NSE Option Chain Analysis

This is a simple version of option chain from NSE with various filters. Stock traders can use the below table to understand the NSE option with open interest. This can help them to gauge market expectation for near term.

NSE Option Chain - Filter

High OI strikes with:

ATM Strikes with:

Price Nearer to:

High Call OI Filter:

High Put OI Filter:

Updated as on:

Symbol Open Interest OI GHG % Put Premium Put Strike Future Price Call Strike Call Premium CHG OI % Open Interest High OI strikes with ATM Strikes with Price Nearer to High Call OI Filter High Put OI Filter Updated as on

BANKNIFTY-Jan 564,220.00 4.39 92.80 30,500.00 30771.6 31,500.00 25.30 0.02 1,194,580.00 28/01/2020

BANKNIFTY-Feb 206,080.00 0.72 623.20 30,500.00 30883.05 32,000.00 341.90 11.17 136,640.00 28/01/2020

NIFTY-Jan 3,420,375.00 -20.00 28.40 12,000.00 12068 12,200.00 14.40 1.82 5,619,075.00 28/01/2020

NIFTY-Feb 1,678,875.00 15.89 186.35 12,000.00 12107 12,700.00 35.95 0.52 1,294,050.00 28/01/2020

ACC-Jan 36,400.00 -18.18 2.00 1,520.00 1558.4 1,600.00 2.35 7.85 70,400.00 Median 28/01/2020

ADANIPORTS-Jan 317,500.00 -8.55 8.15 380.00 373.15 400.00 0.25 -11.26 1,037,500.00 Lower Band 28/01/2020

AMBUJACEM-Jan 265,000.00 0.93 0.20 210.00 216.45 220.00 0.80 -17.14 410,000.00 28/01/2020

ASHOKLEY-Jan 2,448,000.00 -1.66 0.10 80.00 84.6 90.00 0.10 6.53 6,760,000.00 Median 28/01/2020

ASHOKLEY-Feb 1,024,000.00 9.22 2.25 80.00 84.7 90.00 2.30 11.86 2,080,000.00 Expensive Put Median 28/01/2020

ASIANPAINT-Jan 109,800.00 -15.09 0.05 1,700.00 1781.75 1,800.00 4.80 -6.12 343,200.00 28/01/2020

AUROPHARMA-Jan 160,000.00 -4.58 0.80 480.00 504.4 520.00 1.50 -9.81 347,000.00 28/01/2020

AXISBANK-Jan 1,117,200.00 -65.66 0.50 700.00 737.65 750.00 1.70 5.30 1,821,600.00 Put OI Loser 28/01/2020

AXISBANK-Feb 207,600.00 10.36 10.25 700.00 740.8 760.00 16.40 -1.32 277,200.00 28/01/2020

BAJAJFINSV-Jan 17,750.00 -35.24 38.50 9,400.00 9635.1 10,000.00 22.80 -0.55 22,875.00 28/01/2020

BAJFINANCE-Jan 217,750.00 -30.98 23.05 4,100.00 4216.5 4,300.00 32.65 16.06 258,750.00 28/01/2020

BANKBARODA-Jan 2,932,200.00 -22.57 0.25 90.00 93.15 95.00 0.20 -4.52 6,490,800.00 28/01/2020

BANKBARODA-Feb 1,328,400.00 13.38 2.85 90.00 93.45 100.00 2.20 13.73 2,408,400.00 28/01/2020

BHARTIARTL-Jan 781,122.00 -6.03 2.10 480.00 492.15 530.00 0.50 -41.89 1,473,396.00 Call OI Loser 28/01/2020

BHARTIARTL-Feb 303,564.00 32.23 6.85 450.00 494.6 520.00 12.10 25.69 396,114.00 28/01/2020

BIOCON-Jan 363,400.00 -44.95 0.90 280.00 288.05 300.00 0.55 -26.98 736,000.00 28/01/2020

BPCL-Jan 457,200.00 -12.39 0.20 450.00 480.6 500.00 1.25 -38.20 1,191,600.00 28/01/2020

BPCL-Feb 216,000.00 15.49 21.80 480.00 478.05 500.00 11.50 28.06 646,200.00 28/01/2020

BRITANNIA-Jan 27,200.00 -1.49 0.85 3,000.00 3181.5 3,200.00 14.90 -62.24 46,400.00 Call OI Loser 28/01/2020

CADILAHC-Jan 132,000.00 -22.45 0.55 260.00 272.65 280.00 1.40 -32.28 369,600.00 Expensive Put 28/01/2020

CANBK-Feb 234,000.00 0.00 16.05 215.00 205.05 220.00 4.90 26.98 408,200.00 Expensive Call 28/01/2020

CENTURYTEX-Jan 181,200.00 29.77 6.25 600.00 617.25 620.00 10.10 41.14 129,600.00 Call OI Gainer 28/01/2020

CIPLA-Jan 121,900.00 -16.48 0.70 450.00 465.4 500.00 0.30 -7.06 331,200.00 28/01/2020

COALINDIA-Feb 658,800.00 12.54 6.25 180.00 185.35 200.00 3.95 18.39 850,500.00 28/01/2020

DISHTV-Jan 1,944,000.00 -1.27 0.05 13.00 14.8 15.00 0.50 21.36 1,968,300.00 Expensive Call 28/01/2020

DLF-Jan 1,237,500.00 2.60 0.75 250.00 257.95 265.00 0.55 -90.77 1,227,600.00 Median Call OI Loser 28/01/2020

