
-100000 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103

-200000

-300000
Open Interest Analysis Simplified
Todays Date
Last Update @ 15:30:29 Jun 06, 2017 19/Jul/19

PUTS

Put Price Put Change in Put Net OI Put price


Call LTP strike Put LTP OI change
Change OI Volume change

860.95 8800 3.85 -0.25 1950 1120250 2957 DOWN UP


760.4 8900 4.65 -0.2 -7725 812700 3472 DOWN DOWN
665.7 9000 6.2 -0.1 -26100 3155250 12755 DOWN DOWN
567 9100 8.1 -0.1 -42525 1451325 8853 DOWN DOWN
471 9200 11.3 0.1 -113175 3048850 23980 UP DOWN
375.35 9300 16.85 0.8 -90525 3744300 41804 UP DOWN
283.5 9400 26.2 1.7 -213225 5778525 62321 UP DOWN
202.5 9500 41.8 3.3 223650 6633375 86568 UP UP
129.55 9600 66.55 5.45 -75525 5652750 123754 UP DOWN
72 9700 106.85 8.95 -10875 1908225 61566 UP DOWN
33.15 9800 165.05 13.25 -10650 419625 8214 UP DOWN
13.25 9900 242.6 16.1 -2475 212400 718 UP DOWN
5.25 10000 332.5 18.35 -34500 1109775 1285 UP DOWN
2.7 10100 427.75 12.65 -3000 20775 64 UP DOWN
1.3 10200 519.9 -12.1 1650 1950 24 DOWN UP
0.65 10300 629.9 - - 115500 - UP UP

160000

140000

120000

100000

80000
Call Net OI Call Volume
Put Net OI 60000 Put Volume

40000

20000

0
00 900 0 00 100 2 00 300 4 00 50 0 600 7 00 800 9 00 000 100 200 300
00 00 88 8 9 9 9 9 9 9 9 9 9 9 10 1 0 10 10
2 3
10 10
30

20

10

Call change in OI Call Price change


Put Change in OI 0
Put Price Change
00 900 00 0 1 00 200 300 40 0 5 00 600 7 00 8 00 900 0 00 100 200 300
88 8 9 9 9 9 9 9 9 9 9 9 10 10 1 0 10
-10
0
30
-20

-30
Interpretation TREND

Short Buildup BULLISH


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

Call Volume
Put Volume

0 0 0
10 0 20 0 30
1 1
Call Price change
Put Price Change
0 00
3
10
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
Jun 06, 2017 Option Chain (Equity Derivatives)
Last Update @ 15:30:29
NIFTY CALLS
9637.15 Chart
9600
CE3200 PE3200
CE3300 PE3300
CE3400 PE3400
CE3500 PE3500
CE3600 PE3600
CE3700 PE3700
CE3800 PE3800
CE3900 PE3900
CE4000 PE4000
CE4100 PE4100
CE4200 PE4200
CE4300 PE4300
CE4400 PE4400
CE4500 PE4500
CE4600 PE4600
CE4700 PE4700
CE4800 PE4800
CE4900 PE4900
CE5000 PE5000
CE5100 PE5100
CE5200 PE5200
CE5300 PE5300
CE5400 PE5400
CE5500 PE5500
CE5600 PE5600
CE5700 PE5700
CE5800 PE5800
CE5900 PE5900
CE6000 PE6000
CE6100 PE6100
CE6200 PE6200
CE6300 PE6300
CE6400 PE6400
CE6500 PE6500
CE6600 PE6600
CE6700 PE6700
CE6800 PE6800
CE6900 PE6900
CE7000 PE7000
CE7100 PE7100
CE7200 PE7200
CE7300 PE7300
CE7400 PE7400
CE7500 PE7500
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
CE9650 PE9650
CE9700 PE9700
CE9750 PE9750
CE9800 PE9800
CE9850 PE9850
CE9900 PE9900
CE9950 PE9950
CE10000 PE10000
CE10050 PE10050
CE10100 PE10100
CE10150 PE10150
CE10200 PE10200
CE10250 PE10250
CE10300 PE10300
CE10350 PE10350
CE10400 PE10400
CE10450 PE10450
CE10500 PE10500
CE10550 PE10550
CE10600 PE10600
CE10650 PE10650
CE10700 PE10700
CE10750 PE10750
CE10800 PE10800
CE10850 PE10850
CE10900 PE10900
CE10950 PE10950
CE11000 PE11000
CE11050 PE11050
CE11100 PE11100
CE11150 PE11150
CE11200 PE11200
CE11300 PE11300
CE11400 PE11400
CE11500 PE11500
CE11600 PE11600
CE PE Total
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
Underlying Index: NIFTY 9637.15 As on Jun 06, 2017 15:30:29 IST

