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-Nov 381,100.00 5.01 116.30 30,000.00 31017.85 31,000.00 435.30 4.41 346,140.00 18/11/2019

BANKNIFTY-Dec 57,800.00 13.34 358.20 30,000.00 31125.45 30,000.00 1,464.15 10.99 230,040.00 18/11/2019

NIFTY-Nov 2,153,925.00 -1.39 22.75 11,600.00 11920.9 12,000.00 65.30 6.58 2,374,650.00 18/11/2019

ACC-Nov 44,400.00 4.31 30.85 1,500.00 1497.3 1,600.00 5.65 -2.18 281,200.00 18/11/2019

AMBUJACEM-Nov 212,500.00 9.57 3.75 200.00 201.9 210.00 1.95 10.56 677,500.00 18/11/2019

APOLLOHOSP-Nov 40,500.00 -17.39 31.30 1,400.00 1409.3 1,500.00 9.65 0.54 182,500.00 Put OI Loser 18/11/2019

APOLLOTYRE-Nov 330,000.00 -13.40 1.65 160.00 169.5 200.00 0.35 1.17 1,521,000.00 Expensive Call 18/11/2019

ASHOKLEY-Nov 5,604,000.00 0.53 0.45 70.00 81.85 90.00 0.85 -0.95 8,298,000.00 18/11/2019

ASIANPAINT-Nov 163,200.00 9.33 11.20 1,700.00 1745.45 1,800.00 10.30 19.60 169,800.00 Median 18/11/2019

AUROPHARMA-Nov 477,000.00 10.00 4.55 400.00 425.45 500.00 1.60 0.09 1,082,000.00 18/11/2019

AXISBANK-Nov 615,600.00 7.73 6.25 700.00 724.3 750.00 6.20 3.97 1,598,400.00 Median 18/11/2019

BAJAJ-AUTO-Nov 51,250.00 -15.17 11.15 3,000.00 3168.4 3,300.00 17.55 6.69 83,750.00 Put OI Loser 18/11/2019

BAJFINANCE-Nov 296,250.00 -0.85 15.00 3,900.00 4168.6 4,500.00 7.80 0.12 213,500.00 Less Premium Median 18/11/2019

BANKBARODA-Nov 3,469,500.00 1.15 2.30 95.00 96.2 100.00 1.75 -1.94 7,821,000.00 18/11/2019

BANKINDIA-Nov 1,104,000.00 4.17 0.15 60.00 71.5 80.00 0.85 -1.10 2,214,000.00 Expensive Call 18/11/2019

BATAINDIA-Nov 111,100.00 0.49 3.90 1,600.00 1708.4 1,800.00 6.50 1.62 167,200.00 Less Premium Median 18/11/2019

BHARATFORG-Nov 123,600.00 -9.57 1.25 400.00 445.15 480.00 2.85 1.67 494,400.00 18/11/2019

BHARTIARTL-Nov 2,034,249.00 1.43 1.95 350.00 410.85 420.00 10.30 29.21 1,588,158.00 Call OI Gainer 18/11/2019

BHEL-Nov 1,575,000.00 0.00 0.05 40.00 54.15 60.00 0.60 -2.92 6,615,000.00 18/11/2019

BPCL-Nov 750,600.00 12.39 6.25 500.00 523.45 530.00 13.40 18.41 813,600.00 18/11/2019

BRITANNIA-Nov 41,000.00 2.84 14.85 3,000.00 3152.05 3,300.00 14.85 16.41 98,800.00 Median 18/11/2019

CIPLA-Nov 213,000.00 1.84 6.20 450.00 461.55 500.00 2.30 10.56 720,000.00 18/11/2019

COALINDIA-Nov 602,800.00 5.19 1.05 190.00 200.8 220.00 0.85 -8.85 1,705,000.00 Call OI Loser 18/11/2019

DABUR-Nov 230,000.00 -10.18 9.15 460.00 455.85 500.00 0.75 -4.48 437,500.00 Expensive Put Lower Band 18/11/2019

DISHTV-Nov 980,000.00 10.26 0.95 14.00 14.55 20.00 0.20 0.00 2,100,000.00 High Premium Expensive Put 18/11/2019