DRREDDY-Jan 163,000.00 -53.05 6.30 3,100.00 3188.6 3,250.00 10.55 10.22 151,500.00 28/01/2020

DRREDDY-Feb 41,000.00 18.81 36.25 3,000.00 3201.05 3,300.00 66.00 -10.66 33,750.00 28/01/2020

EICHERMOT-Jan 6,480.00 6.90 11.15 20,000.00 21099.4 23,000.00 4.35 -29.86 17,220.00 Less Premium 28/01/2020

ESCORTS-Jan 199,100.00 -4.02 2.40 700.00 728.75 740.00 5.25 -38.75 244,200.00 28/01/2020

FEDERALBNK-Jan 1,617,000.00 -0.87 0.05 85.00 95.5 100.00 0.15 -9.73 2,527,000.00 28/01/2020

GAIL-Jan 986,790.00 -10.78 0.15 120.00 126.3 130.00 0.55 3.76 3,275,076.00 28/01/2020

GAIL-Feb 341,376.00 14.67 3.00 120.00 125.2 130.00 3.50 27.96 810,768.00 Expensive Call Median 28/01/2020

GMRINFRA-Jan 4,500,000.00 -1.01 0.00 22.00 23.7 25.00 0.10 -3.33 9,765,000.00 28/01/2020

GRASIM-Jan 192,000.00 -5.35 0.85 780.00 810.35 840.00 1.60 -42.33 201,750.00 Median Call OI Loser 28/01/2020

HAVELLS-Jan 292,000.00 -1.74 1.55 600.00 615.7 640.00 0.75 -13.87 271,000.00 28/01/2020

HCLTECH-Jan 294,000.00 -0.48 0.40 580.00 601.95 610.00 2.30 11.26 452,200.00 28/01/2020

HDFC-Jan 181,750.00 -56.34 6.75 2,400.00 2434.3 2,500.00 3.75 -15.44 478,500.00 28/01/2020

HDFC-Feb 49,250.00 28.62 43.50 2,400.00 2445.9 2,500.00 43.60 20.38 145,500.00 Median 28/01/2020

HDFCBANK-Jan 652,000.00 2.03 1.70 1,200.00 1224.65 1,300.00 0.40 -32.64 1,568,500.00 Less Premium 28/01/2020

HDFCBANK-Feb 257,000.00 13.76 19.40 1,200.00 1230.3 1,300.00 10.15 7.05 349,500.00 28/01/2020

HEROMOTOCO-Jan 38,600.00 -192.42 3.70 2,400.00 2472 2,500.00 14.15 -26.57 181,000.00 Put OI Loser 28/01/2020

HINDALCO-Jan 1,634,500.00 -13.08 4.25 200.00 196.3 220.00 0.10 -12.95 2,502,500.00 Lower Band 28/01/2020

HINDPETRO-Jan 527,100.00 -21.26 8.05 250.00 242.75 250.00 1.05 -9.09 705,600.00 28/01/2020

HINDPETRO-Feb 632,100.00 7.67 10.50 240.00 240.35 250.00 6.80 28.13 289,800.00 28/01/2020

IBULHSGFIN-Jan 686,400.00 -15.09 2.00 300.00 320.75 330.00 4.00 13.81 1,326,000.00 28/01/2020

IBULHSGFIN-Feb 444,000.00 14.35 22.80 300.00 312.25 300.00 35.00 -1.71 499,200.00 High Premium 28/01/2020

ICICIBANK-Jan 2,125,750.00 -26.10 1.80 520.00 527.85 550.00 0.70 -16.52 4,470,125.00 28/01/2020

ICICIBANK-Feb 567,875.00 7.40 14.25 520.00 530.15 550.00 11.00 21.41 1,009,250.00 28/01/2020

ICICIPRULI-Jan 187,500.00 -4.17 0.00 470.00 526.85 530.00 2.70 -10.53 220,500.00 Higher Band 28/01/2020

IDEA-Jan 45,864,000.00 15.52 0.05 4.00 5.4 7.00 0.05 6.20 59,290,000.00 Median 28/01/2020

IDEA-Feb 14,798,000.00 5.63 0.15 3.00 5.4 6.00 0.85 24.82 20,482,000.00 High Premium Expensive Call 28/01/2020

IDFCFIRSTB-Jan 2,796,000.00 -1.30 0.10 40.00 43.45 50.00 0.05 -22.58 7,296,000.00 28/01/2020

INDIGO-Jan 92,100.00 -38.91 52.20 1,500.00 1454.6 1,500.00 7.85 8.43 351,900.00 28/01/2020

INDIGO-Feb 24,300.00 42.14 98.75 1,500.00 1460.2 1,500.00 58.60 40.84 55,200.00 High Premium Call OI Gainer Put OI Gainer 28/01/2020

INDUSINDBK-Jan 359,200.00 -9.91 145.70 1,400.00 1257.2 1,400.00 0.75 -26.18 1,145,200.00 Lower Band 28/01/2020

INDUSINDBK-Feb 166,400.00 29.37 35.15 1,200.00 1263.15 1,400.00 19.30 15.89 459,600.00 28/01/2020

INFRATEL-Jan 124,000.00 -10.71 0.75 220.00 237.95 250.00 1.15 -58.54 260,000.00 Call OI Loser 28/01/2020

INFY-Jan 760,800.00 -0.63 0.90 760.00 779.3 800.00 0.70 -10.76 1,988,400.00 Median 28/01/2020

