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-Jun 468,925.00 3.17 68.80 33,000.00 35169.35 36,000.00 242.95 13.47 515,650.00 Less Premium 11/06/2021

BANKNIFTY-Jul 50,500.00 3.81 342.45 33,000.00 35330.4 36,000.00 811.10 9.16 75,125.00 Expensive Put 11/06/2021

BANKNIFTY-Aug 10,100.00 25.19 1,190.35 35,000.00 35467.2 35,000.00 1,637.65 29.97 5,200.00 High Premium Call OI Gainer Put OI Gainer 11/06/2021

NIFTY-Jun 3,016,125.00 -0.47 13.85 15,000.00 15817.3 16,000.00 66.30 3.87 2,464,725.00 Less Premium 11/06/2021

NIFTY-Jul 985,650.00 0.97 13.60 14,000.00 15865.2 16,500.00 63.85 11.73 854,400.00 Less Premium 11/06/2021

NIFTY-Aug 205,300.00 18.42 58.40 14,500.00 15918.4 16,500.00 136.90 8.62 211,950.00 Less Premium Put OI Gainer 11/06/2021

ADANIENT-Jun 1,433,000.00 7.90 27.65 1,500.00 1608.45 1,700.00 35.60 -0.55 1,838,000.00 Median 11/06/2021

ADANIPORTS-Jun 1,638,750.00 4.24 15.65 800.00 843.9 900.00 15.85 10.86 6,113,750.00 Median 11/06/2021

AMBUJACEM-Jun 849,000.00 0.00 0.85 310.00 339.1 350.00 4.75 7.42 1,908,000.00 11/06/2021

APOLLOHOSP-Jun 66,750.00 4.30 23.60 3,100.00 3349.3 3,400.00 87.10 -2.55 130,500.00 11/06/2021

APOLLOTYRE-Jun 585,000.00 1.68 0.55 200.00 238.85 240.00 7.40 9.59 1,672,500.00 11/06/2021

ASHOKLEY-Jun 2,520,000.00 18.13 4.00 130.00 131.95 135.00 3.85 28.97 6,255,000.00 High Premium Median Put OI Gainer 11/06/2021

ASIANPAINT-Jun 166,800.00 -5.50 34.10 2,900.00 2959.85 3,000.00 43.15 1.17 406,800.00 Median 11/06/2021

AUBANK-Jun 112,500.00 -10.29 4.80 900.00 1051.35 1,100.00 21.35 29.10 287,500.00 Expensive Put Put OI Loser 11/06/2021

AUROPHARMA-Jun 441,350.00 -6.76 3.60 900.00 1016.25 1,000.00 40.80 19.65 949,000.00 Put OI Loser 11/06/2021

AXISBANK-Jun 1,738,800.00 -4.09 4.40 700.00 739.6 750.00 11.70 8.29 4,472,400.00 11/06/2021

BAJAJ-AUTO-Jun 62,250.00 6.74 26.65 4,000.00 4182.25 4,300.00 46.05 6.49 208,750.00 11/06/2021

BAJAJFINSV-Jun 52,625.00 0.24 69.90 11,000.00 11930.35 12,500.00 133.30 20.04 134,625.00 11/06/2021

BAJFINANCE-Jun 351,625.00 1.57 66.80 5,800.00 6128.45 6,500.00 59.15 14.98 371,625.00 Median 11/06/2021

BANDHANBNK-Jun 743,400.00 -1.23 3.10 300.00 320.8 330.00 7.05 -2.46 1,501,200.00 11/06/2021

BANKBARODA-Jun 8,283,600.00 -2.76 1.50 80.00 84.65 90.00 2.00 4.57 18,310,500.00 Median 11/06/2021

BATAINDIA-Jun 312,400.00 -19.58 6.90 1,500.00 1638.25 1,700.00 18.70 -45.32 333,300.00 Call OI Loser Put OI Loser 11/06/2021

BEL-Jun 2,021,600.00 14.74 1.15 140.00 154.8 155.00 6.35 26.96 4,180,000.00 11/06/2021

BHARATFORG-Jun 606,000.00 19.04 8.55 700.00 751.1 770.00 19.05 32.83 2,115,000.00 Call OI Gainer Put OI Gainer 11/06/2021

