Option

CALLS

OI price Call
TREND Interpretation Call Net OI
change change Volume

BULLISH Short covering DOWN UP 145 581925

BEARISH Long Liquidation DOWN DOWN 414 804150
BEARISH Long Liquidation DOWN DOWN 92 453225
BEARISH Short Buildup UP DOWN 646 627900
BEARISH Long Liquidation DOWN DOWN 448 650250
BEARISH Long Liquidation DOWN DOWN 1108 551400
BEARISH Long Liquidation DOWN DOWN 5869 1185300
BEARISH Short Buildup UP DOWN 19172 1986825
BEARISH Short Buildup UP DOWN 118939 3653175
BEARISH Long Liquidation DOWN DOWN 150613 4404675
BEARISH Short Buildup UP DOWN 112483 4240575
BEARISH Short Buildup UP DOWN 82611 4985850
BEARISH Long Liquidation DOWN DOWN 33835 1874850
BEARISH Short Buildup UP DOWN 17500 824475
BEARISH Short Buildup UP DOWN 1581 600000
BEARISH Long Liquidation DOWN DOWN 1588 99675

6000000

5000000

4000000

3000000

2000000

1000000

0
8400 8500 8600 8700 8800 8900 9000 9100 9200 9300 9400 9500 9600 9
 0
8400 8500 8600 8700 8800 8900 9000 9100 9200 9300 9400 9500 9600 9

600000

500000

400000

300000

200000

100000

0
8400 8500 8600 8700 8800 8900 9000 9100 9200 9300 9400 9500 9600 9700
-100000

-200000
 Options Open Interest Analysis Simplified
NIFTY SPOT 9182.45 Last Update @ 15:26:30 Apr 10, 2017

Call change Call Price Put Price Put Change

Call LTP strike Put LTP
in OI change Change in OI

-2850 2.9 805 8400 2.05 -0.4 -20250

-23775 -0.65 708.95 8500 2.65 -0.3 155700
-4125 -8.95 604.2 8600 3.2 -0.9 -95475
21750 -3.25 509 8700 4.75 -1.6 69150
-3825 -4.25 414.55 8800 7.6 -2.95 271200
-35850 -4.45 320 8900 13.7 -4.2 234900
-68850 -6.05 232.45 9000 25.25 -5.15 2100
28575 -7.1 152.25 9100 44.95 -6.5 142725
486225 -7.7 88.2 9200 78 -7.2 228075
-75975 -5.45 42.75 9300 129.85 -5.25 -148200
341850 -3.3 16.7 9400 201.5 -3.45 -116925
6825 -1.45 4.65 9500 289.8 -1.65 -48525
-164700 -0.7 1.3 9600 385.5 1.55 -10050
276000 -0.2 0.8 9700 485.55 5.8 -9975
2325 -0.05 0.6 9800 583.5 3.55 -225
-750 -0.05 0.45 9900 667.05 -14.45 -525

160000

140000

120000

100000

Call Net OI 80000

Put Net OI
60000

40000

20000

0
00 9300 9400 9500 9600 9700 9800 9900
84008500860087008800890090009100
 20000

0
00 9300 9400 9500 9600 9700 9800 9900
84008500860087008800890090009100

10

Call change in OI
-5
Put Change in OI

-10

300 9400 9500 9600 9700 9800 9900

-15

-20
ified
Todays Date
5/May/17

PUTS

Put price
Put Net OI OI change Interpretation TREND
Volume change

770475 3503 DOWN DOWN Long Liquidation BULLISH

2523150 10749 DOWN UP Short Buildup BULLISH
1381275 19796 DOWN DOWN Long Liquidation BULLISH
2143500 28759 DOWN UP Short Buildup BULLISH
2910825 46143 DOWN UP Short Buildup BULLISH
3206250 52459 DOWN UP Short Buildup BULLISH
5393700 86934 DOWN UP Short Buildup BULLISH
4942350 113249 DOWN UP Short Buildup BULLISH
3967350 152150 DOWN UP Short Buildup BULLISH
1530525 38501 DOWN DOWN Long Liquidation BULLISH
577425 6858 DOWN DOWN Long Liquidation BULLISH
713325 2776 DOWN DOWN Long Liquidation BULLISH
96675 394 UP DOWN Short covering BEARISH
60000 203 UP DOWN Short covering BEARISH
11550 23 UP DOWN Short covering BEARISH
33525 23 DOWN DOWN Long Liquidation BULLISH