IOC-Jan 1,016,000.00 -6.28 0.45 115.00 118.05 125.00 0.25 -21.16 2,084,000.00 28/01/2020

IOC-Feb 652,000.00 -7.95 4.50 115.00 116.5 120.00 3.90 19.55 856,000.00 Median 28/01/2020

ITC-Jan 1,584,000.00 -11.49 1.00 230.00 231.2 240.00 0.25 -16.58 3,324,000.00 28/01/2020

ITC-Feb 1,072,800.00 18.87 6.45 230.00 232.25 240.00 4.75 26.48 2,172,000.00 28/01/2020

JINDALSTEL-Jan 825,000.00 -68.37 1.05 170.00 175.7 185.00 0.40 -3.21 2,090,000.00 Put OI Loser 28/01/2020

JINDALSTEL-Feb 385,000.00 12.50 4.80 160.00 176.55 190.00 5.90 19.55 535,000.00 Median 28/01/2020

JSWSTEEL-Jan 358,800.00 -8.33 1.05 250.00 255.7 270.00 0.25 8.93 609,500.00 28/01/2020

JSWSTEEL-Feb 144,900.00 14.86 12.45 260.00 256.8 260.00 9.75 32.23 188,600.00 Expensive Put 28/01/2020

JUBLFOOD-Jan 84,500.00 -49.56 7.40 1,700.00 1755.4 1,760.00 21.10 -3.72 181,000.00 28/01/2020

KOTAKBANK-Jan 264,400.00 -5.09 2.60 1,600.00 1625.4 1,700.00 0.70 -11.71 1,163,600.00 28/01/2020

KOTAKBANK-Feb 54,800.00 4.86 25.20 1,580.00 1632 1,700.00 21.50 5.93 101,600.00 Median 28/01/2020

L&TFH-Jan 756,000.00 -9.76 2.30 120.00 118.8 130.00 0.15 -16.81 2,335,200.00 Lower Band 28/01/2020

LICHSGFIN-Jan 257,400.00 18.18 1.10 440.00 457.2 480.00 0.65 -11.22 425,100.00 28/01/2020

LICHSGFIN-Feb 54,600.00 12.50 16.20 450.00 459.3 480.00 12.35 15.58 253,500.00 28/01/2020

LT-Jan 487,500.00 -60.30 1.00 1,300.00 1347.65 1,400.00 0.65 -33.69 791,625.00 Less Premium Median Put OI Loser 28/01/2020

LT-Feb 92,250.00 5.02 18.70 1,300.00 1353.45 1,400.00 22.50 9.04 381,000.00 Median 28/01/2020

LUPIN-Jan 106,400.00 -10.14 7.15 750.00 747.45 790.00 0.80 -6.44 347,200.00 Lower Band 28/01/2020

M&M-Jan 198,000.00 -11.24 0.25 540.00 573.8 600.00 0.40 -9.09 360,000.00 Less Premium 28/01/2020

M&M-Feb 50,000.00 -2.04 7.90 540.00 576.4 600.00 12.30 20.29 110,000.00 Expensive Put 28/01/2020

M&MFIN-Jan 369,600.00 0.00 48.70 400.00 352.35 360.00 4.75 26.06 390,400.00 Lower Band 28/01/2020

MANAPPURAM-Jan 552,000.00 26.40 0.75 180.00 188.6 190.00 2.60 7.56 1,614,000.00 28/01/2020

MARUTI-Jan 104,600.00 7.84 63.75 7,000.00 7002.1 7,200.00 15.10 39.37 195,000.00 Call OI Gainer 28/01/2020

MARUTI-Feb 22,100.00 38.27 236.25 7,000.00 7032.75 7,500.00 96.35 37.07 52,800.00 Put OI Gainer 28/01/2020

MCDOWELL-N-Jan 303,750.00 41.73 0.70 600.00 655.95 670.00 4.15 49.50 382,500.00 Call OI Gainer Put OI Gainer 28/01/2020

MFSL-Jan 126,100.00 -10.23 2.10 500.00 512.7 530.00 1.80 -26.29 349,700.00 28/01/2020

MFSL-Feb 71,500.00 40.86 27.95 520.00 515.05 500.00 33.60 30.68 79,300.00 High Premium Median Put OI Gainer 28/01/2020

MINDTREE-Jan 47,200.00 -43.90 6.45 880.00 878.3 900.00 1.25 0.66 120,000.00 28/01/2020

NCC-Jan 801,000.00 -8.54 2.90 60.00 57.25 60.00 0.20 -8.69 4,392,000.00 Lower Band 28/01/2020

NIITTECH-Jan 27,750.00 -10.45 0.50 1,600.00 1987.15 2,000.00 29.65 -81.08 25,125.00 Expensive Call Higher Band Call OI Loser 28/01/2020

NTPC-Jan 3,427,200.00 -9.17 8.30 120.00 111.8 125.00 0.05 -4.18 4,670,400.00 Less Premium Expensive Put Lower Band 28/01/2020

ONGC-Jan 1,102,900.00 -8.91 0.80 115.00 116.25 130.00 0.05 -4.28 3,095,500.00 28/01/2020

ONGC-Feb 943,000.00 20.14 4.10 110.00 112.55 120.00 2.90 20.98 2,177,100.00 Expensive Put 28/01/2020

PEL-Jan 66,744.00 0.00 0.25 1,500.00 1680 1,700.00 11.45 1.13 108,459.00 28/01/2020