OI Chng in OI Volume IV LTP Net Chng Bid


Qty
324,150 -1,800 35 - 6,450 -5 75
- - - - - - 1,200
- - - - - - 1,200
675 - - - 6,113 - 1,500
- - - - - - 1,200
- - - - - - 1,200
- - - - - - 1,200
- - - - - - 1,200
16,125 - 4- 5,620 -23 75
- - - - - - 1,200
- - - - - - 1,200
- - - - - - 1,200
- - - - - - 1,200
- - - - - - 3,600
- - - - - - 1,200
- - - - - - 1,200
- - - - - - 1,200
- - - - - - 1,200
49,875 - - - 4,653 - 75
- - - - - - 1,200
- - - - - - 1,200
- - - - - - 1,200
- - - - - - 1,200
- - - - - - 75
- - - - - - 1,200
- - - - - - 1,200
- - - - - - 1,200
- - - - - - 1,200
150,975 -1,350 21 - 3,650 -18 225
50,000 - - - 2,583 - 1,200
75,000 - - - 1,641 - 1,200
- - - - - - 1,200
- - - - - - 1,200
12,150 -1,575 21 - 3,165 85 225
100,000 - - - 1,603 - 1,200
14,700 - - - 1,058 - 1,200
127,500 - - - 1,883 - 1,200
- - - - - - 1,200
85,200 -1,125 20 - 2,648 -27 75
- - - - - - 75
25,000 - - - 1,601 - 75
200,075 - - - 2,338 - 150
309,600 300 615 - 2,255 7 225
1,001,850 -2,025 47 - 2,158 -12 75
19,650 -300 4 - 2,057 38 375
- - - - - - 1,200
531,850 -75 5 - 1,960 -18 75
- - - - - - 1,200
111,600 -1,425 32 - 1,863 -14 75
- - - - - - 1,200
71,250 - - - 1,692 - 75
- - - - - - 1,200
1,280,800 55,125 1,214 - 1,648 -23 375
- - - - - - 2,100
192,125 - - - 1,572 - 75
- - - - - - 1,200
121,200 -600 16 - 1,457 -13 75
- - - - - - 1,200
119,025 1,200 18 - 1,360 -15 150
- - - - - - 1,200
521,025 -825 12 - 1,260 -11 150
- - - - - - 1,200
642,075 5,550 161 - 1,155 -24 450
4,950 - - - 896 - 2,100
225,975 -3,150 56 - 1,062 -20 150
375 - - - 821 - 1,200
373,275 9,675 204 - 961 -17 75
1,950 - - - 647 - 2,100
354,675 -750 35 - 861 -24 75
75 - - - 615 - 2,100
169,050 -750 20 - 760 -25 75
150 - - - 461 - 2,100
1,054,200 -6,975 1,062 - 666 -18 75
75 - - - 440 - 2,100
344,700 -3,900 107 - 567 -21 75
450 - - - 515 - 375
435,000 -4,125 124 - 471 -20 75
150 - - - 220 - 2,100
1,041,900 4,875 819 - 375 -20 75
86,025 300 5- 332 -13 75
1,417,425 -7,650 1,861 - 284 -20 75
81,525 -1,350 73 - 245 -16 75
2,253,825 -38,100 7,398 6 203 -16 75
114,600 -4,500 340 7 166 -13 75
4,093,650 -106,950 51,175 7 130 -12 150
645,000 38,025 7,227 7 98 -10 75
5,216,175 562,125 139,698 8 72 -8 75
552,600 8,400 14,970 7 50 -7 150
4,372,725 165,450 97,029 8 33 -5 75
264,375 21,450 4,709 7 18 -6 75
2,674,275 132,825 56,376 8 13 -2 75
181,275 -9,825 1,952 8 8 -1 150
2,747,250 20,250 35,125 8 5 -1 225
16,800 75 3 8 4 -1 600
638,250 31,200 8,628 9 3 -1 825
- - - - - - 3,000
129,975 50,025 5,037 9 1 0 2,700
- - - - - - 6,000
20,175 4,725 1,164 10 1 0 7,725
- - - - - - 6,000
35,175 2,700 184 11 1 0 3,600
- - - - - - -
687,600 -29,925 4,940 12 1 0 127,125
75 - 1 12 0 -1 5,925
525 - - - 1- 6,000
- - - - - - 6,000
6,300 -150 2 14 0 0 150
- - - - - - 6,000
1,800 150 13 14 0 -1 2,175
- - - - - - 6,000
- - - - - - 1,500
10,575 - - - 1- 6,075
273,600 2,325 103 18 0 0 43,275
- - - - - - 6,000
- - - - - - -
- - 272 20 0 0-
- - - - - - -
- - - - - - -
75 - - - 1- 75
8,175 225 36 23 0- 2,850
- - - - - - -
36,690,250 442,973
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
6,440 6,445 75 3,200 - - - - - 0- - - 150
