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BANKNIFTY Options Open Interest Analysis

The document analyzes options data for the Bank Nifty index. It shows that over the past several days, there has been a buildup of short positions as call open interest increased while call prices and volume decreased. Put open interest and prices also increased, indicating bearish sentiment among options traders. Charts show that call open interest has risen significantly while put open interest has also increased substantially, reflecting an overall growing short bias.

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indianroadromeo
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0% found this document useful (0 votes)
151 views20 pages

BANKNIFTY Options Open Interest Analysis

The document analyzes options data for the Bank Nifty index. It shows that over the past several days, there has been a buildup of short positions as call open interest increased while call prices and volume decreased. Put open interest and prices also increased, indicating bearish sentiment among options traders. Charts show that call open interest has risen significantly while put open interest has also increased substantially, reflecting an overall growing short bias.

Uploaded by

indianroadromeo
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
You are on page 1/ 20

Options Open Inte

Bank NIFTY

CALL

price Call Call change in


TREND Interpretation OI change Call Net OI
change Volume OI

BEARISH Short Buildup UP DOWN 42 175 175


BEARISH Short Buildup UP DOWN 4810 29300 20700
BEARISH Short Buildup UP DOWN 240 1450 1425
BEARISH Short Buildup UP DOWN 2015 15775 15625
BEARISH Short Buildup UP DOWN 19750

MoneyP
4410 20100
BEARISH Short Buildup UP DOWN 6425 14300 12475
BEARISH Short Buildup UP DOWN 70469 164900 120275
BEARISH Short Buildup UP DOWN 48998 81725 79250
BEARISH Short Buildup UP DOWN 75578 113775 106725
BEARISH Short Buildup UP DOWN 140220 135575 121775
BEARISH Short Buildup UP DOWN 83858 145425 139375
BEARISH Short Buildup UP DOWN 336035 467975 307400
BEARISH Short Buildup UP DOWN 169899 131150 101875
BEARISH Short Buildup UP DOWN 350074 318325 191250
BEARISH Short Buildup UP DOWN 309953 388875 192425
BEARISH Short Buildup UP DOWN 250899 332425 176800

500000

450000

400000

350000

300000

250000 Call Net O


Put Net O
200000

150000

100000

50000

0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
90 100 1 10 120 1 30 140 1 50 160 1 70 180 1 90 200 2 10 220 2 30 240
20 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
50000

0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
90 100 1 10 120 1 30 140 1 50 160 1 70 180 1 90 200 2 10 220 2 30 240
20 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2

350000

300000

250000

200000

150000
Call change in
100000
Put Change in
50000

0
00 0 0 00 00 00 0 0 00 00 00 00 00 00 00 00 00 00
-50000209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224

-100000

-150000
ptions Open Interest Analysis Simplified
Todays Date
21679.4 Last Update @ 15:30:22 Aug 14, 2020 18/Aug/20

PUT

Call Price Put Price Put Change in price


Call LTP strike Put LTP Put Net OI Put Volume
change Change OI change

-917.3 865 20900 78.05 41.1 43025 59650 53727 UP


-468 775.05 21000 98 54.35 186325 390575 358693 UP
-532.3 660.9 21100 118.65 66.25 47450 73350 73721 UP
-445.7 615 21200 139.3 76.9 105275 155900 115902 UP
-411.7 545 21300 166.3 91.65 103550 UP

neyPati.Com
149075 120250
-404.4 470 21400 199.05 109 64800 104550 135483 UP
-377.8 418.2 21500 240 132.45 123300 420200 509685 UP
-363.75 360 21600 279.05 149.75 55375 112500 182727 UP
-341.1 309.15 21700 328.45 177.7 57600 133425 176961 UP
-305.2 267 21800 389 207.8 -19775 60125 220620 UP
-280.2 226 21900 432.75 218.15 -51650 37150 201454 UP
-252.05 190 22000 510 257 -85800 232625 513774 UP
-228.6 160.05 22100 570 272.65 41550 101650 166106 UP
-208.45 129 22200 646 301.95 -8125 120750 255520 UP
-181.3 109 22300 733.8 337.65 2975 65325 128791 UP
-157.2 88.95 22400 799.5 347.45 -1150 28475 46208 UP

600000

500000

400000

300000
Call Net OI
Put Net OI
200000

100000

0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
90 100 1 10 120 1 30 140 1 50 160 1 70 180 1 90 200 2 10 220 2 30 240
00 1 00 2 00 3 00 4 00 2 0 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
22 22 22 22
0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
90 100 1 10 120 1 30 140 1 50 160 1 70 180 1 90 200 2 10 220 2 30 240
00 1 00 2 00 3 00 4 00 2 0 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
22 22 22 22