Call Volume
Put Volume

008700880089009000910092009300940095009600970098009900
008700880089009000910092009300940095009600970098009900

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
Apr 10, 2017 Option Chain (Equity Derivatives)
Last Update @ 15:26:30
NIFTY CALLS
9182.45 Chart
9200
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
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
#REF! #REF!

Total
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
Underlying Index: NIFTY 9182.45 As on Apr 10, 2017 15:26:30 IST

OI Chng in OI

225,450 -525
310,500 -3,975
- -
21,450 -225
- -
33,675 -
- -
34,650 -
- -
1,156,800 -16,125
4,950 -
64,875 -225
- -
27,150 -
- -
35,475 300
- -
99,675 75
- -
1,100,325 -16,575
- -
433,050 -12,750
- -
702,825 -31,650
- -
578,025 -98,700
2,025 -
581,925 -2,850
- -
804,150 -23,775
2,025 -
453,225 -4,125
450 75
627,900 21,750
900 -
650,250 -3,825
450 -
551,400 -35,850
825 -75
1,185,300 -68,850
 16,725 -450
1,986,825 28,575
96,225 3,075
3,653,175 486,225
494,700 106,275
4,404,675 -75,975
684,525 464,475
4,240,575 341,850
347,550 9,000
4,985,850 6,825
134,925 -600
1,874,850 -164,700
23,175 -1,575
824,475 276,000
225 -
600,000 2,325
975 -
99,675 -750
1,050 -
754,575 9,375
- -
75 -
- -
3,375 -150
- -
3,525 375
- -
300 -
- -
485,475 7,125
- -
3,600 -
8,250 7,500
- -
- -
35,419,050
 PUTS
Volume IV LTP Net Chng Bid Bid Ask Ask Strike Price Bid
Qty Price Price Qty Qty
12 - 2,141 -2 300 2,144 2,148 225 7,050 3,900
193 - 2,099 -3 150 2,094 2,101 225 7,100 450
- - - - 2,100 2,024 2,077 2,100 7,150 -
28 - 1,998 -2 300 1,994 2,004 75 7,200 225
- - - - 1,200 1,724 2,083 75 7,250 -
1- 1,885 -15 150 1,894 1,902 375 7,300 1,050
- - - - 1,200 1,624 1,983 75 7,350 -
85 - 1,798 1 75 1,795 1,804 75 7,400 300
- - - - 1,200 1,524 1,888 75 7,450 -
731 - 1,698 0 525 1,697 1,700 75 7,500 14,700
- - - - 7,425 1,631 1,676 6,750 7,550 13,500
8- 1,613 19 75 1,595 1,604 75 7,600 300
- - - - 7,500 1,471 1,639 7,500 7,650 7,500
43 - 1,500 -10 600 1,496 1,504 75 7,700 1,275
- - - - 7,500 1,371 1,539 7,500 7,750 7,500
28 - 1,394 -7 75 1,396 1,405 75 7,800 1,875
- - - - 3,450 1,341 1,411 7,500 7,850 7,500
14 - 1,297 -2 225 1,297 1,305 150 7,900 2,025
- - - - 7,500 1,227 1,301 75 7,950 8,100
883 - 1,200 -1 75 1,201 1,204 75 8,000 9,150
- - - - 5,700 1,143 1,161 1,800 8,050 75
198 - 1,105 -6 150 1,107 1,108 75 8,100 4,725
- - - - 750 1,044 1,145 6,975 8,150 7,500