PFC-Jan 1,023,000.00 -52.78 0.20 110.00 116.25 120.00 0.50 -10.19 2,145,200.00 28/01/2020

PFC-Feb 880,400.00 4.05 3.00 110.00 116.05 120.00 3.90 26.97 688,200.00 Median 28/01/2020

PNB-Jan 1,942,200.00 -24.47 0.40 60.00 60.45 65.00 0.10 -39.55 4,100,200.00 28/01/2020

PVR-Jan 70,000.00 -1,066.67 5.75 1,900.00 1936.55 2,000.00 2.60 -130.49 75,600.00 Call OI Loser Put OI Loser 28/01/2020

RBLBANK-Jan 1,048,500.00 -29.44 0.70 320.00 339.4 360.00 0.95 -23.25 1,344,000.00 Median 28/01/2020

RECLTD-Jan 582,000.00 -8.99 0.15 135.00 144.75 150.00 0.45 -8.79 1,188,000.00 28/01/2020

RECLTD-Feb 672,000.00 6.67 2.75 135.00 144.7 150.00 4.20 10.10 534,000.00 28/01/2020

RELIANCE-Jan 950,500.00 -4.39 15.65 1,480.00 1472.95 1,600.00 0.35 -23.09 2,631,000.00 Lower Band 28/01/2020

RELIANCE-Feb 776,000.00 46.89 46.15 1,480.00 1479.1 1,540.00 22.85 40.26 895,500.00 Call OI Gainer Put OI Gainer 28/01/2020

SAIL-Jan 5,856,100.00 -8.12 0.00 40.00 47.15 55.00 0.00 0.45 3,469,700.00 Less Premium Median 28/01/2020

SAIL-Feb 3,171,400.00 0.98 2.40 47.00 47.2 50.00 1.45 10.62 3,830,800.00 High Premium Expensive Call 28/01/2020

SBIN-Jan 4,362,000.00 -2.47 0.45 300.00 315.2 340.00 0.20 -13.52 11,055,000.00 28/01/2020

SBIN-Feb 4,155,000.00 0.36 5.05 290.00 316.55 350.00 4.45 10.63 2,397,000.00 Median 28/01/2020

SRTRANSFIN-Jan 61,800.00 -1.98 0.95 1,020.00 1080.1 1,200.00 0.60 -31.53 87,600.00 Less Premium 28/01/2020

SUNPHARMA-Jan 398,750.00 -243.01 0.20 430.00 453.6 460.00 2.25 -37.27 1,045,000.00 Put OI Loser 28/01/2020

SUNPHARMA-Feb 490,000.00 12.30 5.55 420.00 455.75 460.00 16.70 19.63 322,500.00 28/01/2020

SUNTV-Jan 127,200.00 -0.95 0.80 470.00 493.55 510.00 1.85 -1.41 345,600.00 28/01/2020

TATAGLOBAL-Jan 518,400.00 9.43 3.40 380.00 381.6 400.00 0.70 -20.40 1,306,800.00 28/01/2020

TATAMOTORS-Jan 1,505,000.00 15.46 1.90 175.00 176.5 200.00 0.10 -20.68 7,150,900.00 28/01/2020

TATAMOTORS-Feb 812,700.00 10.43 12.75 180.00 177.3 200.00 4.20 22.35 1,702,800.00 High Premium Expensive Put 28/01/2020

TATASTEEL-Jan 702,000.00 12.20 3.00 440.00 447.5 500.00 0.10 -19.09 1,656,000.00 28/01/2020

TATASTEEL-Feb 270,000.00 28.00 15.60 440.00 449.55 500.00 4.90 17.36 600,000.00 28/01/2020

TCS-Jan 273,750.00 -39.67 22.70 2,200.00 2185.45 2,300.00 0.75 -24.90 380,000.00 Lower Band 28/01/2020

TCS-Feb 691,000.00 0.00 0.75 1,900.00 2195.25 2,200.00 53.25 3.13 92,750.00 28/01/2020

TITAN-Jan 207,000.00 -117.32 8.60 1,200.00 1197.45 1,240.00 1.00 -0.51 589,500.00 Put OI Loser 28/01/2020

TVSMOTOR-Jan 95,850.00 5.33 2.85 450.00 461.25 500.00 0.45 -32.54 225,450.00 28/01/2020

ULTRACEMCO-Jan 60,400.00 -26.36 1.25 4,300.00 4619 4,700.00 14.90 2.22 114,600.00 28/01/2020

ULTRACEMCO-Feb 30,000.00 50.00 576.30 5,200.00 4641.05 4,700.00 122.30 14.29 18,000.00 Put OI Gainer 28/01/2020

VEDL-Jan 801,500.00 -6.02 1.05 140.00 142.55 170.00 0.10 -15.13 2,583,000.00 28/01/2020

VEDL-Feb 805,000.00 36.64 11.70 150.00 143.2 150.00 5.05 42.60 882,000.00 Call OI Gainer 28/01/2020

VOLTAS-Jan 72,000.00 4.00 1.10 700.00 715.8 820.00 0.20 -39.72 197,000.00 28/01/2020

YESBANK-Jan 7,260,000.00 -5.36 0.10 20.00 41.65 50.00 0.15 -17.69 7,084,000.00 28/01/2020

ZEEL-Jan 695,300.00 -28.21 0.95 260.00 273.15 300.00 0.50 -14.77 1,730,600.00 28/01/2020

Symbol Open Interest OI GHG % Put Premium Put Strike Future Price Call Strike Call Premium CHG OI % Open Interest High OI strikes with ATM Strikes with Price Nearer to High Call OI Filter High Put OI Filter Updated as on