6,153 6,508 75 3,300 - - - - - - - - - -
6,053 6,408 75 3,400 - - - - - - - - - -
6,074 6,138 75 3,500 - - 3 750 - 3- - - 75
5,852 6,208 75 3,600 - - - - - 70 - - - 14,950
5,752 6,108 75 3,700 - - - - - - - - - -
5,652 6,008 75 3,800 - - - - - - - - - -
5,552 5,908 75 3,900 - - - - - - - - - -
5,607 5,656 450 4,000 - - - - - 3- - - 14,925
5,352 5,708 75 4,100 - - - - - - - - - -
5,252 5,608 75 4,200 - - - - - - - - - -
5,152 5,508 75 4,300 - - - - - 22 - - - 13,350
5,052 5,408 75 4,400 150 0 3 600 - 0- - - 150
5,074 5,182 2,100 4,500 - - 3 600 - - - - - -
4,852 5,208 75 4,600 - - - - - - - - - -
4,752 5,108 75 4,700 - - - - - 167 - - - 33,300
4,651 5,008 75 4,800 - - - - - 213 - - - 50
4,551 4,908 75 4,900 - - - - - - - - - -
4,640 4,656 450 5,000 7,800 0 0 150 - 0- - - 27,500
4,351 4,708 75 5,100 - - - - - 170 - - - 19,650
4,251 4,608 75 5,200 - - - - - - - - - -
4,151 4,508 75 5,300 - - - - - 50 - - - 38,250
4,051 4,408 75 5,400 - - - - - 240 - - - 33,300
4,086 4,182 75 5,500 150 0 1 1,500 - 0- - - 7,500
3,851 4,208 75 5,600 - - - - - 213 - - - 900
3,751 4,108 75 5,700 - - - - - 92 - - - 8,325
3,651 4,008 75 5,800 - - - - - 125 - - - 38,400
3,551 3,908 75 5,900 - - - - - - - - - -
3,630 3,652 450 6,000 150 0 0 150 - 0 62 12 -750 39,225
3,351 3,708 75 6,100 - - - - - - - - - -
3,250 3,608 75 6,200 - - - - - - - - - -
3,150 3,508 75 6,300 - - - - - 468 - - - 42,300
3,050 3,408 75 6,400 - - - - - - - - - -
3,135 3,160 450 6,500 150 0 1 300 0 0 54 2 75 11,650
2,850 3,208 75 6,600 - - - - - 35 - - - 50,000
2,750 3,108 75 6,700 - - - - - 2- - - 149,650
2,650 3,008 75 6,800 - - - - - 526 - - - 7,600
2,550 2,908 75 6,900 - - - - - - - - - -
2,645 2,659 150 7,000 21,750 0 0 7,500 0 0 43 36 75 156,900
2,523 2,582 75 7,100 1,500 0 1 1,500 - 332 - - - 27,975
2,423 2,482 75 7,200 150 0 1 1,500 0 1- - - 6,375
2,331 2,360 150 7,300 3,150 0 1 150 0 1 39 1- 150
2,249 2,259 75 7,400 3,975 0 0 600 0 0 37 491 2,175 20,300
2,150 2,159 75 7,500 150 1 1 4,875 0 1 37 1,819 -3,375 102,450
2,044 2,061 150 7,600 150 1 1 150 0 1 37 4 -300 38,250
1,799 2,168 75 7,650 - - - - - - - - - -
1,957 1,961 150 7,700 750 1 1 150 0 1 33 17 225 107,125
1,699 2,072 75 7,750 - - - - - - - - - -
1,852 1,862 150 7,800 750 1 1 150 0 1 32 56 2,025 204,750
1,599 1,972 75 7,850 600 0- - - - - - - -
1,750 1,760 150 7,900 2,550 1 1 300 0 1 30 36 - 46,575
1,499 1,877 75 7,950 600 0- - - - - - - -
1,651 1,656 150 8,000 7,425 1 1 15,975 0 1 29 2,037 -4,575 945,425
1,581 1,632 2,100 8,050 7,500 0- - - - - - - -
1,550 1,559 75 8,100 3,000 1 1 1,500 0 1 27 154 -2,925 126,225
1,299 1,682 75 8,150 7,500 0- - - - - - - -
1,452 1,461 75 8,200 2,100 1 1 1,200 0 1 27 124 -525 162,400
1,199 1,582 75 8,250 7,500 0- - - - - - - -
1,353 1,358 75 8,300 3,450 2 2 1,725 0 2 26 339 -1,500 114,525
1,105 1,487 75 8,350 7,500 0- - - - - - - -
1,252 1,259 225 8,400 150 2 2 600 0 2 25 967 -19,200 609,000
1,005 1,387 75 8,450 450 1- - - - - - - -
1,153 1,163 75 8,500 450 3 3 16,875 0 3 24 726 -2,325 950,925
1,084 1,292 75 8,550 6,000 1- - - 3- - - 825
1,057 1,063 75 8,600 8,775 3 3 12,600 0 3 22 1,561 4,725 469,725
