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Options Open Interest Analysis

The document analyzes options data for the Nifty index. It shows the open interest, volume, and price changes for calls and puts at different strike prices. Most options are seeing decreasing open interest and prices, indicating long liquidation and short building. The overall trend is interpreted as bullish based on the short covering and long buildup signals from options with decreasing open interest but increasing prices.

Uploaded by

Prajan J
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© © All Rights Reserved
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
145 views

Options Open Interest Analysis

The document analyzes options data for the Nifty index. It shows the open interest, volume, and price changes for calls and puts at different strike prices. Most options are seeing decreasing open interest and prices, indicating long liquidation and short building. The overall trend is interpreted as bullish based on the short covering and long buildup signals from options with decreasing open interest but increasing prices.

Uploaded by

Prajan J
Copyright
© © All Rights Reserved
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
You are on page 1/ 18

Options Open Intere

NIFTY SPOT 10487.3

CALLS

OI price Call Call change Call Price


TREND Interpretation change change Volume Call Net OI in OI change

BULLISH Short covering DOWN UP 93 161325 -2625 42


BULLISH Short covering DOWN UP 28 197400 -225 35.3
BULLISH Short covering DOWN UP 26 136275 -225 35.75
BULLISH Short covering DOWN UP 1655 778950 -43275 33.95
BULLISH Long Buildup UP UP 1899 272100 450 28.25
BULLISH Short covering DOWN UP 2911 822600 -62175 28.5
BULLISH Short covering DOWN UP 3431 966600 -1800 24.55
BULLISH Long Buildup UP UP 30435 1960050 278925 17.85
BULLISH Long Buildup UP UP 103693 3845850 154650 13.6
BULLISH Long Buildup UP UP 90784 3839925 16950 8.3
BULLISH Long Buildup UP UP 59687 3628725 90900 3.8
BULLISH Long Buildup UP UP 44275 3115500 78000 1.45
BULLISH Long Buildup UP UP 18925 1444875 24975 0.3
BEARISH Short Buildup UP DOWN 21493 4340850 2325 -0.05
BEARISH Short Buildup UP DOWN 3655 1230975 600 -0.2
BEARISH Short Buildup UP DOWN 2929 825225 44175 -0.2

6000000

5000000

4000000

3000000 Call Net OI


Put Net OI

2000000

1000000

0
00 8 00 9 00 000 100 200 30 0 400 500 600 700 800 900 000 100 200
97 9 9 10 10 10 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 1 1 1 1 1
0
00 8 00 9 00 000 100 200 30 0 400 500 600 700 800 900 000 100 200
97 9 9 10 10 10 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 1 1 1 1 1

1000000

800000

600000

Call change in OI
400000
Put Change in OI

200000

0
00 8 00 90 0 000 100 200 300 400 500 600 700 800 900 000 100 200
97 9 9 1 0 10 1 0 1 0 10 10 1 0 10 10 1 0 11 11 1 1
-200000
Open Interest Analysis Simplified
Todays Date
Last Update @ 14:47:2 Jan 04, 201 6/Jan/18

PUTS

Put Price Put Change in Put Net OI Put price


Call LTP strike Put LTP OI change
Change OI Volume change

802.6 9700 4.35 -1.05 -130425 951600 6834 DOWN DOWN


703.45 9800 6.65 -1.85 47625 1437150 8646 DOWN UP
607.85 9900 9.95 -2.95 164025 1355550 14383 DOWN UP
513 10000 15.2 -4.65 150825 4451400 31778 DOWN UP
418.8 10100 22.75 -6.6 258300 3851400 34766 DOWN UP
334.9 10200 35.05 -9.3 790725 4852800 62739 DOWN UP
255 10300 53.65 -12.65 558975 5391000 72058 DOWN UP
180.45 10400 79.6 -17.2 828825 5525100 103440 DOWN UP
119.25 10500 115.7 -21.7 468075 3763575 73234 DOWN UP
70.75 10600 165.35 -26.25 94800 887475 25033 DOWN UP
37 10700 232 -29.1 4200 545850 4471 DOWN UP
17.6 10800 309.4 -33.75 2325 241275 794 DOWN UP
7.85 10900 396.5 -36.45 -3225 33375 159 DOWN DOWN
4.45 11000 496.5 -29 -48300 831600 1123 DOWN DOWN
2.45 11100 584.3 -37.9 -75 4425 4 DOWN DOWN
1.75 11200 688.3 -28.45 - 39150 3 DOWN UP