BHARTIARTL-Jun 3,194,826.00 -1.95 6.45 530.00 541.9 550.00 9.30 13.69 9,788,088.00 Median 11/06/2021

BHARTIARTL-Jul 1,003,242.00 3.21 5.50 500.00 544.9 600.00 7.40 4.90 683,019.00 Median 11/06/2021

BIOCON-Jun 959,100.00 0.48 2.95 400.00 416.8 420.00 8.75 19.23 2,858,900.00 11/06/2021

BPCL-Jun 1,605,600.00 -1.71 2.05 450.00 484.7 500.00 7.35 2.67 5,844,600.00 11/06/2021

BRITANNIA-Jun 89,600.00 7.82 11.05 3,400.00 3568.6 3,600.00 46.75 15.81 232,200.00 11/06/2021

CADILAHC-Jun 954,800.00 -1.88 2.85 600.00 668.15 700.00 11.15 10.76 2,591,600.00 Expensive Call 11/06/2021

CHOLAFIN-Jun 221,250.00 3.28 6.05 520.00 564.95 580.00 16.05 4.45 2,013,750.00 11/06/2021

CIPLA-Jun 434,850.00 11.04 10.35 950.00 972.3 1,000.00 12.45 4.23 1,309,750.00 Median 11/06/2021

COALINDIA-Jun 4,011,000.00 16.15 1.55 150.00 163.3 170.00 4.40 38.27 12,301,800.00 Call OI Gainer Put OI Gainer 11/06/2021

COFORGE-Jun 55,125.00 0.68 14.20 3,500.00 3987.6 4,100.00 92.40 35.25 126,750.00 Call OI Gainer 11/06/2021

CONCOR-Jun 392,313.00 0.79 10.55 660.00 689.1 760.00 6.40 3.72 687,720.00 11/06/2021

CUMMINSIND-Jun 153,000.00 -0.39 13.20 800.00 834.8 840.00 26.50 0.98 362,400.00 11/06/2021

DEEPAKNTR-Jun 222,500.00 0.89 27.05 1,700.00 1795.05 1,900.00 30.65 -2.64 466,500.00 Expensive Call Median Call OI Loser 11/06/2021

DIVISLAB-Jun 70,000.00 -9.72 31.85 4,200.00 4352.9 4,400.00 74.10 12.78 157,000.00 Put OI Loser 11/06/2021

DLF-Jun 1,742,400.00 12.58 7.90 300.00 311.3 320.00 9.85 21.20 4,035,900.00 High Premium Median 11/06/2021

DRREDDY-Jun 328,750.00 2.45 17.55 5,000.00 5472.8 5,500.00 118.15 31.19 357,375.00 Call OI Gainer 11/06/2021

EICHERMOT-Jun 105,700.00 2.58 8.50 2,500.00 2747.95 2,800.00 45.85 -5.34 289,800.00 Call OI Loser 11/06/2021

ESCORTS-Jun 381,150.00 -18.06 7.40 1,100.00 1220.3 1,240.00 32.80 12.75 782,650.00 Put OI Loser 11/06/2021

EXIDEIND-Jun 990,000.00 4.84 1.45 180.00 191.9 200.00 2.90 4.00 3,715,200.00 11/06/2021

FEDERALBNK-Jun 4,740,000.00 -2.60 0.70 80.00 86.5 90.00 1.55 3.28 9,140,000.00 11/06/2021

GAIL-Jun 2,818,200.00 3.75 1.30 150.00 164.05 170.00 3.90 -7.78 9,040,200.00 Call OI Loser 11/06/2021

GODREJCP-Jun 193,000.00 -1.05 7.90 850.00 899.95 940.00 12.75 -986.36 478,000.00 Median Call OI Loser 11/06/2021

GRASIM-Jun 193,325.00 0.73 10.35 1,400.00 1492.9 1,500.00 36.50 14.30 492,575.00 11/06/2021

GUJGASLTD-Jun 118,750.00 -3.26 0.80 500.00 606.45 650.00 6.40 -2.39 267,500.00 Less Premium Expensive Call 11/06/2021

HAVELLS-Jun 254,000.00 8.96 20.75 1,000.00 1018.35 1,100.00 8.75 4.86 725,000.00 11/06/2021

HCLTECH-Jun 506,800.00 -5.69 1.05 900.00 985.1 1,000.00 11.80 -1.46 1,558,200.00 11/06/2021