DIVISLAB-Nov 46,000.00 -18.56 4.50 1,600.00 1738.85 1,700.00 56.50 -2.25 72,800.00 Expensive Put Higher Band Put OI Loser 18/11/2019

DLF-Nov 1,901,200.00 5.96 2.75 200.00 215.35 210.00 10.60 -5.92 2,055,200.00 18/11/2019

DRREDDY-Nov 41,000.00 2.96 12.90 2,600.00 2746.65 2,900.00 14.10 12.27 155,500.00 Median 18/11/2019

EQUITAS-Nov 296,000.00 0.00 0.55 80.00 88.8 100.00 0.80 -8.57 760,000.00 18/11/2019

GLENMARK-Nov 490,000.00 49.64 9.50 350.00 365.35 400.00 5.65 48.97 617,000.00 Call OI Gainer Put OI Gainer 18/11/2019

GRASIM-Nov 231,750.00 8.04 3.85 700.00 772.35 800.00 10.20 15.08 308,250.00 18/11/2019

HDFC-Nov 205,750.00 0.24 17.65 2,200.00 2236.8 2,300.00 10.75 4.69 355,500.00 18/11/2019

HDFCBANK-Nov 422,000.00 -4.84 3.15 1,200.00 1266.45 1,300.00 7.25 16.50 1,149,000.00 18/11/2019

HEROMOTOCO-Nov 119,000.00 -5.87 56.60 2,500.00 2511.6 2,800.00 9.40 10.62 287,800.00 18/11/2019

HINDALCO-Nov 1,316,000.00 -3.01 0.30 175.00 193.7 210.00 0.95 0.39 1,785,000.00 Less Premium Median 18/11/2019

HINDPETRO-Nov 298,200.00 5.96 7.65 290.00 291.1 300.00 4.85 23.13 648,900.00 Call OI Gainer 18/11/2019

HINDUNILVR-Nov 83,400.00 5.76 9.90 2,000.00 2060.65 2,200.00 2.45 -12.14 141,300.00 Less Premium Call OI Loser 18/11/2019

IBULHSGFIN-Nov 803,200.00 -3.08 15.00 200.00 206.05 300.00 2.15 -8.81 1,384,000.00 High Premium Call OI Loser 18/11/2019

ICICIBANK-Nov 2,098,250.00 -0.13 2.95 470.00 497.95 500.00 10.00 14.62 3,814,250.00 18/11/2019

IDEA-Nov 38,696,000.00 14.64 0.05 2.00 4.5 5.00 0.40 3.55 60,788,000.00 High Premium Expensive Call 18/11/2019

IDEA-Dec 3,276,000.00 -8.33 0.15 2.00 4.55 5.00 0.80 20.26 8,708,000.00 High Premium Expensive Put Call OI Gainer 18/11/2019

INDIGO-Nov 123,900.00 7.61 31.70 1,400.00 1461.25 1,500.00 38.45 6.48 419,700.00 Median 18/11/2019

INDUSINDBK-Nov 176,000.00 1.79 3.20 1,200.00 1377.3 1,400.00 27.15 8.97 276,000.00 18/11/2019

INFRATEL-Nov 214,000.00 -11.46 1.85 200.00 226.5 230.00 7.40 -15.12 198,000.00 Call OI Loser 18/11/2019

INFY-Nov 1,952,400.00 0.00 35.10 740.00 708.6 800.00 1.30 0.83 3,025,200.00 Less Premium Lower Band 18/11/2019

IOC-Nov 1,081,500.00 0.96 2.20 130.00 133 150.00 0.65 1.25 3,878,000.00 18/11/2019

ITC-Nov 1,423,200.00 -9.61 3.20 250.00 251.2 270.00 0.60 0.05 4,663,200.00 18/11/2019

JINDALSTEL-Nov 1,580,800.00 0.40 8.95 150.00 145.95 150.00 4.90 7.66 2,508,800.00 18/11/2019

KOTAKBANK-Nov 216,400.00 0.37 2.25 1,500.00 1626.4 1,700.00 4.40 -0.15 265,600.00 Less Premium 18/11/2019