Symbol	Open Interest	OI GHG %	Put Premium	Put Strike	Future Price	Call Strike	Call Premium	CHG OI %	Open Interest	High OI strikes with	ATM Strikes with	Price Nearer to	High Call OI Filter	High Put OI Filter	Updated as on
BANKNIFTY-Jan	564,220.00	4.39	92.80	30,500.00	30771.6	31,500.00	25.30	0.02	1,194,580.00						28/01/2020
BANKNIFTY-Feb	206,080.00	0.72	623.20	30,500.00	30883.05	32,000.00	341.90	11.17	136,640.00						28/01/2020
NIFTY-Jan	3,420,375.00	-20.00	28.40	12,000.00	12068	12,200.00	14.40	1.82	5,619,075.00						28/01/2020
NIFTY-Feb	1,678,875.00	15.89	186.35	12,000.00	12107	12,700.00	35.95	0.52	1,294,050.00						28/01/2020
ACC-Jan	36,400.00	-18.18	2.00	1,520.00	1558.4	1,600.00	2.35	7.85	70,400.00			Median			28/01/2020
ADANIPORTS-Jan	317,500.00	-8.55	8.15	380.00	373.15	400.00	0.25	-11.26	1,037,500.00			Lower Band			28/01/2020
AMBUJACEM-Jan	265,000.00	0.93	0.20	210.00	216.45	220.00	0.80	-17.14	410,000.00						28/01/2020
ASHOKLEY-Jan	2,448,000.00	-1.66	0.10	80.00	84.6	90.00	0.10	6.53	6,760,000.00			Median			28/01/2020
ASHOKLEY-Feb	1,024,000.00	9.22	2.25	80.00	84.7	90.00	2.30	11.86	2,080,000.00		Expensive Put	Median			28/01/2020
ASIANPAINT-Jan	109,800.00	-15.09	0.05	1,700.00	1781.75	1,800.00	4.80	-6.12	343,200.00						28/01/2020
AUROPHARMA-Jan	160,000.00	-4.58	0.80	480.00	504.4	520.00	1.50	-9.81	347,000.00						28/01/2020
AXISBANK-Jan	1,117,200.00	-65.66	0.50	700.00	737.65	750.00	1.70	5.30	1,821,600.00					Put OI Loser	28/01/2020
AXISBANK-Feb	207,600.00	10.36	10.25	700.00	740.8	760.00	16.40	-1.32	277,200.00						28/01/2020
BAJAJFINSV-Jan	17,750.00	-35.24	38.50	9,400.00	9635.1	10,000.00	22.80	-0.55	22,875.00						28/01/2020
BAJFINANCE-Jan	217,750.00	-30.98	23.05	4,100.00	4216.5	4,300.00	32.65	16.06	258,750.00						28/01/2020
BANKBARODA-Jan	2,932,200.00	-22.57	0.25	90.00	93.15	95.00	0.20	-4.52	6,490,800.00						28/01/2020
BANKBARODA-Feb	1,328,400.00	13.38	2.85	90.00	93.45	100.00	2.20	13.73	2,408,400.00						28/01/2020
BHARTIARTL-Jan	781,122.00	-6.03	2.10	480.00	492.15	530.00	0.50	-41.89	1,473,396.00				Call OI Loser		28/01/2020
BHARTIARTL-Feb	303,564.00	32.23	6.85	450.00	494.6	520.00	12.10	25.69	396,114.00						28/01/2020
BIOCON-Jan	363,400.00	-44.95	0.90	280.00	288.05	300.00	0.55	-26.98	736,000.00						28/01/2020
BPCL-Jan	457,200.00	-12.39	0.20	450.00	480.6	500.00	1.25	-38.20	1,191,600.00						28/01/2020
BPCL-Feb	216,000.00	15.49	21.80	480.00	478.05	500.00	11.50	28.06	646,200.00						28/01/2020
BRITANNIA-Jan	27,200.00	-1.49	0.85	3,000.00	3181.5	3,200.00	14.90	-62.24	46,400.00				Call OI Loser		28/01/2020
CADILAHC-Jan	132,000.00	-22.45	0.55	260.00	272.65	280.00	1.40	-32.28	369,600.00		Expensive Put				28/01/2020
CANBK-Feb	234,000.00	0.00	16.05	215.00	205.05	220.00	4.90	26.98	408,200.00		Expensive Call				28/01/2020
CENTURYTEX-Jan	181,200.00	29.77	6.25	600.00	617.25	620.00	10.10	41.14	129,600.00				Call OI Gainer		28/01/2020
CIPLA-Jan	121,900.00	-16.48	0.70	450.00	465.4	500.00	0.30	-7.06	331,200.00						28/01/2020
COALINDIA-Feb	658,800.00	12.54	6.25	180.00	185.35	200.00	3.95	18.39	850,500.00						28/01/2020
DISHTV-Jan	1,944,000.00	-1.27	0.05	13.00	14.8	15.00	0.50	21.36	1,968,300.00		Expensive Call				28/01/2020
DLF-Jan	1,237,500.00	2.60	0.75	250.00	257.95	265.00	0.55	-90.77	1,227,600.00			Median	Call OI Loser		28/01/2020
DRREDDY-Jan	163,000.00	-53.05	6.30	3,100.00	3188.6	3,250.00	10.55	10.22	151,500.00						28/01/2020
