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-Oct
352,850.00
0.49
77.75
23,000.00
24664.95
25,000.00
331.40
8.49
413,475.00
21/10/2020
BANKNIFTY-Nov
117,700.00
0.00
42.90
20,200.00
24707.6
26,000.00
537.05
16.57
67,350.00
21/10/2020
NIFTY-Oct
3,336,750.00
-0.31
3.80
10,500.00
11927.45
12,500.00
6.60
4.45
2,618,025.00
Less Premium
21/10/2020
NIFTY-Nov
1,332,000.00
9.35
73.10
11,000.00
11952.85
12,000.00
292.55
5.56
714,525.00
21/10/2020
NIFTY-Dec
2,016,375.00
0.85
45.55
10,000.00
11964.2
12,000.00
375.90
-0.47
712,500.00
21/10/2020
ACC-Oct
139,500.00
-8.98
4.10
1,500.00
1619.7
1,600.00
40.10
-93.33
246,500.00
Call OI Loser
21/10/2020
ADANIENT-Oct
344,000.00
4.44
5.65
300.00
311.7
330.00
4.65
-35.96
484,000.00
Expensive Call
Call OI Loser
21/10/2020
ADANIPORTS-Oct
800,000.00
-8.84
0.30
300.00
355.65
400.00
0.70
8.06
1,055,000.00
Less Premium
21/10/2020
AMBUJACEM-Oct
579,000.00
-4.89
1.25
230.00
253.8
260.00
4.85
3.92
1,251,000.00
21/10/2020
APOLLOHOSP-Oct
92,000.00
2.65
28.00
2,100.00
2153.3
2,300.00
13.55
6.68
216,500.00
Expensive Put
21/10/2020
ASHOKLEY-Oct
3,465,000.00
-3.22
0.60
70.00
75.6
80.00
1.05
-10.51
10,503,000.00
Median
21/10/2020
ASIANPAINT-Oct
111,000.00
8.64
10.10
2,000.00
2112.65
2,200.00
17.05
6.83
261,900.00
Median
21/10/2020
AUROPHARMA-Oct
504,400.00
-1.84
17.40
800.00
806.3
860.00
6.20
-8.11
692,900.00
21/10/2020
AXISBANK-Oct
1,070,400.00
4.70
1.60
450.00
501.9
500.00
14.60
-32.93
1,467,600.00
Call OI Loser
21/10/2020
BAJAJ-AUTO-Oct
68,750.00
3.51
26.80
2,900.00
3021.55
3,300.00
11.15
1.69
305,250.00
21/10/2020
BAJAJFINSV-Oct
42,875.00
5.25
13.00
5,000.00
5910.95
6,000.00
128.65
-3.38
91,875.00
21/10/2020
BAJFINANCE-Oct
364,000.00
20.09
22.35
3,000.00
3244
3,400.00
39.30
14.73
661,250.00
21/10/2020
BAJFINANCE-Nov
63,500.00
8.96
86.35
3,000.00
3243.9
3,500.00
90.40
21.51
91,250.00
High Premium
Expensive Put
Median
21/10/2020
BANDHANBNK-Oct
592,200.00
3.52
4.25
300.00
317
330.00
6.60
22.81
1,857,600.00
Median
21/10/2020
BANKBARODA-Oct
1,869,600.00
-0.88
3.15
45.00
42.6
50.00
0.25
-30.18
6,650,200.00
Lower Band
21/10/2020
BATAINDIA-Oct
92,400.00
2.89
10.60
1,300.00
1362.95
1,400.00
17.30
-2.48
544,500.00
21/10/2020
BERGEPAINT-Oct
46,200.00
0.00
10.45
600.00
608.1
620.00
9.20
-3.06
333,300.00
Median
21/10/2020
BHARATFORG-Oct
201,000.00
5.63
7.35
450.00
458.55
500.00
1.95
-0.78
390,000.00
21/10/2020
BHARTIARTL-Oct
2,846,838.00
-5.63
3.95
400.00
419.7
500.00
0.60
-7.30
5,660,358.00
21/10/2020
BHARTIARTL-Nov
601,575.00
6.07
14.50
400.00
421.25
450.00
13.70
-0.95
786,675.00
High Premium
Median
21/10/2020
BIOCON-Oct
621,000.00
4.93
2.05
400.00
439.85
500.00
1.60
-10.39
903,900.00
21/10/2020
BPCL-Oct
1,512,000.00
12.86
9.10
350.00
350.65
400.00
1.20
-0.24
2,957,400.00
21/10/2020
BRITANNIA-Oct
90,200.00
16.33
32.50
3,300.00
3408.45
3,600.00
18.80
30.30
474,400.00
Call OI Gainer
21/10/2020
CADILAHC-Oct
321,200.00
5.19
1.60