L&TFH-Nov 648,000.00 -11.63 0.55 90.00 98 110.00 0.45 4.31 1,597,500.00 18/11/2019

LT-Nov 182,625.00 9.31 20.75 1,360.00 1369 1,500.00 2.80 2.64 816,000.00 18/11/2019

LUPIN-Nov 109,900.00 -30.83 2.95 700.00 749.05 800.00 3.05 0.83 335,300.00 Median Put OI Loser 18/11/2019

M&M-Nov 270,000.00 -17.39 4.05 550.00 574.7 600.00 4.65 6.96 896,000.00 Median Put OI Loser 18/11/2019

M&MFIN-Nov 205,000.00 0.00 72.10 400.00 328.6 330.00 8.15 -5.81 205,000.00 Expensive Put Lower Band 18/11/2019

MARUTI-Nov 81,000.00 -5.57 103.40 7,000.00 7125.35 8,000.00 14.50 0.87 204,375.00 18/11/2019

MFSL-Nov 72,000.00 -11.11 0.35 400.00 486.25 500.00 9.70 -1.90 193,200.00 Expensive Put 18/11/2019

MOTHERSUMI-Nov 554,400.00 -10.53 2.45 130.00 134.75 140.00 2.35 -6.21 1,240,800.00 Expensive Put Median 18/11/2019

MUTHOOTFIN-Nov 97,500.00 9.72 5.80 680.00 713.8 740.00 8.35 33.33 162,000.00 Median Call OI Gainer 18/11/2019

NTPC-Nov 1,276,800.00 -1.14 3.65 120.00 117.65 120.00 1.40 4.85 3,580,800.00 18/11/2019

PFC-Nov 1,010,600.00 24.54 0.80 110.00 117.75 120.00 2.35 15.50 1,791,800.00 Put OI Gainer 18/11/2019

PNB-Nov 2,492,000.00 -1.14 1.00 60.00 62.55 70.00 0.65 -2.28 9,408,000.00 Expensive Call 18/11/2019

RBLBANK-Nov 441,600.00 11.54 5.40 300.00 323.55 350.00 5.40 -1.17 622,800.00 Median 18/11/2019

RECLTD-Nov 918,000.00 17.30 1.25 135.00 140.9 160.00 0.35 -14.00 1,710,000.00 Call OI Loser Put OI Gainer 18/11/2019

RELIANCE-Nov 1,039,000.00 -1.56 6.15 1,400.00 1460.2 1,500.00 12.40 14.42 2,634,500.00 18/11/2019

RELIANCE-Dec 234,500.00 3.30 6.30 1,300.00 1466.75 1,500.00 36.25 13.79 125,000.00 18/11/2019

SAIL-Nov 2,616,000.00 -2.35 0.50 35.00 37.45 40.00 0.65 -0.91 5,304,000.00 Median 18/11/2019

SBIN-Nov 7,446,000.00 5.66 1.75 300.00 325.8 340.00 3.60 10.84 7,110,000.00 18/11/2019

SBIN-Dec 537,000.00 31.42 11.70 320.00 327.05 350.00 7.20 19.64 540,000.00 Call OI Gainer Put OI Gainer 18/11/2019

SRF-Nov 80,750.00 18.02 15.00 2,900.00 3210.65 3,300.00 41.95 -6.00 53,000.00 Put OI Gainer 18/11/2019

SUNPHARMA-Nov 765,600.00 -6.58 2.75 400.00 426.05 450.00 3.95 -7.47 1,820,500.00 Median 18/11/2019

SUNTV-Nov 113,000.00 4.24 3.70 460.00 495.85 500.00 12.20 -36.29 169,000.00 Call OI Loser 18/11/2019

TATAMOTORS-Nov 2,616,000.00 2.57 1.25 150.00 170.65 180.00 3.40 3.80 4,941,000.00 18/11/2019

TATASTEEL-Nov 1,081,159.00 16.54 3.45 380.00 411.65 420.00 9.75 -7.05 2,351,176.00 18/11/2019

TCS-Nov 286,750.00 -9.97 15.40 2,100.00 2159.3 2,300.00 4.95 6.92 487,500.00 18/11/2019