HCLTECH-Jul 470,400.00 1.47 7.55 900.00 988.8 1,000.00 32.00 10.77 162,400.00 Expensive Put 11/06/2021

HDFC-Jun 512,700.00 0.00 27.70 2,500.00 2563.8 2,600.00 40.80 5.21 1,888,200.00 11/06/2021

HDFCBANK-Jun 1,182,500.00 4.83 33.35 1,500.00 1490.7 1,500.00 24.85 14.78 4,085,950.00 11/06/2021

HDFCLIFE-Jun 708,400.00 -0.31 2.50 650.00 685.1 700.00 8.75 9.28 2,246,200.00 11/06/2021

HEROMOTOCO-Jun 339,000.00 7.83 61.15 3,000.00 3017.9 3,100.00 40.60 6.85 1,024,200.00 11/06/2021

HINDALCO-Jun 1,365,250.00 7.70 6.05 380.00 394.65 400.00 9.70 -0.07 6,129,650.00 11/06/2021

HINDPETRO-Jun 1,412,100.00 24.09 10.10 300.00 296.15 300.00 6.45 21.64 1,965,600.00 Put OI Gainer 11/06/2021

HINDUNILVR-Jun 388,200.00 4.36 14.50 2,300.00 2359.3 2,400.00 25.20 13.26 1,363,500.00 11/06/2021

HINDUNILVR-Jul 178,800.00 10.38 37.25 2,300.00 2372.75 2,500.00 32.20 6.38 96,900.00 Expensive Call 11/06/2021

ICICIBANK-Jun 2,446,125.00 0.34 20.35 650.00 638.65 650.00 9.00 12.28 7,023,500.00 11/06/2021

ICICIPRULI-Jun 108,000.00 0.00 3.75 540.00 577.9 600.00 7.90 0.00 361,500.00 11/06/2021

IDEA-Jun 31,430,000.00 -3.46 0.15 9.00 9.95 10.00 0.55 5.86 85,400,000.00 High Premium Expensive Put 11/06/2021

IDFCFIRSTB-Jun 8,426,500.00 10.04 0.85 55.00 60.15 62.00 2.10 20.96 18,734,000.00 High Premium 11/06/2021

IGL-Jun 665,500.00 8.16 4.55 500.00 538.8 550.00 13.95 29.08 1,542,750.00 11/06/2021

INDIGO-Jun 139,000.00 -3.73 24.65 1,700.00 1798.5 1,900.00 26.20 4.91 329,500.00 Median 11/06/2021

INDUSINDBK-Jun 1,085,400.00 0.25 22.95 1,000.00 1019.35 1,040.00 24.95 5.36 1,398,600.00 Median 11/06/2021

INFY-Jun 1,136,400.00 8.72 5.15 1,400.00 1448.7 1,500.00 6.30 -6.51 2,071,800.00 Less Premium Median Call OI Loser 11/06/2021

IOC-Jun 4,127,500.00 3.64 2.45 115.00 115.3 120.00 1.40 5.64 9,360,000.00 11/06/2021

ITC-Jun 12,604,800.00 2.09 1.25 200.00 208.3 220.00 1.20 6.77 40,572,800.00 Less Premium 11/06/2021

ITC-Jul 3,497,600.00 14.00 3.45 200.00 209.4 220.00 4.25 8.30 2,508,800.00 Median 11/06/2021

JINDALSTEL-Jun 925,000.00 16.10 8.25 400.00 422.9 420.00 19.10 4.55 1,942,500.00 High Premium 11/06/2021

JSWSTEEL-Jun 800,550.00 5.72 10.50 700.00 734.1 800.00 5.35 0.08 1,773,900.00 11/06/2021

JUBLFOOD-Jun 103,250.00 9.43 60.55 3,100.00 3225.8 3,300.00 87.25 7.81 256,750.00 11/06/2021

KOTAKBANK-Jun 790,800.00 6.88 40.15 1,800.00 1796.5 1,800.00 37.60 13.30 1,883,200.00 Median 11/06/2021

L&TFH-Jun 4,149,660.00 8.64 1.20 90.00 98 100.00 3.50 9.92 12,805,940.00 11/06/2021

LICHSGFIN-Jun 838,000.00 3.46 11.35 500.00 524.45 550.00 12.95 34.06 3,106,000.00 Median Call OI Gainer 11/06/2021