1,127 - 1,009 3 900 1,007 1,009 75 8,200 1,350
- - - - 1,200 758 1,106 75 8,250 600
1,849 - 908 5 600 907 910 75 8,300 1,650
- - - - 1,200 664 1,009 75 8,350 600
145 - 805 3 75 805 808 150 8,400 1,800
- - - - 1,200 565 909 75 8,450 7,500
414 - 709 -1 75 707 709 150 8,500 5,400
- - - - 600 652 664 1,200 8,550 2,250
92 - 604 -9 75 607 610 300 8,600 2,550
1- 563 33 750 554 565 1,200 8,650 1,950
646 - 509 -3 75 509 513 150 8,700 3,000
- - - - 525 456 484 3,600 8,750 300
448 - 415 -4 750 413 415 75 8,800 3,075
- - - - 300 361 368 225 8,850 150
1,108 - 320 -4 150 319 320 75 8,900 525
5- 263 -48 75 271 277 825 8,950 375
5,869 9 232 -6 150 232 233 75 9,000 2,400
 135 12 202 5 75 189 191 75 9,050 75
19,172 9 152 -7 75 152 153 900 9,100 900
782 10 119 -6 75 118 120 300 9,150 300
118,939 9 88 -8 375 88 88 825 9,200 1,650
15,469 9 62 -8 225 62 62 75 9,250 450
150,613 9 43 -5 3,375 43 43 1,800 9,300 75
16,456 9 27 -5 300 27 27 75 9,350 825
112,483 9 17 -3 1,125 17 17 1,950 9,400 525
6,083 9 9 -2 1,200 9 9 5,550 9,450 75
82,611 9 5 -1 1,350 5 5 3,150 9,500 75
1,746 9 3 -1 225 3 3 300 9,550 225
33,835 9 1 -1 14,475 1 1 21,000 9,600 150
136 10 1 -1 600 1 1 1,350 9,650 375
17,500 10 1 0 1,425 1 1 12,975 9,700 75
- - - - 225 0 2 225 9,750 150
1,581 11 1 0 5,925 1 1 15,525 9,800 75
- - - - 12,525 0 1 225 9,850 375
1,588 13 0 0 18,450 0 0 225 9,900 375
- - - - 7,500 0 2 18,000 9,950 6,750
2,318 14 0 0 28,350 0 0 8,025 10,000 150
- - - - - - 3 5,100 10,050 375
120 16 0 0 7,500 0 1 1,500 10,100 7,800
- - - - - - 3 5,100 10,150 75
2 17 0 0 7,500 0 1 300 10,200 2,025
- - - - - - - - 10,250 1,200
14 19 0 0 3,375 0 0 75 10,300 4,500
- - - - - - 3 5,100 10,350 525
1- 0 0 7,500 0 1 150 10,400 6,750
- - - - - - 3 5,100 10,450 75
513 21 0 0 225 0 0 7,050 10,500 225
- - - - - - - - 10,550 1,200
2 23 0 0 6,000 0 0 825 10,600 150
100 25 1 0 6,000 1 1 75 10,650 1,200
- - - - - - - - 10,700 1,200
- - - - - - - - 10,750 1,200
596,127
Bid Ask Ask Net Chng LTP IV Volume Chng in OI OI Chart
Price Price Qty
0 0 75 0 0 39 3 75 6,750
0 0 300 0 0 41 102 -2,700 7,575
- 2 900 - - - - - -
0 1 300 - 1 41 196 6,525 9,375
- 3 900 - - - - - -
0 1 1,875 0 0 37 26 75 3,525
- 3 900 - - - - - -
0 0 1,050 0 0 36 108 825 6,750
- 3 900 - - - - - -
0 0 9,825 0 0 33 728 -900 191,625
0 1 1,500 - - - - - 1,800
0 1 75 0 1 33 68 -225 25,275
0 3 900 - - - - - -
1 1 750 0 1 31 89 3,075 20,550
0 3 900 - - - - - -
1 1 3,000 0 1 29 49 675 32,175