TECHM-Nov 174,000.00 -12.40 1.15 700.00 754.55 800.00 2.50 -4.97 430,800.00 Less Premium Median 18/11/2019

TITAN-Nov 390,000.00 -9.70 5.10 1,100.00 1162.15 1,200.00 10.45 -3.15 1,301,250.00 18/11/2019

TVSMOTOR-Nov 91,300.00 0.00 1.80 400.00 447.6 500.00 2.90 -9.43 255,200.00 Median Call OI Loser 18/11/2019

UJJIVAN-Nov 280,000.00 34.70 3.20 270.00 287.8 300.00 5.00 -0.29 560,000.00 Put OI Gainer 18/11/2019

UNIONBANK-Nov 1,043,000.00 -18.25 0.65 50.00 54.95 55.00 2.05 1.54 896,000.00 Put OI Loser 18/11/2019

UPL-Nov 153,900.00 -5.56 2.20 500.00 549 600.00 2.90 -4.67 484,200.00 Median 18/11/2019

VEDL-Nov 957,000.00 7.00 2.70 140.00 144 160.00 0.95 -3.24 3,630,000.00 18/11/2019

VOLTAS-Nov 178,000.00 13.17 8.55 700.00 714.7 720.00 11.55 3.42 141,000.00 18/11/2019

WIPRO-Nov 320,000.00 -4.17 3.35 250.00 250.55 260.00 1.05 -8.72 598,400.00 18/11/2019

YESBANK-Nov 9,218,000.00 -2.62 7.95 70.00 65.7 70.00 3.65 1.09 17,586,800.00 High Premium 18/11/2019

YESBANK-Dec 765,600.00 2.25 7.10 60.00 65.85 100.00 2.90 17.92 2,679,600.00 High Premium Expensive Call 18/11/2019

ZEEL-Nov 1,222,000.00 -43.07 3.30 260.00 295.25 300.00 14.30 10.40 2,463,500.00 Expensive Call Put OI Loser 18/11/2019