600

400

200

0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
Call change in OI 0 90 100 1 10 120 1 30 140 1 50 160 1 70 18 0 190 2 00 210 2 20 230 2 40
Put Change in OI -200 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2

-400

00 200 300 4 00 -600


22 2 2 22

-800

-1000
OI change Interpretation TREND

UP Long Buildup BEARISH


UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
DOWN Short covering BEARISH
DOWN Short covering BEARISH
DOWN Short covering BEARISH
UP Long Buildup BEARISH
DOWN Short covering BEARISH
UP Long Buildup BEARISH
DOWN Short covering BEARISH

Call Volume
Put Volume

0 0 0 0 0
2 00 2 10 220 2 30 240
2 2 2 2 2
0 0 0 0 0
2 00 2 10 220 2 30 240
2 2 2 2 2

0 0 0 0 0
2 10 2 20 230 2 40
2 2 2 2 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
Aug 14, 2020 Option Chain (Equity Derivatives)
Last Update @ 15:30:22 View Options Contracts for:
BANKNIFTY OR
21679.4 Filter by: Expiry Date
21700 Futures contracts
CE PE
CE PE
CE PE CALLS
CEStrike Price PEStrike Price Chart
CE PE
CE18000 PE18000 Graph
CE18100 PE18100 Graph
CE18200 PE18200 Graph
CE18300 PE18300 Graph
CE18400 PE18400 Graph
CE18500 PE18500 Graph
CE18600 PE18600 Graph
CE18700 PE18700 Graph
CE18800 PE18800 Graph
CE18900 PE18900 Graph
CE19000 PE19000 Graph
CE19100 PE19100 Graph
CE19200 PE19200 Graph
CE19300 PE19300 Graph
CE19400 PE19400 Graph
CE19500 PE19500 Graph
CE19600 PE19600 Graph
CE19700 PE19700 Graph
CE19800 PE19800 Graph
CE19900 PE19900 Graph
CE20000 PE20000 Graph
CE20100 PE20100 Graph
CE20200 PE20200 Graph
CE20300 PE20300 Graph
CE20400 PE20400 Graph
CE20500 PE20500 Graph
CE20600 PE20600 Graph
CE20700 PE20700 Graph
CE20800 PE20800 Graph
CE20900 PE20900 Graph
CE21000 PE21000 Graph
CE21100 PE21100 Graph
CE21200 PE21200 Graph
CE21300 PE21300 Graph
CE21400 PE21400 Graph
CE21500 PE21500 Graph
CE21600 PE21600 Graph
CE21700 PE21700 Graph
CE21800 PE21800 Graph
CE21900 PE21900 Graph
CE22000 PE22000 Graph
CE22100 PE22100 Graph
CE22200 PE22200 Graph
CE22300 PE22300 Graph
CE22400 PE22400 Graph
CE22500 PE22500 Graph
CE22600 PE22600 Graph
CE22700 PE22700 Graph
CE22800 PE22800 Graph
CE22900 PE22900 Graph
CE23000 PE23000 Graph
CE23100 PE23100 Graph
CE23200 PE23200 Graph
CE23300 PE23300 Graph
CE23400 PE23400 Graph
CE23500 PE23500 Graph
CE23600 PE23600 Graph
CE23700 PE23700 Graph
CE23800 PE23800 Graph
CE23900 PE23900 Graph
CE24000 PE24000 Graph
CE24100 PE24100 Graph
CE24200 PE24200 Graph
CE24300 PE24300 Graph
CE24400 PE24400 Graph
CE24500 PE24500 Graph
CE24600 PE24600 Graph
CE24700 PE24700 Graph
CE24800 PE24800 Graph
CE24900 PE24900 Graph
CE25000 PE25000 Graph
CE25100 PE25100 Graph
CE25200 PE25200 Graph
CE25300 PE25300 Graph
CE25400 PE25400 Graph
CE25500 PE25500 Graph
CE25600 PE25600 Graph
CE25700 PE25700 Graph
CE25800 PE25800 Graph
CE25900 PE25900 Graph
CE26000 PE26000 Graph
CE26100 PE26100 Graph
CE PE Total
CE PE
CE PE Top
CE PE Note :
CE PE
CE PE 10% interest rate is applied while computing implied volatility.
CE PE
CE PE
CE PE Open Interest values in the option chain are refreshed at the end of the day after bhav
#REF! #REF! highlighted Highlighted options are in-the-money.
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF! #REF!
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
Underlying Index: BANKNIFTY 21679.40 As on Aug 14, 2020 15:30:22 IST