LT-Jun 357,075.00 -28.57 22.70 1,500.00 1510.15 1,600.00 6.95 2.85 1,157,475.00 Put OI Loser 11/06/2021

LT-Jul 225,400.00 11.11 49.70 1,500.00 1507.15 1,600.00 23.05 3.75 280,025.00 Expensive Call 11/06/2021

LUPIN-Jun 467,500.00 2.65 35.90 1,240.00 1235 1,260.00 25.10 -0.95 1,178,950.00 11/06/2021

M&M-Jun 477,400.00 1.30 13.55 800.00 812.45 820.00 16.55 4.00 1,864,800.00 Median 11/06/2021

M&MFIN-Jun 2,288,000.00 0.87 2.55 160.00 169.65 175.00 4.80 4.62 5,280,000.00 11/06/2021

MARUTI-Jun 87,200.00 5.32 50.10 7,000.00 7234.95 7,500.00 49.40 5.19 217,400.00 Median 11/06/2021

MCDOWELL-N-Jun 381,250.00 4.39 2.90 600.00 647.15 650.00 16.10 26.39 892,500.00 Expensive Call 11/06/2021

MFSL-Jun 146,250.00 -8.17 5.20 900.00 1018.8 1,100.00 12.40 3.51 232,050.00 Expensive Put Put OI Loser 11/06/2021

MOTHERSUMI-Jun 2,303,000.00 6.27 6.05 240.00 245.35 260.00 3.95 13.46 6,321,000.00 Expensive Put 11/06/2021

MUTHOOTFIN-Jun 315,000.00 -1.20 3.25 1,300.00 1480.5 1,500.00 37.25 6.78 588,000.00 11/06/2021

NAUKRI-Jun 53,375.00 -2.15 8.20 4,000.00 4699.9 5,000.00 71.50 -0.60 125,000.00 11/06/2021

NMDC-Jun 4,194,200.00 -3.99 2.30 170.00 184.8 200.00 3.30 -10.61 10,900,900.00 Expensive Put Median Call OI Loser 11/06/2021

