Vous êtes sur la page 1sur 21

Optio

CALLS
TREND

Interpretation

OI
change

price
change

BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH

Short covering
Short covering
Short covering
Short covering
Short covering
Short covering
Short covering
Short covering
Short covering
Long Buildup
Long Buildup
Long Buildup
Long Buildup
Long Buildup
Long Buildup
Short covering

DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
UP
UP
UP
UP
UP
UP
DOWN

UP
UP
UP
UP
UP
UP
UP
UP
UP
UP
UP
UP
UP
UP
UP
UP

Call
Volume
373
1892
2143
4672
5434
8920
41745
140248
240490
187842
135133
59466
31023
17153
1888
600

5000000
4500000
4000000
3500000
3000000
2500000
2000000
1500000
1000000
500000
0

7700 7800 7900 8000 8100 8200 8300 8400 8500 8600 8700 8800 89

3000000
2500000
2000000

3000000
2500000
2000000
1500000
1000000
500000
0

77007800790080008100820083008400850086008700880089009
-500000
-1000000
-1500000

Options Open Interest Analysis Simplified


NIFTY SPOT

8467.9

Last Update @ 15:30:16

LLS
Call Net OI
319050
561300
706650
1199775
1214475
1209225
2067750
2871375
4375650
3942000
4416525
1664700
999225
1420500
134400
274425

Call change Call Price


in OI
change
-17775
-58050
-66825
-189225
-34575
-158100
-592725
-818175
-27450
1020750
750900
229500
259875
114750
2550
-13950

150.4
149.55
145.35
138.75
129.15
115.3
96.7
75.1
52.2
30.95
15
6.3
2.05
0.6
0.4
0.25

Call LTP

strike

Put LTP

Put Price
Change

784.15
690.9
592
493.9
398
307.05
223.4
149.4
90.65
48.2
22.7
9.35
3.5
1.8
1.35
1

7700
7800
7900
8000
8100
8200
8300
8400

4.1
5.25
6.9
9.7
14.05
22.6
37.9
63
101
154.3
226.35
314.8
405
501.8
600
699.8

-2.8
-5.15
-8.85
-15.15
-24.65
-37.85
-54.85
-74.85
-97.85
-122.75
-135.95
-146.35
-165.05
-154.35
-151.8
-152.25

8500
8600
8700
8800
8900
9000
9100
9200

300000

250000

200000

Call Net OI

150000

Put Net OI
100000

50000

8300 8400 8500 8600 8700 8800 8900 9000 9100 9200

770078007900800081

200
150
100

008400 85008600 870088008900900091009200

200
150
100
50
Call change in OI
Put Change in OI

0
-50
-100
-150
-200

s Simplified
Todays Date
28/Jan/17

Jul 11, 2016

PUTS
Put Change
in OI
14625
29475
-169125
216750
-884400
-582150
838650
2465400
515250
352350
198000
7350
75
10125
75
4050

Put Net OI
1389150
2592600
2074800
4267200
3263850
4326300
4046925
3978075
2023950
772800
361575
125925
43800
1074675
113325
225675

Put
Volume
16793
34399
40315
93663
134463
177460
174097
207960
91785
16699
4794
824
70
1005
48
173

price
change

OI change

DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN

UP
UP
DOWN
UP
DOWN
DOWN
UP
UP
UP
UP
UP
UP
UP
UP
UP
UP

00

00

00

Call Volume

00

Put Volume

00

00

0
7700780079008000810082008300840085008600870088008900900091009200

Call Price change


Put Price Change

91009200

Interpretation

TREND

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

BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH

Call Volume
Put Volume

Call Price change


Put Price Change

Call

Put

Price
Change
<0
<0
>0
>0

Change in
OI
Signal
<0
Long Liquidation
>0
Short Buildup
>0
Long Buildup
<0
Short Covering

<0
<0
>0
>0

<0
>0
>0
<0

Long Liquidation
Short Buildup
Long Buildup
Short Covering

Jul 11, 2016


Last Update @ 15:30:16
NIFTY
8467.9
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

Option Chain (Equity Derivatives)


CALLS
Chart

CE8300
CE8350
CE8400
CE8450
CE8500
CE8550
CE8600
CE8650
CE8700
CE8750
CE8800
CE8850
CE8900
CE8950
CE9000
CE9050
CE9100
CE9150
CE9200
CE9250
CE9300
CE9350
CE9400
CE9450
CE9500
CE9550
CE9600

PE8300
PE8350
PE8400
PE8450
PE8500
PE8550
PE8600
PE8650
PE8700
PE8750
PE8800
PE8850
PE8900
PE8950
PE9000
PE9050
PE9100
PE9150
PE9200
PE9250
PE9300
PE9350
PE9400
PE9450
PE9500
PE9550
PE9600
#REF!