OI Chng in OI Volume IV

25 25 4-
- - - -
- - - -
- - - -
- - - -
- - - -
- - - -
- - - -
- - - -
- - - -
25 25 1 139
- - - -
- - - -
- - - -
- - - -
400 25 1 90
- - - -
- - - -
- - - -
- - - -
350 300 23 -
- - - -
25 25 1 38
75 75 4-
- - 2 78
1,575 150 90 26
200 175 10 28
100 100 16 28
325 325 62 26
175 175 42 27
29,300 20,700 4,810 26
1,450 1,425 240 22
15,775 15,625 2,015 26
20,100 19,750 4,410 27
14,300 12,475 6,425 26
164,900 120,275 70,469 27
81,725 79,250 48,998 27
113,775 106,725 75,578 27
135,575 121,775 140,220 28
145,425 139,375 83,858 28
467,975 307,400 336,035 28
131,150 101,875 169,899 28
318,325 191,250 350,074 28
388,875 192,425 309,953 28
332,425 176,800 250,899 29
689,425 231,225 572,820 29
155,800 67,500 171,232 28
172,800 52,400 191,821 30
138,600 -22,650 155,357 29
92,375 45,525 109,906 30
510,900 104,725 329,714 30
104,950 55,125 78,009 31
167,375 71,900 74,002 32
108,500 23,400 56,123 32
74,425 8,950 44,571 33
334,100 60,225 136,966 35
67,200 20,750 22,815 35
72,150 44,975 18,750 36
48,000 44,950 13,904 37
22,550 16,700 8,840 38
362,400 126,300 74,033 38
9,000 8,850 2,026 40
8,400 8,400 956 40
5,275 5,275 513 42
8,200 775 349 39
193,350 -162,900 42,338 43
1,200 1,200 110 43
200 200 11 43
1,375 1,350 87 45
- - - -
109,650 17,525 20,484 45
475 475 24 46
- - - -
- - - -
- - - -
42,225 24,400 4,026 50
250 250 152 49
- - - -
- - - -
- - - -
49,675 35,575 3,721 55
1,875 1,225 301 55
5,917,050 3,988,100

d while computing implied volatility.