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-Jun	468,925.00	3.17	68.80	33,000.00	35169.35	36,000.00	242.95	13.47	515,650.00	Less Premium					11/06/2021
BANKNIFTY-Jul	50,500.00	3.81	342.45	33,000.00	35330.4	36,000.00	811.10	9.16	75,125.00		Expensive Put				11/06/2021
BANKNIFTY-Aug	10,100.00	25.19	1,190.35	35,000.00	35467.2	35,000.00	1,637.65	29.97	5,200.00	High Premium			Call OI Gainer	Put OI Gainer	11/06/2021
NIFTY-Jun	3,016,125.00	-0.47	13.85	15,000.00	15817.3	16,000.00	66.30	3.87	2,464,725.00	Less Premium					11/06/2021
NIFTY-Jul	985,650.00	0.97	13.60	14,000.00	15865.2	16,500.00	63.85	11.73	854,400.00	Less Premium					11/06/2021
NIFTY-Aug	205,300.00	18.42	58.40	14,500.00	15918.4	16,500.00	136.90	8.62	211,950.00	Less Premium				Put OI Gainer	11/06/2021
ADANIENT-Jun	1,433,000.00	7.90	27.65	1,500.00	1608.45	1,700.00	35.60	-0.55	1,838,000.00			Median			11/06/2021
ADANIPORTS-Jun	1,638,750.00	4.24	15.65	800.00	843.9	900.00	15.85	10.86	6,113,750.00			Median			11/06/2021
AMBUJACEM-Jun	849,000.00	0.00	0.85	310.00	339.1	350.00	4.75	7.42	1,908,000.00						11/06/2021
APOLLOHOSP-Jun	66,750.00	4.30	23.60	3,100.00	3349.3	3,400.00	87.10	-2.55	130,500.00						11/06/2021
APOLLOTYRE-Jun	585,000.00	1.68	0.55	200.00	238.85	240.00	7.40	9.59	1,672,500.00						11/06/2021
ASHOKLEY-Jun	2,520,000.00	18.13	4.00	130.00	131.95	135.00	3.85	28.97	6,255,000.00	High Premium		Median		Put OI Gainer	11/06/2021
ASIANPAINT-Jun	166,800.00	-5.50	34.10	2,900.00	2959.85	3,000.00	43.15	1.17	406,800.00			Median			11/06/2021
AUBANK-Jun	112,500.00	-10.29	4.80	900.00	1051.35	1,100.00	21.35	29.10	287,500.00		Expensive Put			Put OI Loser	11/06/2021
AUROPHARMA-Jun	441,350.00	-6.76	3.60	900.00	1016.25	1,000.00	40.80	19.65	949,000.00					Put OI Loser	11/06/2021
AXISBANK-Jun	1,738,800.00	-4.09	4.40	700.00	739.6	750.00	11.70	8.29	4,472,400.00						11/06/2021
BAJAJ-AUTO-Jun	62,250.00	6.74	26.65	4,000.00	4182.25	4,300.00	46.05	6.49	208,750.00						11/06/2021
BAJAJFINSV-Jun	52,625.00	0.24	69.90	11,000.00	11930.35	12,500.00	133.30	20.04	134,625.00						11/06/2021
BAJFINANCE-Jun	351,625.00	1.57	66.80	5,800.00	6128.45	6,500.00	59.15	14.98	371,625.00			Median			11/06/2021
BANDHANBNK-Jun	743,400.00	-1.23	3.10	300.00	320.8	330.00	7.05	-2.46	1,501,200.00						11/06/2021
BANKBARODA-Jun	8,283,600.00	-2.76	1.50	80.00	84.65	90.00	2.00	4.57	18,310,500.00			Median			11/06/2021
BATAINDIA-Jun	312,400.00	-19.58	6.90	1,500.00	1638.25	1,700.00	18.70	-45.32	333,300.00				Call OI Loser	Put OI Loser	11/06/2021
BEL-Jun	2,021,600.00	14.74	1.15	140.00	154.8	155.00	6.35	26.96	4,180,000.00						11/06/2021
BHARATFORG-Jun	606,000.00	19.04	8.55	700.00	751.1	770.00	19.05	32.83	2,115,000.00				Call OI Gainer	Put OI Gainer	11/06/2021
BHARTIARTL-Jun	3,194,826.00	-1.95	6.45	530.00	541.9	550.00	9.30	13.69	9,788,088.00			Median			11/06/2021
BHARTIARTL-Jul	1,003,242.00	3.21	5.50	500.00	544.9	600.00	7.40	4.90	683,019.00			Median			11/06/2021
BIOCON-Jun	959,100.00	0.48	2.95	400.00	416.8	420.00	8.75	19.23	2,858,900.00						11/06/2021
BPCL-Jun	1,605,600.00	-1.71	2.05	450.00	484.7	500.00	7.35	2.67	5,844,600.00						11/06/2021
BRITANNIA-Jun	89,600.00	7.82	11.05	3,400.00	3568.6	3,600.00	46.75	15.81	232,200.00						11/06/2021
