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
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-Jul 371,360.00 4.67 115.80 30,000.00 30456.5 31,000.00 78.90 28.32 538,640.00 Median Call OI Gainer 15/07/2019 BANKNIFTY-Aug 381,320.00 13.23 125.60 29,000.00 30563.4 29,000.00 1,619.50 17.45 117,300.00 Higher Band Call OI Gainer 15/07/2019 NIFTY-Jul 2,442,375.00 15.67 15.55 11,300.00 11579.2 12,000.00 3.80 -0.24 3,201,525.00 Less Premium 15/07/2019 NIFTY-Aug 1,948,125.00 0.55 30.10 11,000.00 11630.6 12,000.00 47.20 5.86 459,075.00 15/07/2019 ACC-Jul 32,000.00 12.09 10.70 1,520.00 1599.65 1,600.00 34.80 16.61 98,400.00 15/07/2019 ADANIPORTS-Jul 435,000.00 3.87 3.65 400.00 410.7 420.00 3.35 7.23 802,500.00 Median 15/07/2019 ADANIPOWER-Jul 2,840,000.00 -4.41 0.25 50.00 62.65 70.00 0.70 8.07 5,240,000.00 Expensive Call 15/07/2019 AMBUJACEM-Jul 192,500.00 10.47 1.05 210.00 219.75 220.00 3.95 -1.79 570,000.00 15/07/2019 APOLLOHOSP-Jul 45,000.00 16.67 7.95 1,300.00 1382.7 1,400.00 23.50 33.96 106,000.00 Call OI Gainer 15/07/2019 ASHOKLEY-Jul 3,156,000.00 10.70 1.10 80.00 82.6 90.00 0.45 3.79 9,744,000.00 15/07/2019 ASIANPAINT-Jul 148,800.00 11.43 6.20 1,300.00 1353.65 1,400.00 7.65 8.39 249,000.00 Median 15/07/2019 AUROPHARMA-Jul 314,000.00 1.88 28.95 600.00 577.7 620.00 3.15 18.80 812,000.00 Call OI Gainer 15/07/2019 AXISBANK-Jul 778,800.00 -6.92 17.05 760.00 752.25 800.00 1.60 -1.69 1,515,600.00 15/07/2019 BAJAJ-AUTO-Jul 52,000.00 -4.52 7.60 2,600.00 2722.85 2,900.00 4.35 1.10 112,250.00 Less Premium 15/07/2019 BAJAJFINSV-Jul 14,375.00 31.55 119.70 7,600.00 7718 8,000.00 49.70 4.74 25,125.00 Put OI Gainer 15/07/2019 BAJFINANCE-Jul 360,250.00 0.83 26.00 3,200.00 3421.35 3,700.00 11.35 -4.11 291,500.00 Median 15/07/2019 BANKBARODA-Jul 2,268,000.00 0.98 2.05 120.00 122.2 130.00 0.90 10.70 4,243,500.00 15/07/2019 BEL-Jul 780,000.00 7.14 1.70 100.00 102.55 115.00 0.35 -2.81 1,974,000.00 Expensive Call 15/07/2019 BHARATFORG-Jul 69,600.00 -65.71 3.00 440.00 461.85 500.00 1.05 0.51 234,000.00 Expensive Put Put OI Loser 15/07/2019 BHARTIARTL-Jul 738,549.00 4.77 2.65 340.00 351.9 360.00 3.30 16.26 638,595.00 15/07/2019 BHEL-Jul 922,500.00 -44.71 1.90 65.00 64.35 75.00 0.10 1.75 5,040,000.00 Lower Band Put OI Loser 15/07/2019 BPCL-Jul 338,400.00 8.29 4.30 340.00 348.1 400.00 0.40 1.11 799,200.00 15/07/2019 CANBK-Jul 284,000.00 -31.48 7.05 270.00 273.05 300.00 1.35 1.23 806,000.00 Put OI Loser 15/07/2019 CIPLA-Jul 112,000.00 0.00 78.40 630.00 551.75 590.00 0.50 0.00 263,000.00 Less Premium Lower Band 15/07/2019 COALINDIA-Jul 330,000.00 2.60 1.40 220.00 230.05 260.00 0.20 -3.82 1,194,600.00 