option chain are refreshed at the end of the day after bhavcopy file has been made available on the website.
tions are in-the-money.
PUTS
LTP Net Chng Bid Bid Ask Ask Strike Price Bid Bid Ask Ask Net Chng LTP IV
Qty Price Price Qty Qty Price Price Qty
3,610 39 25 3,466 3,763 25 18,000 25 4 4 50 0 4 61
- - 625 3,232 3,773 2,400 18,100 25 2- - - - -
- - 625 3,145 3,932 2,400 18,200 500 2- - - 0-
- - 625 3,068 3,551 2,400 18,300 25 2- - - - -
- - 625 2,968 3,442 2,400 18,400 25 2- - - - -
- - 625 3,090 3,302 25 18,500 100 4 5 50 -1 4 53
- - 625 2,860 3,439 2,400 18,600 25 5- - -622 6 54
- - 625 2,762 3,318 2,400 18,700 75 3 5 100 -653 5 51
- - 625 2,539 3,188 625 18,800 25 3 10 500 -684 4 48
- - 625 2,460 3,053 625 18,900 600 2 10 500 -715 4 46
3,182 319 25 2,609 2,898 25 19,000 25 5 5 600 -1 5 46
- - 625 2,363 2,823 625 19,100 200 6 12 100 -774 12 51
- - 625 2,248 2,720 625 19,200 100 6 15 75 -812 8 46
- - 625 2,140 2,610 625 19,300 100 6 10 100 -851 5 41
- - 625 2,072 2,493 625 19,400 25 7 15 250 -885 7 42
2,433 -467 50 2,088 2,244 175 19,500 1,000 8 9 50 -1 8 41
- - 625 1,821 2,259 625 19,600 100 8 12 125 -960 8 39
- - 625 1,742 2,150 625 19,700 175 9 13 75 3 13 41
- - 50 1,807 2,119 625 19,800 200 10 10 25 0 10 37
- - 50 1,713 1,983 25 19,900 75 11 15 25 2 14 38
1,700 -680 25 1,661 1,701 25 20,000 925 17 17 50 4 17 37
- - 100 1,524 1,652 100 20,100 125 19 21 225 -1,154 20 37
1,544 -597 100 1,427 1,555 100 20,200 325 24 25 150 8 25 36
1,288 -798 450 1,291 1,503 450 20,300 25 22 36 100 10 28 35
1,653 -380 450 1,202 1,325 25 20,400 25 33 39 25 16 35 35
1,225 -465 50 1,200 1,241 50 20,500 1,150 40 41 225 18 40 34
1,138 -479 400 1,059 1,138 50 20,600 25 45 45 250 21 45 33
1,044 -836 25 970 1,044 25 20,700 25 52 57 25 27 54 32
947 -853 25 886 956 25 20,800 2,100 66 68 25 35 66 32
865 -917 200 830 870 25 20,900 25 78 82 225 41 78 31
775 -468 25 775 782 25 21,000 75 98 100 350 54 98 31
661 -532 200 661 751 225 21,100 125 115 121 25 66 119 31
615 -446 225 581 628 50 21,200 525 139 143 25 77 139 31
545 -412 200 527 555 25 21,300 50 166 170 125 92 166 30
470 -404 200 455 488 25 21,400 200 199 202 275 109 199 30
418 -378 75 410 423 25 21,500 50 239 240 2,375 132 240 31
360 -364 25 355 360 300 21,600 125 279 292 225 150 279 30
309 -341 900 309 311 650 21,700 800 328 340 25 178 328 30
267 -305 450 260 267 350 21,800 50 377 405 25 208 389 31
226 -280 200 220 223 2,500 21,900 150 433 456 25 218 433 30
190 -252 25 188 189 50 22,000 275 502 518 50 257 510 31
160 -229 200 155 161 25 22,100 225 570 597 50 273 570 31
129 -208 250 129 134 250 22,200 100 641 660 25 302 646 31
109 -181 475 109 111 25 22,300 50 715 747 200 338 734 33
89 -157 100 87 89 25 22,400 25 792 825 25 347 800 32
71 -135 175 70 71 50 22,500 125 885 900 25 381 894 34
56 -116 50 56 60 25 22,600 150 965 990 50 389 968 33
50 -93 50 45 49 50 22,700 150 1,054 1,105 25 405 1,053 33
39 -76 2,000 37 40 425 22,800 50 1,148 1,196 25 430 1,147 34
34 -63 25 32 34 25 22,900 50 1,242 1,316 125 502 1,316 46
27 -52 200 27 28 25 23,000 175 1,337 1,360 25 460 1,341 37
23 -42 25 20 23 3,375 23,100 25 1,405 1,490 25 465 1,440 39
20 -32 750 20 20 175 23,200 300 1,493 1,586 25 392 1,474 -
17 -25 25 17 18 25 23,300 325 1,604 1,670 25 724 1,858 73
15 -19 1,175 15 16 2,325 23,400 50 1,695 1,773 25 -1,161 1,954 75
15 -13 25 14 15 50 23,500 50 1,821 1,867 25 504 1,832 45
14 -8 25 11 14 25 23,600 75 1,890 1,970 25 438 1,888 31
12 -6 25 12 12 125 23,700 75 1,961 2,093 75 -1,194 2,141 67
10 -4 25 10 11 200 23,800 50 2,086 2,171 25 - - -
9 -4 25 9 10 25 23,900 50 2,186 2,267 25 - - -
9 -4 725 9 9 125 24,000 25 2,300 2,337 50 330 2,125 -
9 -1 25 7 10 75 24,100 50 2,316 2,674 2,400 - - -
7 -740 225 7 8 1,100 24,200 50 2,415 2,782 525 - - -
9 -716 1,500 6 9 100 24,300 50 2,514 2,890 525 - - -
4 -4 25 5 8 300 24,400 25 2,626 3,002 25 - - -
6 -2 250 5 7 50 24,500 50 2,712 3,100 25 - - -
5 -746 250 3 5 275 24,600 50 2,820 3,220 525 - - -
5 -722 25 3 5 25 24,700 2,400 2,561 3,383 525 - - -
5 0 25 3 5 25 24,800 500 2,644 3,505 500 - - -
- - 125 3 6 100 24,900 500 2,749 3,615 2,400 - - -
3 -2 275 3 5 25 25,000 25 3,123 3,415 25 219 3,150 -
3 -782 250 2 4 425 25,100 500 2,926 3,862 500 - - -
- - 25 3 5 150 25,200 500 3,032 3,936 500 - - -
- - 2,500 2 5 25 25,300 2,400 3,126 4,049 500 - - -
- - 25 2 5 25 25,400 500 3,221 4,158 2,400 - - -
3 -1 50 3 4 50 25,500 25 3,773 4,210 2,400 - - -
2 -557 200 2 3 150 25,600 500 3,415 4,377 2,400 - - -
- - 1,500 2 7 100 25,700 500 3,495 4,501 500 - - -
- - 2,500 1 4 150 25,800 500 3,602 4,599 500 - - -
- - 500 1 4 150 25,900 500 3,691 4,724 500 - - -
3 -1 50 3 3 1,150 26,000 500 3,698 4,761 2,400 714 3,872 -
2 -3 225 2 3 100 26,100 475 4,165 4,495 25 - - -
Strike PCR