0 3 900 - - - - - -
1 1 1,650 0 1 28 96 1,050 62,700
0 3 900 - - - - - -
1 1 1,425 0 1 25 981 10,200 449,025
1 2 1,425 1 2 27 1 75 225
1 1 750 0 1 24 816 -12,825 255,975
0 3 900 - - - - - -
1 1 10,650 0 1 23 1,684 -8,475 668,925
0- - - - - - - -
2 2 900 -1 2 21 2,716 37,650 416,175
1- - - - - - - 1,050
2 2 2,100 0 2 20 3,503 -20,250 770,475
1- - - - - - - 75
3 3 4,800 0 3 18 10,749 155,700 2,523,150
3 3 975 -1 3 17 40 75 6,600
3 3 2,775 -1 3 17 19,796 -95,475 1,381,275
4 4 150 -1 4 16 90 1,200 9,900
5 5 750 -2 5 15 28,759 69,150 2,143,500
6 6 375 -2 6 15 359 8,025 45,000
8 8 1,350 -3 8 14 46,143 271,200 2,910,825
10 10 450 -4 10 14 1,940 31,650 150,000
14 14 900 -4 14 13 52,459 234,900 3,206,250
18 18 75 -5 18 13 4,169 23,175 146,400
25 25 7,950 -5 25 13 86,934 2,100 5,393,700
 33 33 150 -7 33 12 10,366 351,525 571,650
45 45 1,800 -7 45 12 113,249 142,725 4,942,350
60 60 75 -7 60 12 7,899 83,025 514,500
78 78 675 -7 78 11 152,150 228,075 3,967,350
100 101 75 -6 101 11 5,278 18,000 267,000
130 130 150 -5 130 11 38,501 -148,200 1,530,525
162 164 75 -3 164 11 311 150 29,625
202 204 75 -3 202 11 6,858 -116,925 577,425
243 247 825 4 247 13 11 300 450
289 290 75 -2 290 12 2,776 -48,525 713,325
334 342 225 - - - - - 75
383 387 150 2 386 14 394 -10,050 96,675
421 441 375 - - - - - -
481 485 75 6 486 - 203 -9,975 60,000
524 542 975 - - - - - -
580 585 225 4 584 18 23 -225 11,550
622 650 5,400 - - - - - -
679 683 75 -14 667 - 23 -525 33,525
649 793 6,750 - - - - - 1,050
778 780 375 2 778 22 1,673 -4,350 648,450
748 845 75 - - - - - -
861 902 7,800 - - - - - 75
850 1,032 375 - - - - - -
973 996 75 - - - - - 4,125
820 1,251 75 - - - - - -
1,071 1,103 375 - - - - - 225
1,070 1,330 75 - - - - - -
1,167 1,208 6,750 - - - - - 450
1,150 1,453 75 - - - - - -
1,276 1,280 75 -2 1,275 31 508 -3,525 695,025
1,111 1,560 75 - - - - - -
1,375 1,379 1,200 -7 1,366 - 4- 36,900
1,211 1,660 75 - - - - - -
1,221 1,719 150 - - - - - 375
1,263 1,769 150 - - - - - -
602,831 35,549,325 Total
Strike PCR

0.03
0.02
#VALUE!
0.44
#VALUE!
0.10
#VALUE!
0.19
#VALUE!
0.17
0.36
0.39
#VALUE!
0.76
#VALUE!
0.91
#VALUE!
0.63
#VALUE!
0.41
#VALUE!
0.59
#VALUE!
0.95
#VALUE!
0.72
0.52
1.32
#VALUE!
3.14
3.26
3.05
22.00
3.41
50.00
4.48
333.33
5.81
177.45
4.55
 34.18
2.49
5.35
1.09
0.54
0.35
0.04
0.14
0.00
0.14
0.00
0.05
#VALUE!
0.07
#VALUE!
0.02
#VALUE!
0.34
#REF!

1.00
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!