120000

100000

80000

60000
Call Net OI Call Volume
Put Net OI Put Volume
40000

20000

0
00 800 9 00 00 0 100 20 0 300 400 500 600 7 00 800 900 000 100 200
00 00 97 9 9 1 0 10 1 0 1 0 10 1 0 10 10 1 0 10 1 1 11 11
1 2
11 11
0
00 800 9 00 00 0 100 20 0 300 400 500 600 7 00 800 900 000 100 200
0 0 97 9 9 1 0 10 1 0 1 0 10 1 0 10 10 1 0 10 1 1 11 11
1 10 120
1 1

50

40

30

20

10
Call change in OI Call Price change
Put Change in OI 0
Put Price Change
00 800 90 0 000 100 200 300 400 500 600 700 8 00 9 00 000 100 200
-10 97 9 9 1 0 1 0 1 0 10 10 1 0 10 1 0 10 10 11 1 1 11

-20

-30
0
20 -40

-50
Interpretation TREND

Long Liquidation BULLISH


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

Call Volume
Put Volume

0 0 0
00 1 10 1 20
1 1
0 0 0
00 1 10 1 20
1 1

Call Price change


Put Price Change
0 0
20
11
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
Jan 04, 201 Option Chain (Equity Derivatives)
Last Update @ 14:47:2
NIFTY CALLS
10487.3 Chart
10500
CE8550 PE8550 Graph
CE8600 PE8600 Graph
CE8650 PE8650 Graph
CE8700 PE8700 Graph
CE8750 PE8750 Graph
CE8800 PE8800 Graph
CE8850 PE8850 Graph
CE8900 PE8900 Graph
CE8950 PE8950 Graph
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
#REF! #REF! Total
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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 10487.35 As on Jan 04, 2018 14:47:28 IST