DRREDDY-Feb	41,000.00	18.81	36.25	3,000.00	3201.05	3,300.00	66.00	-10.66	33,750.00						28/01/2020
EICHERMOT-Jan	6,480.00	6.90	11.15	20,000.00	21099.4	23,000.00	4.35	-29.86	17,220.00	Less Premium					28/01/2020
ESCORTS-Jan	199,100.00	-4.02	2.40	700.00	728.75	740.00	5.25	-38.75	244,200.00						28/01/2020
FEDERALBNK-Jan	1,617,000.00	-0.87	0.05	85.00	95.5	100.00	0.15	-9.73	2,527,000.00						28/01/2020
GAIL-Jan	986,790.00	-10.78	0.15	120.00	126.3	130.00	0.55	3.76	3,275,076.00						28/01/2020
GAIL-Feb	341,376.00	14.67	3.00	120.00	125.2	130.00	3.50	27.96	810,768.00		Expensive Call	Median			28/01/2020
GMRINFRA-Jan	4,500,000.00	-1.01	0.00	22.00	23.7	25.00	0.10	-3.33	9,765,000.00						28/01/2020
GRASIM-Jan	192,000.00	-5.35	0.85	780.00	810.35	840.00	1.60	-42.33	201,750.00			Median	Call OI Loser		28/01/2020
HAVELLS-Jan	292,000.00	-1.74	1.55	600.00	615.7	640.00	0.75	-13.87	271,000.00						28/01/2020
HCLTECH-Jan	294,000.00	-0.48	0.40	580.00	601.95	610.00	2.30	11.26	452,200.00						28/01/2020
HDFC-Jan	181,750.00	-56.34	6.75	2,400.00	2434.3	2,500.00	3.75	-15.44	478,500.00						28/01/2020
HDFC-Feb	49,250.00	28.62	43.50	2,400.00	2445.9	2,500.00	43.60	20.38	145,500.00			Median			28/01/2020
HDFCBANK-Jan	652,000.00	2.03	1.70	1,200.00	1224.65	1,300.00	0.40	-32.64	1,568,500.00	Less Premium					28/01/2020
HDFCBANK-Feb	257,000.00	13.76	19.40	1,200.00	1230.3	1,300.00	10.15	7.05	349,500.00						28/01/2020
HEROMOTOCO-Jan	38,600.00	-192.42	3.70	2,400.00	2472	2,500.00	14.15	-26.57	181,000.00					Put OI Loser	28/01/2020
HINDALCO-Jan	1,634,500.00	-13.08	4.25	200.00	196.3	220.00	0.10	-12.95	2,502,500.00			Lower Band			28/01/2020
HINDPETRO-Jan	527,100.00	-21.26	8.05	250.00	242.75	250.00	1.05	-9.09	705,600.00						28/01/2020
HINDPETRO-Feb	632,100.00	7.67	10.50	240.00	240.35	250.00	6.80	28.13	289,800.00						28/01/2020
IBULHSGFIN-Jan	686,400.00	-15.09	2.00	300.00	320.75	330.00	4.00	13.81	1,326,000.00						28/01/2020
IBULHSGFIN-Feb	444,000.00	14.35	22.80	300.00	312.25	300.00	35.00	-1.71	499,200.00	High Premium					28/01/2020
ICICIBANK-Jan	2,125,750.00	-26.10	1.80	520.00	527.85	550.00	0.70	-16.52	4,470,125.00						28/01/2020
ICICIBANK-Feb	567,875.00	7.40	14.25	520.00	530.15	550.00	11.00	21.41	1,009,250.00						28/01/2020
ICICIPRULI-Jan	187,500.00	-4.17	0.00	470.00	526.85	530.00	2.70	-10.53	220,500.00			Higher Band			28/01/2020
IDEA-Jan	45,864,000.00	15.52	0.05	4.00	5.4	7.00	0.05	6.20	59,290,000.00			Median			28/01/2020
IDEA-Feb	14,798,000.00	5.63	0.15	3.00	5.4	6.00	0.85	24.82	20,482,000.00	High Premium	Expensive Call				28/01/2020
IDFCFIRSTB-Jan	2,796,000.00	-1.30	0.10	40.00	43.45	50.00	0.05	-22.58	7,296,000.00						28/01/2020
INDIGO-Jan	92,100.00	-38.91	52.20	1,500.00	1454.6	1,500.00	7.85	8.43	351,900.00						28/01/2020
INDIGO-Feb	24,300.00	42.14	98.75	1,500.00	1460.2	1,500.00	58.60	40.84	55,200.00	High Premium			Call OI Gainer	Put OI Gainer	28/01/2020
INDUSINDBK-Jan	359,200.00	-9.91	145.70	1,400.00	1257.2	1,400.00	0.75	-26.18	1,145,200.00			Lower Band			28/01/2020
INDUSINDBK-Feb	166,400.00	29.37	35.15	1,200.00	1263.15	1,400.00	19.30	15.89	459,600.00						28/01/2020
INFRATEL-Jan	124,000.00	-10.71	0.75	220.00	237.95	250.00	1.15	-58.54	260,000.00				Call OI Loser		28/01/2020
INFY-Jan	760,800.00	-0.63	0.90	760.00	779.3	800.00	0.70	-10.76	1,988,400.00			Median			28/01/2020
IOC-Jan	1,016,000.00	-6.28	0.45	115.00	118.05	125.00	0.25	-21.16	2,084,000.00						28/01/2020
IOC-Feb	652,000.00	-7.95	4.50	115.00	116.5	120.00	3.90	19.55	856,000.00			Median			28/01/2020