400.00
427.55
450.00
3.60
-0.27
831,600.00
Median
21/10/2020
CIPLA-Oct
464,100.00
-6.57
2.15
700.00
767.4
800.00
8.35
4.78
1,423,500.00
21/10/2020
COALINDIA-Oct
3,566,800.00
-0.94
0.20
100.00
115.5
120.00
1.10
-0.53
6,286,300.00
21/10/2020
COALINDIA-Nov
362,600.00
3.92
3.30
110.00
115.6
130.00
1.65
9.96
769,600.00
Expensive Put
21/10/2020
COFORGE-Oct
48,375.00
-0.78
87.00
2,500.00
2517.15
2,700.00
32.80
6.88
96,375.00
Expensive Put
21/10/2020
COLPAL-Oct
84,700.00
26.22
23.55
1,400.00
1410.85
1,500.00
7.30
-11.40
355,600.00
Put OI Gainer
21/10/2020
DABUR-Oct
368,750.00
14.49
10.45
520.00
517.65
540.00
3.50
14.40
1,085,000.00
21/10/2020
DIVISLAB-Oct
92,400.00
-6.94
36.90
3,000.00
3084.9
3,200.00
20.40
-15.46
179,200.00
Expensive Put
Median
21/10/2020
DLF-Oct
1,105,500.00
6.42
1.70
160.00
172.75
170.00
7.25
-86.38
2,392,500.00
Expensive Call
Call OI Loser
21/10/2020
DRREDDY-Oct
150,000.00
-11.94
115.35
5,000.00
5049.75
5,200.00
85.20
-13.63
248,000.00
21/10/2020
EICHERMOT-Oct
68,250.00
10.55
4.80
2,000.00
2187.95
2,300.00
12.95
-7.00
165,900.00
21/10/2020
ESCORTS-Oct
191,400.00
-12.99
31.75
1,200.00
1203.5
1,300.00
8.05
17.51
699,600.00
21/10/2020
FEDERALBNK-Oct
2,592,500.00
-10.11
0.70
55.00
57.05
60.00
0.55
-1.91
6,791,500.00
21/10/2020
GAIL-Oct
884,500.00
3.33
0.25
80.00
87.65
90.00
1.15
-13.08
2,372,900.00
21/10/2020
GODREJPROP-Oct
93,600.00
35.43
3.20
900.00
1032.05
1,100.00
10.10
49.89
149,500.00
Call OI Gainer
Put OI Gainer
21/10/2020
HAVELLS-Oct
115,000.00
-11.65
0.60
650.00
713.4
750.00
5.15
37.85
266,000.00
Call OI Gainer
21/10/2020
HCLTECH-Oct
676,200.00
-27.11
2.05
800.00
866.95
900.00
7.30
-4.42
2,315,600.00
Put OI Loser
21/10/2020
HDFC-Oct
396,900.00
-8.98
4.30
1,900.00
2049.25
2,100.00
18.60
9.69
464,100.00
21/10/2020
HDFCBANK-Oct
1,192,950.00
15.60
6.35
1,200.00
1247.65
1,200.00
52.70
-9.09
1,195,150.00
Higher Band
21/10/2020
HDFCBANK-Nov
182,600.00
3.77
10.90
1,100.00
1246.75
1,300.00
29.90
23.99
217,800.00
21/10/2020
HDFCLIFE-Oct
535,700.00
7.06
4.90
550.00
563.55
600.00
2.45
-9.31
1,485,000.00
21/10/2020
HEROMOTOCO-Oct
60,300.00
-12.29
3.10
2,800.00
3176.1
3,400.00
15.90
15.46
178,800.00
Less Premium
21/10/2020
HINDALCO-Oct
1,586,700.00
11.30
0.85
170.00
186.05
200.00
1.00
-9.62
2,352,100.00
Median
21/10/2020
HINDPETRO-Oct
812,700.00
-30.30
1.35
170.00
177.8
180.00
3.35
-22.59
1,919,700.00
Put OI Loser
21/10/2020
HINDUNILVR-Oct
296,700.00
3.04
10.50
2,100.00
2150.15
2,200.00
13.35
-12.88
830,700.00
Median
21/10/2020
ICICIBANK-Oct
1,931,875.00
-5.48
3.20
400.00
421.4
420.00
10.45
-43.58
2,935,625.00
Call OI Loser
21/10/2020
ICICIBANK-Nov
206,250.00
24.24
14.05
400.00
423.05
450.00
13.10
17.72
427,625.00
High Premium
Median
Put OI Gainer
21/10/2020
ICICIPRULI-Oct
211,500.00
-12.80
6.05
400.00
413
450.00
1.75
-3.33
279,000.00
21/10/2020
IDFCFIRSTB-Oct
3,477,000.00
-0.55
0.35
30.00
31.4
32.00
0.70
-10.00
7,942,000.00
21/10/2020