#REF!

Total

CE
CE
CE
CE
CE
CE
CE

PE
PE
PE
PE
PE
PE
PE

Underlying Index: NIFTY 8467.90 As on Jul 11, 2016 15:30:16 IST

OI

Chng in OI Volume
255,975

-450
-

975
-

-75
-

563,025
-

2,850

59,775

-75

69,525

-1,575

122,625

-7,500

1,271,400

16,650

171,525

-300

269,775

5,850

363,000

-375

489,600

-1,200

1,179,825

-22,875

223,125
-8,625
150 319,050
-17,775
5,175
-1,125
561,300
-58,050
706,650
-66,825
150 1,199,775 -189,225
6,150
375
1,214,475
-34,575
18,225
-225
1,209,225 -158,100
55,950
-2,475

IV

132 1211 226 180 449 23 225 128 36 628 258 373 18 1,892 2,143 4,672 65,434 29 8,920 8
282 9

2,067,750 -592,725 41,745 11


204,750
-93,225
5,344 12
2,871,375 -818,175 140,248 12
339,825
95,325 14,447 12
4,375,650
-27,450 240,490 12
196,200
55,800
8,579 12
3,942,000 1,020,750 187,842 12
192,675
79,875
5,314 12
4,416,525 750,900 135,133 12
108,000
80,325
2,617 12
1,664,700 229,500 59,466 12
39,750
24,375
1,318 12
999,225 259,875 31,023 12
2,550
2,475
256 12
1,420,500 114,750 17,153 13
150
150
2 15
134,400
2,550
1,888 14
274,425
-13,950
600 16
336,525
-4,575
391 17
58,500
675
20 18
317,100
12,675
829 19
31,800
3,825
101 22
75
75
1 20
34,330,875
920,875

PUTS
LTP
Net Chng Bid
Bid
Ask
Ask
Strike Price Bid
Bid
Ask
Ask
Qty
Price Price Qty
Qty
Price Price Qty
2,261
144
300 2,261 2,300
375
6,200 2,400
0
1 1,725
1,200 1,979 2,303
75
6,250 2,175
166
75 2,091 2,289 2,025
6,300
600
0
1 2,025
1,200 1,879 2,203
75
6,350 75 1,991 2,153
75
6,400
150
0
1
300
1,200 1,788 2,166
75
6,450 1,970
153
150 1,971 1,978
75
6,500 9,825
0
1
675
1,200 1,688 2,066
75
6,550 75 1,637 1,975
225
6,600
150
0
1
750
1,200 1,596 1,911
75
6,650 1,769
127
225 1,546 1,875
225
6,700
300
1
1 1,050
1,200 1,496 1,811
75
6,750 9,975
01,672
133
75 1,668 1,683
75
6,800
75
1
1
75
1,200 1,405 1,716
75
6,850
75
01,558
139
150 1,578 1,584
150
6,900
150
1
1
75
1,200 1,305 1,620
75
6,950 9,975
01,477
156
150 1,476 1,480
600
7,000 23,550
1
1
675
1,200 1,213 1,520
75
7,050 9,975
01,378
157
150 1,374 1,385
75
7,100 1,125
1
1 1,500
1,200 1,122 1,424
75
7,150 9,975
0
3 3,000
1,270
145
150 1,278 1,285
150
7,200 3,000
1
1
225
1,200 1,022 1,324
75
7,250 9,975
0
3 3,000
1,177
159
75 1,177 1,185
75
7,300
525
1
2 3,000
1,200 930 1,228
75
7,350
75
1
3
75
1,078
158
150 1,078 1,086
75
7,400 1,725
2
2
150
75 951 1,104
75
7,450
600
1
3
75
986
155 1,275 983 986
75
7,500 13,050
2
3 26,700
75 866 966
75
7,550
150
2
4 3,000
888
156
75 883 891
150
7,600 11,175
3
3 3,000
666 1,200 643 973 2,025
7,650 4
300
784
150
75 785 789
75
7,700
75
4
4 1,725
722
146
150 710 802
150
7,750
75
4
5
75
691
150
75 689 693
375
7,800
75
5
5
825
75 595 685
75
7,850
150
5
6
75
592
145
150 591 593
150
7,900
75
7
7 1,200
400 75 494 630 3,000
7,950 1,050
8
9
75
494
139
75 493 497
75
8,000 9,375
10
10
375
436
135
75 403 519
75
8,050
75
11
13 1,800
398
129
150 397 399
75
8,100
750
14
14
75
355
129
75 343 376
150
8,150 1,350
17
19 1,350
307
115
75 307 308
300
8,200 1,425
23
23 5,925
260
101
900 260 268
675
8,250
150
29
30
150

