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Option

CALLS

OI price Call
TREND Interpretation Call Net OI
change change Volume

BULLISH Short covering DOWN UP 373 319050


BULLISH Short covering DOWN UP 1892 561300
BULLISH Short covering DOWN UP 2143 706650
BULLISH Short covering DOWN UP 4672 1199775
BULLISH Short covering DOWN UP 5434 1214475
BULLISH Short covering DOWN UP 8920 1209225
BULLISH Short covering DOWN UP 41745 2067750
BULLISH Short covering DOWN UP 140248 2871375
BULLISH Short covering DOWN UP 240490 4375650
BULLISH Long Buildup UP UP 187842 3942000
BULLISH Long Buildup UP UP 135133 4416525
BULLISH Long Buildup UP UP 59466 1664700
BULLISH Long Buildup UP UP 31023 999225
BULLISH Long Buildup UP UP 17153 1420500
BULLISH Long Buildup UP UP 1888 134400
BULLISH Short covering DOWN UP 600 274425

5000000

4500000

4000000

3500000

3000000

2500000

2000000

1500000

1000000

500000

0
7700 7800 7900 8000 8100 8200 8300 8400 8500 8600 8700 8800 8900 9
3000000

2500000

2000000

1500000

1000000

500000

0
77007800790080008100820083008400850086008700880089009000
-500000

-1000000

-1500000
Options Open Interest Analysis Simplified
NIFTY SPOT 8467.9 Last Update @ 15:30:16 Jul 11, 2016

Call change Call Price Put Price Put Change


Call LTP strike Put LTP
in OI change Change in OI

-17775 150.4 784.15 7700 4.1 -2.8 14625


-58050 149.55 690.9 7800 5.25 -5.15 29475
-66825 145.35 592 7900 6.9 -8.85 -169125
-189225 138.75 493.9 8000 9.7 -15.15 216750
-34575 129.15 398 8100 14.05 -24.65 -884400
-158100 115.3 307.05 8200 22.6 -37.85 -582150
-592725 96.7 223.4 8300 37.9 -54.85 838650
-818175 75.1 149.4 8400 63 -74.85 2465400
-27450 52.2 90.65 8500 101 -97.85 515250
1020750 30.95 48.2 8600 154.3 -122.75 352350
750900 15 22.7 8700 226.35 -135.95 198000
229500 6.3 9.35 8800 314.8 -146.35 7350
259875 2.05 3.5 8900 405 -165.05 75
114750 0.6 1.8 9000 501.8 -154.35 10125
2550 0.4 1.35 9100 600 -151.8 75
-13950 0.25 1 9200 699.8 -152.25 4050

300000

250000

200000

Call Net OI 150000


Put Net OI

100000

50000

0
00 8600 8700 8800 8900 9000 9100 9200
77007800790080008100820083008400
200

150

100

50

Call change in OI
0
Put Change in OI

-50

6008700 88008900 900091009200


-100

-150

-200
lified
Todays Date
1/Mar/17

PUTS

Put price
Put Net OI OI change Interpretation TREND
Volume change

1389150 16793 DOWN UP Short Buildup BULLISH


2592600 34399 DOWN UP Short Buildup BULLISH
2074800 40315 DOWN DOWN Long Liquidation BULLISH
4267200 93663 DOWN UP Short Buildup BULLISH
3263850 134463 DOWN DOWN Long Liquidation BULLISH
4326300 177460 DOWN DOWN Long Liquidation BULLISH
4046925 174097 DOWN UP Short Buildup BULLISH
3978075 207960 DOWN UP Short Buildup BULLISH
2023950 91785 DOWN UP Short Buildup BULLISH
772800 16699 DOWN UP Short Buildup BULLISH
361575 4794 DOWN UP Short Buildup BULLISH
125925 824 DOWN UP Short Buildup BULLISH
43800 70 DOWN UP Short Buildup BULLISH
1074675 1005 DOWN UP Short Buildup BULLISH
113325 48 DOWN UP Short Buildup BULLISH
225675 173 DOWN UP Short Buildup BULLISH

Call Volume
Put Volume

008000810082008300840085008600870088008900900091009200
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
Jul 11, 2016 Option Chain (Equity Derivatives)
Last Update @ 15:30:16
NIFTY CALLS
8467.9 Chart
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
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
#REF! #REF!