ITC-Jan	1,584,000.00	-11.49	1.00	230.00	231.2	240.00	0.25	-16.58	3,324,000.00						28/01/2020
ITC-Feb	1,072,800.00	18.87	6.45	230.00	232.25	240.00	4.75	26.48	2,172,000.00						28/01/2020
JINDALSTEL-Jan	825,000.00	-68.37	1.05	170.00	175.7	185.00	0.40	-3.21	2,090,000.00					Put OI Loser	28/01/2020
JINDALSTEL-Feb	385,000.00	12.50	4.80	160.00	176.55	190.00	5.90	19.55	535,000.00			Median			28/01/2020
JSWSTEEL-Jan	358,800.00	-8.33	1.05	250.00	255.7	270.00	0.25	8.93	609,500.00						28/01/2020
JSWSTEEL-Feb	144,900.00	14.86	12.45	260.00	256.8	260.00	9.75	32.23	188,600.00		Expensive Put				28/01/2020
JUBLFOOD-Jan	84,500.00	-49.56	7.40	1,700.00	1755.4	1,760.00	21.10	-3.72	181,000.00						28/01/2020
KOTAKBANK-Jan	264,400.00	-5.09	2.60	1,600.00	1625.4	1,700.00	0.70	-11.71	1,163,600.00						28/01/2020
KOTAKBANK-Feb	54,800.00	4.86	25.20	1,580.00	1632	1,700.00	21.50	5.93	101,600.00			Median			28/01/2020
L&TFH-Jan	756,000.00	-9.76	2.30	120.00	118.8	130.00	0.15	-16.81	2,335,200.00			Lower Band			28/01/2020
LICHSGFIN-Jan	257,400.00	18.18	1.10	440.00	457.2	480.00	0.65	-11.22	425,100.00						28/01/2020
LICHSGFIN-Feb	54,600.00	12.50	16.20	450.00	459.3	480.00	12.35	15.58	253,500.00						28/01/2020
LT-Jan	487,500.00	-60.30	1.00	1,300.00	1347.65	1,400.00	0.65	-33.69	791,625.00	Less Premium		Median		Put OI Loser	28/01/2020
LT-Feb	92,250.00	5.02	18.70	1,300.00	1353.45	1,400.00	22.50	9.04	381,000.00			Median			28/01/2020
LUPIN-Jan	106,400.00	-10.14	7.15	750.00	747.45	790.00	0.80	-6.44	347,200.00			Lower Band			28/01/2020
M&M-Jan	198,000.00	-11.24	0.25	540.00	573.8	600.00	0.40	-9.09	360,000.00	Less Premium					28/01/2020
M&M-Feb	50,000.00	-2.04	7.90	540.00	576.4	600.00	12.30	20.29	110,000.00		Expensive Put				28/01/2020
M&MFIN-Jan	369,600.00	0.00	48.70	400.00	352.35	360.00	4.75	26.06	390,400.00			Lower Band			28/01/2020
MANAPPURAM-Jan	552,000.00	26.40	0.75	180.00	188.6	190.00	2.60	7.56	1,614,000.00						28/01/2020
MARUTI-Jan	104,600.00	7.84	63.75	7,000.00	7002.1	7,200.00	15.10	39.37	195,000.00				Call OI Gainer		28/01/2020
MARUTI-Feb	22,100.00	38.27	236.25	7,000.00	7032.75	7,500.00	96.35	37.07	52,800.00					Put OI Gainer	28/01/2020
MCDOWELL-N-Jan	303,750.00	41.73	0.70	600.00	655.95	670.00	4.15	49.50	382,500.00				Call OI Gainer	Put OI Gainer	28/01/2020
MFSL-Jan	126,100.00	-10.23	2.10	500.00	512.7	530.00	1.80	-26.29	349,700.00						28/01/2020
MFSL-Feb	71,500.00	40.86	27.95	520.00	515.05	500.00	33.60	30.68	79,300.00	High Premium		Median		Put OI Gainer	28/01/2020
MINDTREE-Jan	47,200.00	-43.90	6.45	880.00	878.3	900.00	1.25	0.66	120,000.00						28/01/2020
NCC-Jan	801,000.00	-8.54	2.90	60.00	57.25	60.00	0.20	-8.69	4,392,000.00			Lower Band			28/01/2020
NIITTECH-Jan	27,750.00	-10.45	0.50	1,600.00	1987.15	2,000.00	29.65	-81.08	25,125.00		Expensive Call	Higher Band	Call OI Loser		28/01/2020
NTPC-Jan	3,427,200.00	-9.17	8.30	120.00	111.8	125.00	0.05	-4.18	4,670,400.00	Less Premium	Expensive Put	Lower Band			28/01/2020
ONGC-Jan	1,102,900.00	-8.91	0.80	115.00	116.25	130.00	0.05	-4.28	3,095,500.00						28/01/2020
ONGC-Feb	943,000.00	20.14	4.10	110.00	112.55	120.00	2.90	20.98	2,177,100.00		Expensive Put				28/01/2020
PEL-Jan	66,744.00	0.00	0.25	1,500.00	1680	1,700.00	11.45	1.13	108,459.00						28/01/2020
PFC-Jan	1,023,000.00	-52.78	0.20	110.00	116.25	120.00	0.50	-10.19	2,145,200.00						28/01/2020
PFC-Feb	880,400.00	4.05	3.00	110.00	116.05	120.00	3.90	26.97	688,200.00			Median			28/01/2020