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

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-Nov	381,100.00	5.01	116.30	30,000.00	31017.85	31,000.00	435.30	4.41	346,140.00						18/11/2019
BANKNIFTY-Dec	57,800.00	13.34	358.20	30,000.00	31125.45	30,000.00	1,464.15	10.99	230,040.00						18/11/2019
NIFTY-Nov	2,153,925.00	-1.39	22.75	11,600.00	11920.9	12,000.00	65.30	6.58	2,374,650.00						18/11/2019
ACC-Nov	44,400.00	4.31	30.85	1,500.00	1497.3	1,600.00	5.65	-2.18	281,200.00						18/11/2019
AMBUJACEM-Nov	212,500.00	9.57	3.75	200.00	201.9	210.00	1.95	10.56	677,500.00						18/11/2019
APOLLOHOSP-Nov	40,500.00	-17.39	31.30	1,400.00	1409.3	1,500.00	9.65	0.54	182,500.00					Put OI Loser	18/11/2019
APOLLOTYRE-Nov	330,000.00	-13.40	1.65	160.00	169.5	200.00	0.35	1.17	1,521,000.00		Expensive Call				18/11/2019
ASHOKLEY-Nov	5,604,000.00	0.53	0.45	70.00	81.85	90.00	0.85	-0.95	8,298,000.00						18/11/2019
ASIANPAINT-Nov	163,200.00	9.33	11.20	1,700.00	1745.45	1,800.00	10.30	19.60	169,800.00			Median			18/11/2019
AUROPHARMA-Nov	477,000.00	10.00	4.55	400.00	425.45	500.00	1.60	0.09	1,082,000.00						18/11/2019
AXISBANK-Nov	615,600.00	7.73	6.25	700.00	724.3	750.00	6.20	3.97	1,598,400.00			Median			18/11/2019
BAJAJ-AUTO-Nov	51,250.00	-15.17	11.15	3,000.00	3168.4	3,300.00	17.55	6.69	83,750.00					Put OI Loser	18/11/2019
BAJFINANCE-Nov	296,250.00	-0.85	15.00	3,900.00	4168.6	4,500.00	7.80	0.12	213,500.00	Less Premium		Median			18/11/2019
BANKBARODA-Nov	3,469,500.00	1.15	2.30	95.00	96.2	100.00	1.75	-1.94	7,821,000.00						18/11/2019
BANKINDIA-Nov	1,104,000.00	4.17	0.15	60.00	71.5	80.00	0.85	-1.10	2,214,000.00		Expensive Call				18/11/2019
BATAINDIA-Nov	111,100.00	0.49	3.90	1,600.00	1708.4	1,800.00	6.50	1.62	167,200.00	Less Premium		Median			18/11/2019
BHARATFORG-Nov	123,600.00	-9.57	1.25	400.00	445.15	480.00	2.85	1.67	494,400.00						18/11/2019
BHARTIARTL-Nov	2,034,249.00	1.43	1.95	350.00	410.85	420.00	10.30	29.21	1,588,158.00				Call OI Gainer		18/11/2019
BHEL-Nov	1,575,000.00	0.00	0.05	40.00	54.15	60.00	0.60	-2.92	6,615,000.00						18/11/2019
BPCL-Nov	750,600.00	12.39	6.25	500.00	523.45	530.00	13.40	18.41	813,600.00						18/11/2019
BRITANNIA-Nov	41,000.00	2.84	14.85	3,000.00	3152.05	3,300.00	14.85	16.41	98,800.00			Median			18/11/2019
CIPLA-Nov	213,000.00	1.84	6.20	450.00	461.55	500.00	2.30	10.56	720,000.00						18/11/2019
COALINDIA-Nov	602,800.00	5.19	1.05	190.00	200.8	220.00	0.85	-8.85	1,705,000.00				Call OI Loser		18/11/2019
DABUR-Nov	230,000.00	-10.18	9.15	460.00	455.85	500.00	0.75	-4.48	437,500.00		Expensive Put	Lower Band			18/11/2019
DISHTV-Nov	980,000.00	10.26	0.95	14.00	14.55	20.00	0.20	0.00	2,100,000.00	High Premium	Expensive Put				18/11/2019
DIVISLAB-Nov	46,000.00	-18.56	4.50	1,600.00	1738.85	1,700.00	56.50	-2.25	72,800.00		Expensive Put	Higher Band		Put OI Loser	18/11/2019
DLF-Nov	1,901,200.00	5.96	2.75	200.00	215.35	210.00	10.60	-5.92	2,055,200.00						18/11/2019
DRREDDY-Nov	41,000.00	2.96	12.90	2,600.00	2746.65	2,900.00	14.10	12.27	155,500.00			Median			18/11/2019