15/07/2019 DABUR-Jul 161,250.00 3.01 8.20 410.00 410.5 420.00 5.05 4.74 251,250.00 High Premium 15/07/2019 DHFL-Jul 872,000.00 -50.34 0.15 10.00 41.6 200.00 0.15 -62.80 1,068,000.00 Expensive Call Call OI Loser Put OI Loser 15/07/2019 DISHTV-Jul 1,484,000.00 18.46 0.50 27.50 33.4 35.00 1.60 -26.55 4,004,000.00 High Premium Expensive Call Call OI Loser 15/07/2019 DLF-Jul 1,184,400.00 -4.96 0.85 170.00 184.25 200.00 0.65 2.73 1,892,800.00 Expensive Put Median 15/07/2019 DRREDDY-Jul 69,500.00 -9.02 13.05 2,500.00 2626.05 2,700.00 18.05 4.71 101,250.00 15/07/2019 ESCORTS-Jul 220,000.00 9.50 4.95 500.00 528.7 600.00 1.05 0.62 705,100.00 15/07/2019 GAIL-Jul 997,458.00 1.06 2.30 145.00 145.95 155.00 0.65 3.63 2,266,950.00 15/07/2019 GRASIM-Jul 111,000.00 29.52 6.65 900.00 925.5 920.00 18.25 10.71 93,750.00 Put OI Gainer 15/07/2019 HCLTECH-Jul 102,900.00 -5.76 6.30 1,000.00 1030 1,100.00 1.90 -9.50 153,300.00 Call OI Loser 15/07/2019 HDFC-Jul 274,500.00 10.00 9.25 2,200.00 2248.4 2,300.00 8.05 -3.35 308,500.00 Median 15/07/2019 HDFCBANK-Jul 137,000.00 -0.92 31.85 2,400.00 2399.15 2,500.00 5.60 -2.08 367,500.00 15/07/2019 HEROMOTOCO-Jul 69,600.00 -0.29 11.50 2,400.00 2514.8 2,600.00 15.55 13.79 155,000.00 15/07/2019 HINDPETRO-Jul 625,800.00 -1.36 1.60 270.00 286.55 300.00 1.75 -2.40 716,100.00 Median 15/07/2019 HINDUNILVR-Jul 123,000.00 9.69 20.70 1,700.00 1717.4 1,800.00 5.15 -5.13 141,300.00 15/07/2019 IBULHSGFIN-Jul 682,400.00 -8.80 12.95 600.00 638.65 700.00 6.90 6.30 988,000.00 15/07/2019 ICICIBANK-Jul 1,289,750.00 1.47 5.55 420.00 421.8 440.00 1.35 1.88 2,517,625.00 15/07/2019 INDIGO-Jul 473,400.00 26.54 25.90 1,300.00 1377.05 1,400.00 38.50 1.11 373,200.00 High Premium Put OI Gainer 15/07/2019 INDUSINDBK-Jul 354,400.00 -23.74 9.60 1,400.00 1478.8 1,600.00 4.25 -10.91 1,244,000.00 Call OI Loser Put OI Loser 15/07/2019 INFY-Jul 1,929,600.00 48.98 5.50 760.00 780.1 800.00 4.70 37.14 1,554,000.00 Median Call OI Gainer Put OI Gainer 15/07/2019 IOC-Jul 672,000.00 -0.52 6.05 150.00 145.5 160.00 0.30 -0.90 1,172,500.00 Expensive Put Lower Band 15/07/2019 ITC-Jul 2,738,400.00 3.96 0.90 265.00 271.6 280.00 1.10 5.18 5,452,800.00 Median 15/07/2019 JINDALSTEL-Jul 1,056,000.00 14.06 3.55 140.00 141.45 150.00 1.70 1.40 2,921,600.00 High Premium Expensive Put 15/07/2019 JSWSTEEL-Jul 396,000.00 3.41 0.85 250.00 271.7 280.00 2.75 2.86 748,000.00 Expensive Put 15/07/2019 JUSTDIAL-Jul 288,400.00 16.60 40.30 780.00 750.55 800.00 7.30 14.05 445,200.00 15/07/2019 KOTAKBANK-Jul 164,400.00 4.20 5.55 1,440.00 1503.7 1,520.00 15.80 -2.95 209,200.00 15/07/2019 L&TFH-Jul 751,500.00 11.64 0.75 110.00 120.85 