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

OI Chng in OI Volume IV

255,975 -450 132 -


- - - -
975 -75 1-
- - - -
- - - -
- - - -
563,025 2,850 211 -
- - - -
- - - -
- - - -
59,775 -75 2-
- - - -
69,525 -1,575 26 -
- - - -
122,625 -7,500 180 -
- - - -
1,271,400 16,650 449 -
- - - -
171,525 -300 23 -
- - - -
269,775 5,850 225 -
- - - -
363,000 -375 128 -
- - - -
489,600 -1,200 36 -
- - - -
1,179,825 -22,875 628 -
- - - -
223,125 -8,625 258 -
150 - - -
319,050 -17,775 373 -
5,175 -1,125 18 -
561,300 -58,050 1,892 -
- - - -
706,650 -66,825 2,143 -
150 - - -
1,199,775 -189,225 4,672 -
6,150 375 6-
1,214,475 -34,575 5,434 -
18,225 -225 29 -
1,209,225 -158,100 8,920 8
55,950 -2,475 282 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 0- -
1,672 133 75 1,668 1,683 75 6,800 75 1 1 75
- - 1,200 1,405 1,716 75 6,850 75 0- -
1,558 139 150 1,578 1,584 150 6,900 150 1 1 75
- - 1,200 1,305 1,620 75 6,950 9,975 0- -
1,477 156 150 1,476 1,480 600 7,000 23,550 1 1 675
- - 1,200 1,213 1,520 75 7,050 9,975 0- -
1,378 157 150 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 97 75 223 224 75 8,300 750 38 38 75
185 86 75 184 185 225 8,350 150 49 50 1,275
149 75 2,100 149 150 75 8,400 2,850 63 63 75
118 64 75 117 118 150 8,450 300 78 80 75
91 52 75 91 91 75 8,500 75 100 101 75
68 42 75 67 68 75 8,550 300 122 130 300
48 31 150 48 48 75 8,600 75 155 156 225
34 22 75 33 34 75 8,650 75 154 201 525
23 15 150 23 23 75 8,700 75 227 229 150
14 10 150 14 14 75 8,750 75 231 355 75
9 6 8,250 9 9 1,800 8,800 75 310 314 75
5 4 150 4 6 300 8,850 75 305 441 75
4 2 150 4 4 225 8,900 75 403 408 150
2 -1 225 2 3 150 8,950 75 400 500 75
2 1 2,550 2 2 5,700 9,000 75 501 504 75
3 -40 300 0 3 1,800 9,050 1,200 409 762 75
1 0 225 1 1 3,150 9,100 225 596 603 75
- - 9,975 0- - 9,150 1,200 505 901 75
1 0 75 1 1 13,125 9,200 75 698 701 525
- - 9,975 0- - 9,250 1,200 605 966 75
1 0 1,125 1 1 2,850 9,300 375 794 811 225
- - 75 0- - 9,350 1,200 675 1,070 75
1- 750 1 1 150 9,400 225 873 921 150
- - - - - - 9,450 1,200 775 1,170 75
1 0 23,400 1 1 9,300 9,500 300 995 998 75
- - - - - - 9,550 1,200 876 1,275 75
- - 9,975 0 1 1,500 9,600 1,200 926 1,325 2,025
- - - - - - 9,650 1,200 977 1,375 75
0 0 1,350 0 0 150 9,700 450 1,190 1,200 75
- - - - - - 9,750 1,200 1,077 1,479 75
0- 6,075 0 1 75 9,800 75 1,203 1,529 75
- - - - - - 9,850 1,200 1,178 1,583 75
Net Chng LTP IV Volume Chng in OI OI Chart Strike PCR

0 0 50 133 -825 13,650 0.05


- - - - - - #VALUE!
0 1 49 1,030 1,350 5,625 5.77
- - - - - - #VALUE!
-2 1 49 7 525 525 #VALUE!
- - - - - - #VALUE!
0 0 44 289 -2,400 136,350 0.24
- - - - - - #VALUE!
- 1- - - 3,825 #VALUE!
- - - - - - #VALUE!
0 1 41 12 -525 71,775 1.20
- - - - - - #VALUE!
0 1 39 108 -525 55,725 0.80
- - - - - - #VALUE!
0 1 37 250 -6,075 102,675 0.84
- - - - - - #VALUE!
0 1 35 1,039 -26,325 872,700 0.69
- - - - - - #VALUE!
0 1 33 288 -10,950 182,475 1.06
- - - - - - #VALUE!
0 1 32 2,488 -41,625 687,600 2.55
- - - - - - #VALUE!
0 1 30 3,226 -103,650 699,750 1.93
- - - - - - #VALUE!
-1 2 28 4,686 -124,950 960,975 1.96
-3 1 23 1- 150 #VALUE!
-1 3 27 10,518 -81,600 2,629,650 2.23
- 5- - - 2,550 #VALUE!
-2 3 25 10,871 -128,850 1,719,225 7.71
- 6- - - 1,650 11.00
-3 4 24 16,793 14,625 1,389,150 4.35
-4 4 22 523 10,275 28,275 5.46
-5 5 22 34,399 29,475 2,592,600 4.62
-7 5 21 743 5,625 48,000 #VALUE!
-9 7 20 40,315 -169,125 2,074,800 2.94
-12 8 20 1,267 -22,950 70,575 470.50
-15 10 19 93,663 216,750 4,267,200 3.56
-19 12 18 2,496 34,050 185,475 30.16
-25 14 17 134,463 -884,400 3,263,850 2.69
-32 17 17 3,880 53,475 206,850 11.35
-38 23 16 177,460 -582,150 4,326,300 3.58
-46 30 16 5,346 55,500 294,450 5.26
-55 38 16 174,097 838,650 4,046,925 1.96
-63 49 15 8,836 105,450 349,725 1.71
-75 63 15 207,960 2,465,400 3,978,075 1.39
-85 79 14 15,076 426,375 431,700 1.27
-98 101 14 91,785 515,250 2,023,950 0.46
-97 138 16 77 4,050 4,125 0.02
-123 154 14 16,699 352,350 772,800 0.20
-556 190 14 3 75 75 0.00
-136 226 14 4,794 198,000 361,575 0.08
- - - - - - #VALUE!
-146 315 16 824 7,350 125,925 0.08
- - - - - - #VALUE!
-165 405 16 70 75 43,800 0.04
- - - - - - #VALUE!
-154 502 18 1,005 10,125 1,074,675 0.76
- - - - - - #VALUE!
-152 600 20 48 75 113,325 #REF!
- - - - - -
-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

1.19
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!

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