223
185
149
118
91
68
48
34
23
14
9
5
4
2
2
3
1
-

97
86
75
64
52
42
31
22
15
10
6
4
2
-1
1
-40
0
-

1
-

0
-

75
75
2,100
75
75
75
150
75
150
150
8,250
150
150
225
2,550
300
225
9,975
75
9,975
1,125
75
750

11
0
0-

0 23,400
9,975
0 1,350
6,075
-

223
184
149
117
91
67
48
33
23
14
9
4
4
2
2
0
1
01
01
01
1
0
0
0
-

224
185
150
118
91
68
48
34
23
14
9
6
4
3
2
3
1

75
225
75
150
75
75
75
75
75
75
1,800
300
225
150
5,700
1,800
3,150

1 13,125
1 2,850
1
150
1 9,300
1 1,500
0
150
1
75
-

8,300
8,350
8,400
8,450
8,500
8,550
8,600
8,650
8,700
8,750
8,800
8,850
8,900
8,950
9,000
9,050
9,100
9,150
9,200
9,250
9,300
9,350
9,400
9,450
9,500
9,550
9,600
9,650
9,700
9,750
9,800
9,850

750
150
2,850
300
75
300
75
75
75
75
75
75
75
75
75
1,200
225
1,200
75
1,200
375
1,200
225
1,200
300
1,200
1,200
1,200
450
1,200
75
1,200

38
49
63
78
100
122
155
154
227
231
310
305
403
400
501
409
596
505
698
605
794
675
873
775
995
876
926
977
1,190
1,077
1,203
1,178

38
50
63
80
101
130
156
201
229
355
314
441
408
500
504
762
603
901
701
966
811
1,070
921
1,170
998
1,275
1,325
1,375
1,200
1,479
1,529
1,583

75
1,275
75
75
75
300
225
525
150
75
75
75
150
75
75
75
75
75
525
75
225
75
150
75
75
75
2,025
75
75
75
75
75

Net Chng LTP


0
-

-2

-1
-3
-1

-2
-3
-4
-5
-7
-9
-12
-15
-19
-25
-32
-38
-46

IV Volume

Chng in OI OI

0 50
133
- 1 49
1,030
- 1 49
7
- 0 44
289
- 1- - 1 41
12
- 1 39
108
- 1 37
250
- 1 35
1,039
- 1 33
288
- 1 32
2,488
- 1 30
3,226
- 2 28
4,686
1 23
13 27
10,518
5- 3 25
10,871
6- 4 24
16,793
4 22
523
5 22
34,399
5 21
743
7 20
40,315
8 20
1,267
10 19
93,663
12 18
2,496
14 17 134,463
17 17
3,880
23 16 177,460
30 16
5,346

-825

Chart
13,650

1,350

5,625
-

525

525
-

-2,400

136,350
3,825
-

-525

71,775
-

-525

55,725
-

-6,075

102,675
-

-26,325

872,700
-

-10,950

182,475
-

-41,625

687,600
-

-103,650

699,750
-

-124,950
-81,600
-128,850
14,625
10,275
29,475
5,625
-169,125
-22,950
216,750
34,050
-884,400
53,475
-582,150
55,500

960,975
150
2,629,650
2,550
1,719,225
1,650
1,389,150
28,275
2,592,600
48,000
2,074,800
70,575
4,267,200
185,475
3,263,850
206,850
4,326,300
294,450

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

-55
-63
-75
-85
-98
-97
-123
-556
-136
-

38
49
63
79
101
138
154
190
226

16 174,097 838,650 4,046,925


15
8,836 105,450
349,725
15 207,960 2,465,400 3,978,075
14
15,076 426,375
431,700
14
91,785 515,250 2,023,950
16
77
4,050
4,125
14
16,699 352,350
772,800
14
3
75
75
14
4,794 198,000
361,575
- -146 315 16
824
7,350
125,925
- -165 405 16
70
75
43,800
- -154 502 18
1,005
10,125 1,074,675
- -152 600 20
48
75
113,325
- -152 700 23
173
4,050
225,675
- -132 815 31
30
-900
6,375
- -152 915 34
6
300
2,925
- -155 995 28
650
9,600
362,475
- - - -156 1,190 28
90
3,750
80,625
- -150 1,310 43
2
150
150
- 1,068,519
40,899,300 Total

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!

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!