130.00 0.95 1.70 2,344,500.00 Median 15/07/2019 LICHSGFIN-Jul 209,000.00 -20.25 6.60 520.00 536.25 600.00 0.80 0.00 487,300.00 Put OI Loser 15/07/2019 LT-Jul 212,625.00 -12.50 36.35 1,440.00 1427.3 1,600.00 2.20 -5.97 825,000.00 15/07/2019 M&M-Jul 253,000.00 -2.43 2.70 600.00 623.8 700.00 0.50 -5.52 459,000.00 Less Premium 15/07/2019 MARUTI-Jul 112,500.00 11.92 73.20 6,000.00 6075.95 7,000.00 3.85 -3.63 199,050.00 15/07/2019 MCDOWELL-N-Jul 130,000.00 0.00 11.75 580.00 588.9 600.00 10.55 15.21 278,750.00 High Premium Median 15/07/2019 NTPC-Jul 777,600.00 -3.85 4.00 130.00 127.75 145.00 0.20 -3.58 2,640,000.00 Expensive Put Lower Band 15/07/2019 ONGC-Jul 513,750.00 13.29 1.25 145.00 150.1 170.00 0.25 -6.75 1,661,250.00 Call OI Loser 15/07/2019 PEL-Jul 97,244.00 -0.94 6.35 1,800.00 2041.3 2,100.00 41.20 -0.37 165,194.00 15/07/2019 PNB-Jul 3,164,000.00 -16.20 0.95 70.00 73.4 80.00 0.45 2.26 6,650,000.00 Expensive Call Put OI Loser 15/07/2019 POWERGRID-Jul 876,000.00 -0.92 0.30 190.00 205.55 210.00 1.60 4.63 1,732,000.00 15/07/2019 RBLBANK-Jul 175,200.00 40.41 15.05 600.00 605.1 640.00 5.25 37.85 214,800.00 High Premium Call OI Gainer Put OI Gainer 15/07/2019 RECLTD-Jul 1,284,000.00 -0.47 0.30 130.00 149.7 170.00 0.30 -1.20 3,048,000.00 Less Premium Expensive Put Median 15/07/2019 RELIANCE-Jul 662,500.00 1.05 11.15 1,240.00 1277.95 1,300.00 16.05 3.44 2,132,500.00 15/07/2019 SAIL-Jul 2,124,000.00 2.75 0.60 45.00 46.7 50.00 0.40 6.48 7,104,000.00 15/07/2019 SIEMENS-Jul 48,400.00 0.00 182.15 1,400.00 1220.05 1,300.00 4.20 -12.10 76,450.00 Less Premium Lower Band Call OI Loser 15/07/2019 SUNPHARMA-Jul 782,100.00 4.18 1.10 380.00 422.45 400.00 24.40 -6.96 878,900.00 Higher Band Call OI Loser 15/07/2019 SUNTV-Jul 168,000.00 -2.44 14.55 480.00 475.2 520.00 1.75 3.45 364,000.00 15/07/2019 TATAMOTORS-Jul 3,282,000.00 -0.18 1.15 150.00 160.9 170.00 1.40 2.42 4,476,000.00 Expensive Call Median 15/07/2019 TATASTEEL-Jul 913,521.00 10.78 3.55 450.00 469.95 500.00 2.15 12.02 2,833,931.00 15/07/2019 TCS-Jul 424,750.00 -11.63 1.70 2,000.00 2141.1 2,200.00 11.30 -5.55 779,750.00 15/07/2019 TECHM-Jul 342,000.00 3.39 5.55 650.00 664.6 700.00 2.65 -1.61 1,063,200.00 15/07/2019 TITAN-Jul 359,250.00 4.77 3.40 1,000.00 1090.8 1,200.00 1.80 1.22 912,750.00 Less Premium Median 15/07/2019 UJJIVAN-Jul 132,800.00 -1.22 0.70 250.00 284.15 300.00 2.75 8.99 404,800.00 15/07/2019 UPL-Jul 414,900.00 24.18 4.10 600.00 647.25 700.00 2.80 -5.61 576,000.00 Median Put OI Gainer 15/07/2019 VEDL-Jul 990,000.00 8.84 1.55 160.00 167.1 170.00 3.00 5.05 3,162,000.00 15/07/2019 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