815 1,192 75 8,650 3,000 1- - - - - - - -
957 963 75 8,700 6,075 3 3 1,050 0 3 21 2,507 31,425 728,775
888 1,097 75 8,750 1,500 2- - - - - - - -
859 869 75 8,800 3,450 4 4 75 0 4 19 2,957 1,950 1,120,250
788 997 75 8,850 3,000 2- - - 5- - - 900
760 770 75 8,900 225 5 5 75 0 5 18 3,472 -7,725 812,700
690 738 2,100 8,950 600 5 7 600 -1 5 17 2- 8,100
664 668 150 9,000 1,725 6 6 1,950 0 6 17 12,755 -26,100 3,155,250
592 632 75 9,050 75 7 7 525 0 7 16 37 2,100 17,775
564 569 75 9,100 75 8 8 75 0 8 16 8,853 -42,525 1,451,325
503 538 2,100 9,150 75 9 10 75 0 9 15 120 1,650 40,875
470 474 75 9,200 150 11 11 375 0 11 15 23,980 -113,175 3,048,850
406 446 2,100 9,250 75 14 14 525 0 14 14 568 300 108,975
375 378 75 9,300 825 17 17 75 1 17 14 41,804 -90,525 3,744,300
326 336 75 9,350 150 20 21 75 0 20 13 2,697 3,150 252,450
284 286 75 9,400 450 26 26 525 2 26 13 62,321 -213,225 5,778,525
239 248 150 9,450 75 32 33 150 3 33 12 5,272 79,275 392,025
201 203 225 9,500 150 41 42 450 3 42 12 86,568 223,650 6,633,375
163 167 675 9,550 150 52 53 75 4 52 12 4,859 7,350 398,775
128 130 375 9,600 225 67 67 75 5 67 11 123,754 -75,525 5,652,750
98 98 600 9,650 75 83 84 75 7 84 11 11,778 62,700 475,125
72 72 6,750 9,700 225 107 107 750 9 107 11 61,566 -10,875 1,908,225
50 50 75 9,750 75 133 135 75 12 134 11 873 6,900 35,775
33 33 75 9,800 75 164 166 75 13 165 11 8,214 -10,650 419,625
21 21 600 9,850 375 183 205 75 4 199 11 23 600 1,050
13 13 1,050 9,900 75 242 245 75 16 243 12 718 -2,475 212,400
8 8 75 9,950 375 272 294 75 - - - - - -
5 5 1,200 10,000 75 331 334 75 18 333 13 1,285 -34,500 1,109,775
3 4 600 10,050 375 328 397 75 - 430 - - - 225
3 3 375 10,100 75 427 435 75 13 428 15 64 -3,000 20,775
1 3 600 10,150 375 400 519 375 - - - - - -
1 115,450 10,200 375 504 551 375 -12 520 16 24 1,650 1,950
0 2 1,500 10,250 375 554 618 375 - - - - - -
1 1 1,275 10,300 375 604 649 375 - 630 - - - 115,500
0 2 3,000 10,350 375 650 778 375 - - - - - -
1 1 3,000 10,400 375 703 749 375 - - - - - -
- 2 3,000 10,450 375 752 879 375 - - - - - -
1 156,325 10,500 300 823 828 75 21 825 24 1,440 -25,350 795,900
0 1 75 10,550 375 807 925 375 - - - - - -
0 1 150 10,600 375 905 949 375 - 950 - - - 1,350
0 1 3,000 10,650 375 907 1,027 375 - - - - - -
0 1 225 10,700 375 1,009 1,030 75 - 1,113 - - - 9,975
0 1 3,000 10,750 375 1,002 1,182 375 - - - - - -
0 0 825 10,800 75 1,118 1,135 75 4 1,115 28 3- 5,400
0 1 3,000 10,850 375 1,107 1,283 375 - - - - - -
0 1 1,500 10,900 375 1,199 1,249 375 - - - - - -
0 1 3,000 10,950 375 1,254 1,329 375 - - - - - -
0 048,525 11,000 150 1,319 1,324 75 18 1,320 34 154 4,350 803,775
0 1 1,500 11,050 375 1,307 1,427 375 - - - - - -
- 2 1,500 11,100 375 1,393 1,451 375 - - - - - -
- - - 11,150 1,200 1,166 1,691 150 - - - - - -
- 2 1,500 11,200 1,500 1,488 1,551 1,500 - - - - - -
- 2 1,500 11,300 1,500 1,585 1,651 1,500 - - - - - -
0 2 1,500 11,400 225 1,712 1,730 225 - 1,915 - - - 13,575
0 1 1,275 11,500 75 1,814 1,826 75 18 1,816 42 15 1,125 12,450
- 1 1,500 11,600 375 1,913 1,929 150 - - - - - -
477,065 43,929,925
Chart Strike PCR