CADILAHC-Jun	954,800.00	-1.88	2.85	600.00	668.15	700.00	11.15	10.76	2,591,600.00		Expensive Call				11/06/2021
CHOLAFIN-Jun	221,250.00	3.28	6.05	520.00	564.95	580.00	16.05	4.45	2,013,750.00						11/06/2021
CIPLA-Jun	434,850.00	11.04	10.35	950.00	972.3	1,000.00	12.45	4.23	1,309,750.00			Median			11/06/2021
COALINDIA-Jun	4,011,000.00	16.15	1.55	150.00	163.3	170.00	4.40	38.27	12,301,800.00				Call OI Gainer	Put OI Gainer	11/06/2021
COFORGE-Jun	55,125.00	0.68	14.20	3,500.00	3987.6	4,100.00	92.40	35.25	126,750.00				Call OI Gainer		11/06/2021
CONCOR-Jun	392,313.00	0.79	10.55	660.00	689.1	760.00	6.40	3.72	687,720.00						11/06/2021
CUMMINSIND-Jun	153,000.00	-0.39	13.20	800.00	834.8	840.00	26.50	0.98	362,400.00						11/06/2021
DEEPAKNTR-Jun	222,500.00	0.89	27.05	1,700.00	1795.05	1,900.00	30.65	-2.64	466,500.00		Expensive Call	Median	Call OI Loser		11/06/2021
DIVISLAB-Jun	70,000.00	-9.72	31.85	4,200.00	4352.9	4,400.00	74.10	12.78	157,000.00					Put OI Loser	11/06/2021
DLF-Jun	1,742,400.00	12.58	7.90	300.00	311.3	320.00	9.85	21.20	4,035,900.00	High Premium		Median			11/06/2021
DRREDDY-Jun	328,750.00	2.45	17.55	5,000.00	5472.8	5,500.00	118.15	31.19	357,375.00				Call OI Gainer		11/06/2021
EICHERMOT-Jun	105,700.00	2.58	8.50	2,500.00	2747.95	2,800.00	45.85	-5.34	289,800.00				Call OI Loser		11/06/2021
ESCORTS-Jun	381,150.00	-18.06	7.40	1,100.00	1220.3	1,240.00	32.80	12.75	782,650.00					Put OI Loser	11/06/2021
EXIDEIND-Jun	990,000.00	4.84	1.45	180.00	191.9	200.00	2.90	4.00	3,715,200.00						11/06/2021
FEDERALBNK-Jun	4,740,000.00	-2.60	0.70	80.00	86.5	90.00	1.55	3.28	9,140,000.00						11/06/2021
GAIL-Jun	2,818,200.00	3.75	1.30	150.00	164.05	170.00	3.90	-7.78	9,040,200.00				Call OI Loser		11/06/2021
GODREJCP-Jun	193,000.00	-1.05	7.90	850.00	899.95	940.00	12.75	-986.36	478,000.00			Median	Call OI Loser		11/06/2021
GRASIM-Jun	193,325.00	0.73	10.35	1,400.00	1492.9	1,500.00	36.50	14.30	492,575.00						11/06/2021
GUJGASLTD-Jun	118,750.00	-3.26	0.80	500.00	606.45	650.00	6.40	-2.39	267,500.00	Less Premium	Expensive Call				11/06/2021
HAVELLS-Jun	254,000.00	8.96	20.75	1,000.00	1018.35	1,100.00	8.75	4.86	725,000.00						11/06/2021
HCLTECH-Jun	506,800.00	-5.69	1.05	900.00	985.1	1,000.00	11.80	-1.46	1,558,200.00						11/06/2021
HCLTECH-Jul	470,400.00	1.47	7.55	900.00	988.8	1,000.00	32.00	10.77	162,400.00		Expensive Put				11/06/2021
HDFC-Jun	512,700.00	0.00	27.70	2,500.00	2563.8	2,600.00	40.80	5.21	1,888,200.00						11/06/2021
HDFCBANK-Jun	1,182,500.00	4.83	33.35	1,500.00	1490.7	1,500.00	24.85	14.78	4,085,950.00						11/06/2021
HDFCLIFE-Jun	708,400.00	-0.31	2.50	650.00	685.1	700.00	8.75	9.28	2,246,200.00						11/06/2021
HEROMOTOCO-Jun	339,000.00	7.83	61.15	3,000.00	3017.9	3,100.00	40.60	6.85	1,024,200.00						11/06/2021
HINDALCO-Jun	1,365,250.00	7.70	6.05	380.00	394.65	400.00	9.70	-0.07	6,129,650.00						11/06/2021
HINDPETRO-Jun	1,412,100.00	24.09	10.10	300.00	296.15	300.00	6.45	21.64	1,965,600.00					Put OI Gainer	11/06/2021
HINDUNILVR-Jun	388,200.00	4.36	14.50	2,300.00	2359.3	2,400.00	25.20	13.26	1,363,500.00						11/06/2021