OI Chng in OI Volume IV LTP

87,300 -150 11 - 1,943


2,976,825 -1,800 74 - 1,884
- - - - -
815,400 -1,575 21 - 1,771
- - - - -
62,775 - 1 - 1,691
- - - - -
30,975 - - - -
- - - - -
1,026,300 -10,950 250 - 1,484
- - - - -
52,275 - 11 - 1,379
- - - - -
65,250 - 5 - 1,287
- - - - -
188,250 225 21 - 1,195
- - - - -
105,975 375 12 - 1,085
- - - - -
565,200 17,175 351 - 996
- - - - -
64,350 -75 5- 900
- - - - -
161,325 -2,625 93 - 803
- - - - -
197,400 -225 28 - 703
- - - - -
136,275 -225 26 - 608
1,500 - - - -
778,950 -43,275 1,655 - 513
- - - - -
272,100 450 1,899 - 419
300 150 4- 370
822,600 -62,175 2,911 - 335
525 - 1 15 346
966,600 -1,800 3,431 7 255
8,475 1,050 80 8 216
1,960,050 278,925 30,435 9 180
158,400 -7,425 4,724 9 149
3,845,850 154,650 103,693 9 119
596,925 46,875 13,515 9 92
3,839,925 16,950 90,784 9 71
314,400 41,925 7,653 9 52
3,628,725 90,900 59,687 9 37
427,725 25,500 2,425 9 25
3,115,500 78,000 44,275 9 18
127,725 5,100 830 9 11
1,444,875 24,975 18,925 9 8
20,400 3,075 119 10 6
4,340,850 2,325 21,493 10 4
6,225 -150 19 10 4
1,230,975 600 3,655 11 2
900 750 10 11 2
825,225 44,175 2,929 12 2
450 -150 2 12 1
290,550 -2,625 1,152 12 1
- - - - -
96,375 -1,425 422 13 1
750 225 7 15 1
1,346,775 -11,175 1,336 14 1
825 - - - -
46,875 -225 133 15 1
150 - 3 16 1
4,800 -150 2 16 1
1,050 - - - -
25,200 - 6 17 0
- - - - -
63,450 75 10 19 1
- - - - -
283,200 8,400 451 20 1
- - - - -
37,432,050 419,585
PUTS
Net Chng Bid Bid Ask Ask Strike Price Bid Bid Ask Ask Net Chng LTP IV
Qty Price Price Qty Qty Price Price Qty
47 225 1,931 1,937 150 8,550 4,950 0 1 23,625 0 0 31
39 75 1,883 1,890 75 8,600 25,200 0 1 187,950 0 1 30
- 7,200 1,765 1,871 6,750 8,650 6,000 0 1 6,000 - - -
-2 75 1,782 1,793 75 8,700 4,500 1 1 6,000 - 1 31
- 6,750 1,665 1,770 6,750 8,750 6,000 1 3 6,000 - - -
32 75 1,680 1,694 75 8,800 825 1 1 7,500 0 1 29
- 6,900 1,565 1,666 7,350 8,850 6,000 0 3 3,000 - - -
- 600 1,579 1,601 225 8,900 375 1 1 75 0 1 28
- 6,750 1,465 1,570 6,750 8,950 6,000 0 3 3,000 - - -
35 225 1,488 1,492 75 9,000 4,875 2 2 6,000 0 2 28
- 6,750 1,365 1,470 6,750 9,050 75 1 3 3,000 - - -
22 75 1,387 1,395 75 9,100 300 2 2 1,800 0 2 26
- 750 1,326 1,371 6,750 9,150 7,500 1 3 1,500 - - -
35 150 1,290 1,292 150 9,200 825 2 2 75 0 2 24
- 675 1,227 1,267 6,750 9,250 4,950 1 3 1,500 - - -
37 75 1,191 1,196 75 9,300 75 2 2 75 0 2 23
- 525 1,134 - - 9,350 4,950 1- - - - -
28 75 1,092 1,095 75 9,400 2,625 3 3 2,925 0 3 22
- 525 1,035 - - 9,450 7,500 1- - - - -
38 150 993 1,000 75 9,500 1,800 3 3 4,725 0 3 20
- 525 936 - - 9,550 600 2- - - - -
49 75 894 900 75 9,600 1,350 3 3 1,575 -1 3 19
- 525 837 - - 9,650 7,500 2- - - - -
42 150 797 803 75 9,700 2,100 4 4 2,400 -1 4 18
- 1,725 440 1,019 150 9,750 7,500 3- - - - -
35 225 700 703 75 9,800 12,600 7 7 1,950 -2 7 17
- 525 640 - - 9,850 9,300 4- - - - -
36 75 604 610 75 9,900 1,050 10 10 75 -3 10 17
- 750 546 584 7,050 9,950 75 12 13 150 -4 12 16
34 75 511 513 375 10,000 4,725 15 15 3,450 -5 15 16
- 750 455 486 5,625 10,050 150 18 19 300 -5 19 16
28 75 419 422 750 10,100 2,700 23 23 975 -7 23 16
30 675 366 389 1,200 10,150 225 28 28 150 -7 28 15
29 75 335 338 150 10,200 525 35 35 525 -9 35 15
50 150 280 313 975 10,250 75 43 44 75 -12 43 15
25 1,200 254 255 1,125 10,300 450 54 54 225 -13 54 15
22 75 214 217 75 10,350 75 66 66 75 -15 66 14
18 150 180 180 75 10,400 225 79 80 1,275 -17 80 14
15 1,200 149 150 225 10,450 75 97 98 75 -19 97 14
14 75 119 120 375 10,500 300 115 116 450 -22 116 14
9 1,200 93 93 225 10,550 75 137 138 1,200 -24 139 14
8 1,350 71 71 450 10,600 150 165 166 75 -26 165 14
5 150 52 52 75 10,650 75 191 195 75 -32 195 15
4 675 37 37 1,350 10,700 75 228 229 75 -29 232 14
3 525 25 26 150 10,750 75 256 279 300 -13 289 17
1 2,025 18 18 750 10,800 150 308 310 75 -34 309 15
0 225 11 11 2,175 10,850 75 336 398 225 - - -
0 3,750 8 8 2,475 10,900 1,125 394 399 225 -36 397 16
0 825 6 6 75 10,950 300 431 463 4,650 - - -
0 5,100 4 5 11,625 11,000 150 490 493 75 -29 497 19
0 150 3 4 600 11,050 3,000 526 558 5,925 - - -
0 4,800 2 3 2,175 11,100 225 582 596 75 -38 584 20
-1 3,000 2 3 3,000 11,150 675 564 655 7,425 - - -
0 3,375 2 2 17,025 11,200 75 682 689 150 -28 688 23
-2 75 1 2 150 11,250 525 664 755 6,750 - - -
0 22,200 1 1 1,500 11,300 75 781 788 75 -36 785 31
- 1,500 1 2 3,000 11,350 6,750 751 891 6,750 - - -
0 28,425 1 1 2,100 11,400 75 878 891 150 - - -
1 75 1 2 2,775 11,450 900 923 1,028 7,200 - - -
- 207,525 1 1 24,375 11,500 75 980 986 75 -31 989 28
- 600 1 2 3,750 11,550 675 951 1,054 6,750 - - -
0 1,575 1 1 7,650 11,600 75 1,073 1,090 75 - - -
-2 150 1 1 3,000 11,650 675 1,052 1,154 6,750 - - -
0 7,200 1 1 300 11,700 75 1,173 1,191 75 - - -
- 75 1 1 525 11,750 750 1,152 1,253 6,750 - - -
0 1,875 0 1 150 11,800 150 1,275 1,287 75 -34 1,279 34
- 6,000 0 1 3,000 11,850 6,825 1,302 1,385 6,750 - - -
0 5,175 1 1 7,275 11,900 225 1,376 1,387 75 -53 1,372 35
- 6,000 0 1 3,000 11,950 150 1,421 1,438 75 - - -
0 8,100 1 1 35,325 12,000 150 1,476 1,482 150 -31 1,485 40
- 6,000 0 1 7,050 12,050 600 1,510 1,585 150 - - -
Volume Chng in OI OI Chart Strike PCR