#DIV/0!
#DIV/0!
#DIV/0!
Volume Chng in OI OI Chart #VALUE!
#DIV/0!
4,272 32,825 41,200 Graph 1648.00
- - - Graph #VALUE!
- - 650 Graph #VALUE!
- - - Graph #VALUE!
- - - Graph #VALUE!
4,565 4,650 18,675 Graph #VALUE!
3 75 75 Graph #VALUE!
4 100 100 Graph #VALUE!
27 300 300 Graph #VALUE!
3 50 50 Graph #VALUE!
23,273 89,975 119,450 Graph 4778.00
549 8,575 8,575 Graph #VALUE!
138 1,750 1,750 Graph #VALUE!
34 475 475 Graph #VALUE!
199 2,225 2,225 Graph #VALUE!
40,355 49,975 129,425 Graph 323.56
392 1,075 1,075 Graph #VALUE!
1,114 4,950 5,050 Graph #VALUE!
2,673 10,200 10,275 Graph #VALUE!
4,357 14,825 15,150 Graph #VALUE!
130,759 109,925 330,650 Graph 944.71
9,187 25,725 25,725 Graph #VALUE!
24,874 51,700 62,125 Graph 2485.00
22,704 80,125 83,700 Graph 1116.00
30,849 27,575 95,475 Graph #VALUE!
184,775 109,200 402,800 Graph 255.75
38,287 57,400 73,000 Graph 365.00
48,597 20,075 63,850 Graph 638.50
59,583 105,650 139,500 Graph 429.23
53,727 43,025 59,650 Graph 340.86
358,693 186,325 390,575 Graph 13.33
73,721 47,450 73,350 Graph 50.59
115,902 105,275 155,900 Graph 9.88
120,250 103,550 149,075 Graph 7.42
135,483 64,800 104,550 Graph 7.31
509,685 123,300 420,200 Graph 2.55
182,727 55,375 112,500 Graph 1.38
176,961 57,600 133,425 Graph 1.17
220,620 -19,775 60,125 Graph 0.44
201,454 -51,650 37,150 Graph 0.26
513,774 -85,800 232,625 Graph 0.50
166,106 41,550 101,650 Graph 0.78
255,520 -8,125 120,750 Graph 0.38
128,791 2,975 65,325 Graph 0.17
46,208 -1,150 28,475 Graph 0.09
79,618 -20,875 87,550 Graph 0.13
12,094 9,175 13,275 Graph 0.09
2,704 375 6,025 Graph 0.03
1,119 2,125 3,850 Graph 0.03
347 1,375 2,150 Graph 0.02
3,733 -100 19,775 Graph 0.04
49 850 1,500 Graph 0.01
16 125 175 Graph 0.00
29 600 750 Graph #REF!
5 50 50 Graph #REF!
215 50 2,525 Graph #REF!
19 400 425 Graph #REF!
3 25 25 Graph #REF!
- - - Graph #REF!
- - - Graph #REF!
12 250 325 Graph #REF!
- - - Graph #REF!
- - - Graph #REF!
- - - Graph #REF!
- - - Graph #REF!
- - - Graph #REF!
- - - Graph #REF!
- - - Graph #REF!
- - - Graph #REF!
- - - Graph #REF!
40 -800 200 Graph #REF!
- - - Graph #REF!
- - - Graph #REF!
- - - Graph #REF!
- - - Graph #REF!
- - - Graph #REF!
- - - Graph #REF!
- - - Graph #REF!
- - - Graph #REF!
- - - Graph #REF!
1 25 25 Graph #REF!
- - - Graph #REF!
3,991,199 4,015,275 Total #REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#DIV/0!

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