HINDUNILVR-Jul	178,800.00	10.38	37.25	2,300.00	2372.75	2,500.00	32.20	6.38	96,900.00		Expensive Call				11/06/2021
ICICIBANK-Jun	2,446,125.00	0.34	20.35	650.00	638.65	650.00	9.00	12.28	7,023,500.00						11/06/2021
ICICIPRULI-Jun	108,000.00	0.00	3.75	540.00	577.9	600.00	7.90	0.00	361,500.00						11/06/2021
IDEA-Jun	31,430,000.00	-3.46	0.15	9.00	9.95	10.00	0.55	5.86	85,400,000.00	High Premium	Expensive Put				11/06/2021
IDFCFIRSTB-Jun	8,426,500.00	10.04	0.85	55.00	60.15	62.00	2.10	20.96	18,734,000.00	High Premium					11/06/2021
IGL-Jun	665,500.00	8.16	4.55	500.00	538.8	550.00	13.95	29.08	1,542,750.00						11/06/2021
INDIGO-Jun	139,000.00	-3.73	24.65	1,700.00	1798.5	1,900.00	26.20	4.91	329,500.00			Median			11/06/2021
INDUSINDBK-Jun	1,085,400.00	0.25	22.95	1,000.00	1019.35	1,040.00	24.95	5.36	1,398,600.00			Median			11/06/2021
INFY-Jun	1,136,400.00	8.72	5.15	1,400.00	1448.7	1,500.00	6.30	-6.51	2,071,800.00	Less Premium		Median	Call OI Loser		11/06/2021
IOC-Jun	4,127,500.00	3.64	2.45	115.00	115.3	120.00	1.40	5.64	9,360,000.00						11/06/2021
ITC-Jun	12,604,800.00	2.09	1.25	200.00	208.3	220.00	1.20	6.77	40,572,800.00	Less Premium					11/06/2021
ITC-Jul	3,497,600.00	14.00	3.45	200.00	209.4	220.00	4.25	8.30	2,508,800.00			Median			11/06/2021
JINDALSTEL-Jun	925,000.00	16.10	8.25	400.00	422.9	420.00	19.10	4.55	1,942,500.00	High Premium					11/06/2021
JSWSTEEL-Jun	800,550.00	5.72	10.50	700.00	734.1	800.00	5.35	0.08	1,773,900.00						11/06/2021
JUBLFOOD-Jun	103,250.00	9.43	60.55	3,100.00	3225.8	3,300.00	87.25	7.81	256,750.00						11/06/2021
KOTAKBANK-Jun	790,800.00	6.88	40.15	1,800.00	1796.5	1,800.00	37.60	13.30	1,883,200.00			Median			11/06/2021
L&TFH-Jun	4,149,660.00	8.64	1.20	90.00	98	100.00	3.50	9.92	12,805,940.00						11/06/2021
LICHSGFIN-Jun	838,000.00	3.46	11.35	500.00	524.45	550.00	12.95	34.06	3,106,000.00			Median	Call OI Gainer		11/06/2021
LT-Jun	357,075.00	-28.57	22.70	1,500.00	1510.15	1,600.00	6.95	2.85	1,157,475.00					Put OI Loser	11/06/2021
LT-Jul	225,400.00	11.11	49.70	1,500.00	1507.15	1,600.00	23.05	3.75	280,025.00		Expensive Call				11/06/2021
LUPIN-Jun	467,500.00	2.65	35.90	1,240.00	1235	1,260.00	25.10	-0.95	1,178,950.00						11/06/2021
M&M-Jun	477,400.00	1.30	13.55	800.00	812.45	820.00	16.55	4.00	1,864,800.00			Median			11/06/2021
M&MFIN-Jun	2,288,000.00	0.87	2.55	160.00	169.65	175.00	4.80	4.62	5,280,000.00						11/06/2021
MARUTI-Jun	87,200.00	5.32	50.10	7,000.00	7234.95	7,500.00	49.40	5.19	217,400.00			Median			11/06/2021
MCDOWELL-N-Jun	381,250.00	4.39	2.90	600.00	647.15	650.00	16.10	26.39	892,500.00		Expensive Call				11/06/2021
MFSL-Jun	146,250.00	-8.17	5.20	900.00	1018.8	1,100.00	12.40	3.51	232,050.00		Expensive Put			Put OI Loser	11/06/2021
MOTHERSUMI-Jun	2,303,000.00	6.27	6.05	240.00	245.35	260.00	3.95	13.46	6,321,000.00		Expensive Put				11/06/2021
MUTHOOTFIN-Jun	315,000.00	-1.20	3.25	1,300.00	1480.5	1,500.00	37.25	6.78	588,000.00						11/06/2021
NAUKRI-Jun	53,375.00	-2.15	8.20	4,000.00	4699.9	5,000.00	71.50	-0.60	125,000.00						11/06/2021
NMDC-Jun	4,194,200.00	-3.99	2.30	170.00	184.8	200.00	3.30	-10.61	10,900,900.00		Expensive Put	Median	Call OI Loser		11/06/2021
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