200 7,050 47,850 Graph 0.55


571 30,750 725,625 Graph 0.24
- - - Graph #VALUE!
17 -1,200 72,525 Graph 0.09
- - - Graph #VALUE!
1 75 45,525 Graph 0.73
- - - Graph #VALUE!
3- 65,325 Graph 2.11
- - - Graph #VALUE!
1,746 14,475 1,448,850 Graph 1.41
- - 75 Graph #VALUE!
428 -4,575 37,950 Graph 0.73
- - - Graph #VALUE!
187 975 94,125 Graph 1.44
- - - Graph #VALUE!
242 -600 211,125 Graph 1.12
- - - Graph #VALUE!
990 11,250 484,275 Graph 4.57
- - - Graph #VALUE!
1,889 7,575 1,048,050 Graph 1.85
- - - Graph #VALUE!
3,321 -1,050 866,775 Graph 13.47
- - - Graph #VALUE!
6,834 -130,425 951,600 Graph 5.90
- - 75 Graph #VALUE!
8,646 47,625 1,437,150 Graph 7.28
- - - Graph #VALUE!
14,383 164,025 1,355,550 Graph 9.95
221 -825 44,025 Graph 29.35
31,778 150,825 4,451,400 Graph 5.71
1,580 4,800 40,275 Graph #VALUE!
34,766 258,300 3,851,400 Graph 14.15
1,300 -2,550 163,800 Graph 546.00
62,739 790,725 4,852,800 Graph 5.90
2,372 27,075 124,050 Graph 236.29
72,058 558,975 5,391,000 Graph 5.58
3,047 55,650 310,500 Graph 36.64
103,440 828,825 5,525,100 Graph 2.82
8,504 131,250 461,100 Graph 2.91
73,234 468,075 3,763,575 Graph 0.98
1,293 1,125 120,525 Graph 0.20
25,033 94,800 887,475 Graph 0.23
29 1,125 4,650 Graph 0.01
4,471 4,200 545,850 Graph 0.15
2- 375 Graph 0.00
794 2,325 241,275 Graph 0.08
- - 75 Graph 0.00
159 -3,225 33,375 Graph 0.02
- - - Graph #VALUE!
1,123 -48,300 831,600 Graph 0.19
- - - Graph #VALUE!
4 -75 4,425 Graph 0.00
- - - Graph #VALUE!
3- 39,150 Graph 0.05
- - - Graph #VALUE!
2 -75 7,350 Graph 0.03
- - - Graph #VALUE!
- - 16,950 Graph 0.18
- - - Graph #VALUE!
556 -26,550 1,490,550 Graph 1.11
- - - Graph #VALUE!
- - 8,700 Graph 0.19
- - - Graph #VALUE!
- - 3,300 Graph 0.69
- - - Graph #VALUE!
3- 25,275 Graph 1.00
- - - Graph #VALUE!
11 -675 53,775 Graph 0.85
- - 75 Graph #VALUE!
511 14,175 584,400 Graph 2.06
- - 225 Graph #VALUE!
468,491 42,770,850 Total #REF!
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