EQUITAS-Nov	296,000.00	0.00	0.55	80.00	88.8	100.00	0.80	-8.57	760,000.00						18/11/2019
GLENMARK-Nov	490,000.00	49.64	9.50	350.00	365.35	400.00	5.65	48.97	617,000.00				Call OI Gainer	Put OI Gainer	18/11/2019
GRASIM-Nov	231,750.00	8.04	3.85	700.00	772.35	800.00	10.20	15.08	308,250.00						18/11/2019
HDFC-Nov	205,750.00	0.24	17.65	2,200.00	2236.8	2,300.00	10.75	4.69	355,500.00						18/11/2019
HDFCBANK-Nov	422,000.00	-4.84	3.15	1,200.00	1266.45	1,300.00	7.25	16.50	1,149,000.00						18/11/2019
HEROMOTOCO-Nov	119,000.00	-5.87	56.60	2,500.00	2511.6	2,800.00	9.40	10.62	287,800.00						18/11/2019
HINDALCO-Nov	1,316,000.00	-3.01	0.30	175.00	193.7	210.00	0.95	0.39	1,785,000.00	Less Premium		Median			18/11/2019
HINDPETRO-Nov	298,200.00	5.96	7.65	290.00	291.1	300.00	4.85	23.13	648,900.00				Call OI Gainer		18/11/2019
HINDUNILVR-Nov	83,400.00	5.76	9.90	2,000.00	2060.65	2,200.00	2.45	-12.14	141,300.00	Less Premium			Call OI Loser		18/11/2019
IBULHSGFIN-Nov	803,200.00	-3.08	15.00	200.00	206.05	300.00	2.15	-8.81	1,384,000.00	High Premium			Call OI Loser		18/11/2019
ICICIBANK-Nov	2,098,250.00	-0.13	2.95	470.00	497.95	500.00	10.00	14.62	3,814,250.00						18/11/2019
IDEA-Nov	38,696,000.00	14.64	0.05	2.00	4.5	5.00	0.40	3.55	60,788,000.00	High Premium	Expensive Call				18/11/2019
IDEA-Dec	3,276,000.00	-8.33	0.15	2.00	4.55	5.00	0.80	20.26	8,708,000.00	High Premium	Expensive Put		Call OI Gainer		18/11/2019
INDIGO-Nov	123,900.00	7.61	31.70	1,400.00	1461.25	1,500.00	38.45	6.48	419,700.00			Median			18/11/2019
INDUSINDBK-Nov	176,000.00	1.79	3.20	1,200.00	1377.3	1,400.00	27.15	8.97	276,000.00						18/11/2019
INFRATEL-Nov	214,000.00	-11.46	1.85	200.00	226.5	230.00	7.40	-15.12	198,000.00				Call OI Loser		18/11/2019
INFY-Nov	1,952,400.00	0.00	35.10	740.00	708.6	800.00	1.30	0.83	3,025,200.00	Less Premium		Lower Band			18/11/2019
IOC-Nov	1,081,500.00	0.96	2.20	130.00	133	150.00	0.65	1.25	3,878,000.00						18/11/2019
ITC-Nov	1,423,200.00	-9.61	3.20	250.00	251.2	270.00	0.60	0.05	4,663,200.00						18/11/2019
JINDALSTEL-Nov	1,580,800.00	0.40	8.95	150.00	145.95	150.00	4.90	7.66	2,508,800.00						18/11/2019
KOTAKBANK-Nov	216,400.00	0.37	2.25	1,500.00	1626.4	1,700.00	4.40	-0.15	265,600.00	Less Premium					18/11/2019
L&TFH-Nov	648,000.00	-11.63	0.55	90.00	98	110.00	0.45	4.31	1,597,500.00						18/11/2019
LT-Nov	182,625.00	9.31	20.75	1,360.00	1369	1,500.00	2.80	2.64	816,000.00						18/11/2019
LUPIN-Nov	109,900.00	-30.83	2.95	700.00	749.05	800.00	3.05	0.83	335,300.00			Median		Put OI Loser	18/11/2019
M&M-Nov	270,000.00	-17.39	4.05	550.00	574.7	600.00	4.65	6.96	896,000.00			Median		Put OI Loser	18/11/2019
M&MFIN-Nov	205,000.00	0.00	72.10	400.00	328.6	330.00	8.15	-5.81	205,000.00		Expensive Put	Lower Band			18/11/2019
MARUTI-Nov	81,000.00	-5.57	103.40	7,000.00	7125.35	8,000.00	14.50	0.87	204,375.00						18/11/2019
MFSL-Nov	72,000.00	-11.11	0.35	400.00	486.25	500.00	9.70	-1.90	193,200.00		Expensive Put				18/11/2019
MOTHERSUMI-Nov	554,400.00	-10.53	2.45	130.00	134.75	140.00	2.35	-6.21	1,240,800.00		Expensive Put	Median			18/11/2019