0.00
#VALUE!
#VALUE!
0.11
#VALUE!
#VALUE!
#VALUE!
#VALUE!
0.93
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
0.55
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
0.26
#VALUE!
#VALUE!
#VALUE!
#VALUE!
0.96
0.50
10.18
0.06
#VALUE!
1.84
#VALUE!
0.26
0.00
0.07
0.10
1.95
#VALUE!
0.20
#VALUE!
1.83
#VALUE!
0.65
#VALUE!
0.74
#VALUE!
0.66
#VALUE!
1.34
#VALUE!
0.96
#VALUE!
1.17
#VALUE!
1.48
0.17
2.08
#VALUE!
1.95
#VALUE!
3.16
12.00
4.81
54.00
2.99
237.00
4.21
90.83
7.01
726.50
3.59
2.93
4.08
4.81
2.94
3.48
1.38
0.74
0.37
0.06
0.10
0.00
0.08
#VALUE!
0.40
0.01
0.03
#VALUE!
0.02
#VALUE!
5.72
#VALUE!
#VALUE!
#VALUE!
1.16
#VALUE!
2.57
#VALUE!
1.58
#VALUE!
3.00
#VALUE!
#VALUE!
#VALUE!
2.94
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
181.00
1.52
#VALUE!
Total 1.20

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