PNB-Jan	1,942,200.00	-24.47	0.40	60.00	60.45	65.00	0.10	-39.55	4,100,200.00						28/01/2020
PVR-Jan	70,000.00	-1,066.67	5.75	1,900.00	1936.55	2,000.00	2.60	-130.49	75,600.00				Call OI Loser	Put OI Loser	28/01/2020
RBLBANK-Jan	1,048,500.00	-29.44	0.70	320.00	339.4	360.00	0.95	-23.25	1,344,000.00			Median			28/01/2020
RECLTD-Jan	582,000.00	-8.99	0.15	135.00	144.75	150.00	0.45	-8.79	1,188,000.00						28/01/2020
RECLTD-Feb	672,000.00	6.67	2.75	135.00	144.7	150.00	4.20	10.10	534,000.00						28/01/2020
RELIANCE-Jan	950,500.00	-4.39	15.65	1,480.00	1472.95	1,600.00	0.35	-23.09	2,631,000.00			Lower Band			28/01/2020
RELIANCE-Feb	776,000.00	46.89	46.15	1,480.00	1479.1	1,540.00	22.85	40.26	895,500.00				Call OI Gainer	Put OI Gainer	28/01/2020
SAIL-Jan	5,856,100.00	-8.12	0.00	40.00	47.15	55.00	0.00	0.45	3,469,700.00	Less Premium		Median			28/01/2020
SAIL-Feb	3,171,400.00	0.98	2.40	47.00	47.2	50.00	1.45	10.62	3,830,800.00	High Premium	Expensive Call				28/01/2020
SBIN-Jan	4,362,000.00	-2.47	0.45	300.00	315.2	340.00	0.20	-13.52	11,055,000.00						28/01/2020
SBIN-Feb	4,155,000.00	0.36	5.05	290.00	316.55	350.00	4.45	10.63	2,397,000.00			Median			28/01/2020
SRTRANSFIN-Jan	61,800.00	-1.98	0.95	1,020.00	1080.1	1,200.00	0.60	-31.53	87,600.00	Less Premium					28/01/2020
SUNPHARMA-Jan	398,750.00	-243.01	0.20	430.00	453.6	460.00	2.25	-37.27	1,045,000.00					Put OI Loser	28/01/2020
SUNPHARMA-Feb	490,000.00	12.30	5.55	420.00	455.75	460.00	16.70	19.63	322,500.00						28/01/2020
SUNTV-Jan	127,200.00	-0.95	0.80	470.00	493.55	510.00	1.85	-1.41	345,600.00						28/01/2020
TATAGLOBAL-Jan	518,400.00	9.43	3.40	380.00	381.6	400.00	0.70	-20.40	1,306,800.00						28/01/2020
TATAMOTORS-Jan	1,505,000.00	15.46	1.90	175.00	176.5	200.00	0.10	-20.68	7,150,900.00						28/01/2020
TATAMOTORS-Feb	812,700.00	10.43	12.75	180.00	177.3	200.00	4.20	22.35	1,702,800.00	High Premium	Expensive Put				28/01/2020
TATASTEEL-Jan	702,000.00	12.20	3.00	440.00	447.5	500.00	0.10	-19.09	1,656,000.00						28/01/2020
TATASTEEL-Feb	270,000.00	28.00	15.60	440.00	449.55	500.00	4.90	17.36	600,000.00						28/01/2020
TCS-Jan	273,750.00	-39.67	22.70	2,200.00	2185.45	2,300.00	0.75	-24.90	380,000.00			Lower Band			28/01/2020
TCS-Feb	691,000.00	0.00	0.75	1,900.00	2195.25	2,200.00	53.25	3.13	92,750.00						28/01/2020
TITAN-Jan	207,000.00	-117.32	8.60	1,200.00	1197.45	1,240.00	1.00	-0.51	589,500.00					Put OI Loser	28/01/2020
TVSMOTOR-Jan	95,850.00	5.33	2.85	450.00	461.25	500.00	0.45	-32.54	225,450.00						28/01/2020
ULTRACEMCO-Jan	60,400.00	-26.36	1.25	4,300.00	4619	4,700.00	14.90	2.22	114,600.00						28/01/2020
ULTRACEMCO-Feb	30,000.00	50.00	576.30	5,200.00	4641.05	4,700.00	122.30	14.29	18,000.00					Put OI Gainer	28/01/2020
VEDL-Jan	801,500.00	-6.02	1.05	140.00	142.55	170.00	0.10	-15.13	2,583,000.00						28/01/2020
VEDL-Feb	805,000.00	36.64	11.70	150.00	143.2	150.00	5.05	42.60	882,000.00				Call OI Gainer		28/01/2020
VOLTAS-Jan	72,000.00	4.00	1.10	700.00	715.8	820.00	0.20	-39.72	197,000.00						28/01/2020
YESBANK-Jan	7,260,000.00	-5.36	0.10	20.00	41.65	50.00	0.15	-17.69	7,084,000.00						28/01/2020
ZEEL-Jan	695,300.00	-28.21	0.95	260.00	273.15	300.00	0.50	-14.77	1,730,600.00						28/01/2020
Symbol	Open Interest	OI GHG %	Put Premium	Put Strike	Future Price	Call Strike	Call Premium	CHG OI %	Open Interest	High OI strikes with	ATM Strikes with	Price Nearer to	High Call OI Filter	High Put OI Filter	Updated as on