MUTHOOTFIN-Nov	97,500.00	9.72	5.80	680.00	713.8	740.00	8.35	33.33	162,000.00			Median	Call OI Gainer		18/11/2019
NTPC-Nov	1,276,800.00	-1.14	3.65	120.00	117.65	120.00	1.40	4.85	3,580,800.00						18/11/2019
PFC-Nov	1,010,600.00	24.54	0.80	110.00	117.75	120.00	2.35	15.50	1,791,800.00					Put OI Gainer	18/11/2019
PNB-Nov	2,492,000.00	-1.14	1.00	60.00	62.55	70.00	0.65	-2.28	9,408,000.00		Expensive Call				18/11/2019
RBLBANK-Nov	441,600.00	11.54	5.40	300.00	323.55	350.00	5.40	-1.17	622,800.00			Median			18/11/2019
RECLTD-Nov	918,000.00	17.30	1.25	135.00	140.9	160.00	0.35	-14.00	1,710,000.00				Call OI Loser	Put OI Gainer	18/11/2019
RELIANCE-Nov	1,039,000.00	-1.56	6.15	1,400.00	1460.2	1,500.00	12.40	14.42	2,634,500.00						18/11/2019
RELIANCE-Dec	234,500.00	3.30	6.30	1,300.00	1466.75	1,500.00	36.25	13.79	125,000.00						18/11/2019
SAIL-Nov	2,616,000.00	-2.35	0.50	35.00	37.45	40.00	0.65	-0.91	5,304,000.00			Median			18/11/2019
SBIN-Nov	7,446,000.00	5.66	1.75	300.00	325.8	340.00	3.60	10.84	7,110,000.00						18/11/2019
SBIN-Dec	537,000.00	31.42	11.70	320.00	327.05	350.00	7.20	19.64	540,000.00				Call OI Gainer	Put OI Gainer	18/11/2019
SRF-Nov	80,750.00	18.02	15.00	2,900.00	3210.65	3,300.00	41.95	-6.00	53,000.00					Put OI Gainer	18/11/2019
SUNPHARMA-Nov	765,600.00	-6.58	2.75	400.00	426.05	450.00	3.95	-7.47	1,820,500.00			Median			18/11/2019
SUNTV-Nov	113,000.00	4.24	3.70	460.00	495.85	500.00	12.20	-36.29	169,000.00				Call OI Loser		18/11/2019
TATAMOTORS-Nov	2,616,000.00	2.57	1.25	150.00	170.65	180.00	3.40	3.80	4,941,000.00						18/11/2019
TATASTEEL-Nov	1,081,159.00	16.54	3.45	380.00	411.65	420.00	9.75	-7.05	2,351,176.00						18/11/2019
TCS-Nov	286,750.00	-9.97	15.40	2,100.00	2159.3	2,300.00	4.95	6.92	487,500.00						18/11/2019
TECHM-Nov	174,000.00	-12.40	1.15	700.00	754.55	800.00	2.50	-4.97	430,800.00	Less Premium		Median			18/11/2019
TITAN-Nov	390,000.00	-9.70	5.10	1,100.00	1162.15	1,200.00	10.45	-3.15	1,301,250.00						18/11/2019
TVSMOTOR-Nov	91,300.00	0.00	1.80	400.00	447.6	500.00	2.90	-9.43	255,200.00			Median	Call OI Loser		18/11/2019
UJJIVAN-Nov	280,000.00	34.70	3.20	270.00	287.8	300.00	5.00	-0.29	560,000.00					Put OI Gainer	18/11/2019
UNIONBANK-Nov	1,043,000.00	-18.25	0.65	50.00	54.95	55.00	2.05	1.54	896,000.00					Put OI Loser	18/11/2019
UPL-Nov	153,900.00	-5.56	2.20	500.00	549	600.00	2.90	-4.67	484,200.00			Median			18/11/2019
VEDL-Nov	957,000.00	7.00	2.70	140.00	144	160.00	0.95	-3.24	3,630,000.00						18/11/2019
VOLTAS-Nov	178,000.00	13.17	8.55	700.00	714.7	720.00	11.55	3.42	141,000.00						18/11/2019
WIPRO-Nov	320,000.00	-4.17	3.35	250.00	250.55	260.00	1.05	-8.72	598,400.00						18/11/2019
YESBANK-Nov	9,218,000.00	-2.62	7.95	70.00	65.7	70.00	3.65	1.09	17,586,800.00	High Premium					18/11/2019
YESBANK-Dec	765,600.00	2.25	7.10	60.00	65.85	100.00	2.90	17.92	2,679,600.00	High Premium	Expensive Call				18/11/2019
ZEEL-Nov	1,222,000.00	-43.07	3.30	260.00	295.25	300.00	14.30	10.40	2,463,500.00		Expensive Call			Put OI Loser	18/11/2019
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