IGL-Oct
449,625.00
-21.56
0.80
350.00
381.15
400.00
2.75
-14.98
844,250.00
Put OI Loser
21/10/2020
INDIGO-Oct
160,500.00
-11.85
11.95
1,300.00
1370.8
1,400.00
24.25
-3.73
250,000.00
21/10/2020
INDUSINDBK-Oct
948,000.00
2.79
18.05
620.00
629.85
660.00
13.25
35.09
1,610,400.00
Call OI Gainer
21/10/2020
INDUSINDBK-Nov
259,200.00
0.92
54.35
620.00
632.25
620.00
55.15
-1.68
338,400.00
High Premium
Expensive Put
21/10/2020
INFY-Oct
1,344,000.00
-13.02
1.00
1,000.00
1136
1,200.00
4.90
-16.34
4,870,800.00
Less Premium
21/10/2020
INFY-Nov
244,800.00
11.30
5.80
1,000.00
1139.65
1,200.00
22.20
-10.38
484,800.00
21/10/2020
IOC-Oct
1,960,800.00
-6.17
0.20
70.00
76.3
80.00
0.70
-2.35
4,474,500.00
21/10/2020
ITC-Oct
6,009,600.00
-0.11
4.25
170.00
167.95
200.00
0.15
0.65
13,296,000.00
Lower Band
21/10/2020
ITC-Nov
1,734,400.00
18.86
3.35
160.00
168.5
200.00
1.10
9.65
1,827,200.00
21/10/2020
JSWSTEEL-Oct
1,215,000.00
-9.76
1.80
300.00
323.45
330.00
6.20
10.41
1,301,400.00
21/10/2020
JUBLFOOD-Oct
108,500.00
-1.88
1.15
2,000.00
2270.85
2,400.00
14.20
-15.49
220,000.00
21/10/2020
KOTAKBANK-Oct
240,400.00
-4.89
4.30
1,300.00
1392.8
1,400.00
27.15
-31.76
524,400.00
21/10/2020
L&TFH-Oct
1,659,200.00
-13.49
0.95
60.00
63.35
65.00
1.65
-6.18
4,324,800.00
Expensive Put
21/10/2020
LICHSGFIN-Oct
518,000.00
-10.68
8.55
300.00
299.2
300.00
8.80
-24.07
1,134,000.00
High Premium
Expensive Call
Median
21/10/2020
LT-Oct
708,950.00
-6.71
8.70
900.00
925.8
940.00
13.30
-28.42
944,350.00
21/10/2020
LUPIN-Oct
234,600.00
2.13
20.65
1,000.00
1005.75
1,100.00
4.70
-16.03
492,150.00
21/10/2020
M&M-Oct
441,000.00
0.00
12.70
600.00
601.85
640.00
3.35
-3.66
714,000.00
21/10/2020
M&MFIN-Oct
613,032.00
-7.23
0.75
120.00
132.1
135.00
3.00
-13.79
1,250,172.00
21/10/2020
MARUTI-Oct
73,800.00
-11.99
30.40
6,500.00
6883.25
7,200.00
43.95
-10.01
171,500.00
Median
21/10/2020
MCDOWELL-N-Oct
223,750.00
-19.33
3.20
500.00
521.1
600.00
0.50
-9.23
443,750.00
Put OI Loser
21/10/2020
MGL-Oct
159,600.00
-8.13
2.35
760.00
824.75
900.00
3.20
2.26
310,800.00
Median
21/10/2020
MOTHERSUMI-Oct
1,694,000.00
6.20
1.20
100.00
107.45
125.00
0.50
-0.48
4,375,000.00
21/10/2020
MUTHOOTFIN-Oct
122,250.00
-8.67
1.40
1,000.00
1212.4
1,200.00
35.90
-4.00
195,000.00
Higher Band
21/10/2020
NESTLEIND-Oct
11,200.00
-6.16
40.85
15,000.00
15962.45
16,500.00
113.35
19.28
25,950.00
21/10/2020
NTPC-Oct
2,411,100.00
-11.90
0.15
75.00
82.65
90.00
0.35
-16.07
6,463,800.00
Less Premium
Median
21/10/2020
NTPC-Nov
353,400.00
-5.08
1.40
75.00
82.7
100.00
0.85
15.63
615,600.00
Expensive Call
21/10/2020
ONGC-Oct
3,441,900.00
-1.82
0.25
60.00
68.1
80.00
0.20
-0.92
9,324,700.00
21/10/2020
PFC-Oct
1,872,400.00
38.24
0.20
75.00
88.65
90.00
1.55
-23.02
2,883,000.00
Put OI Gainer
21/10/2020
PIDILITIND-Oct
72,500.00
-13.28
2.90
1,400.00
1501.3
1,540.00
15.55
-12.53
211,000.00
21/10/2020
POWERGRID-Oct
820,000.00
5.96
0.25
150.00
163.7
170.00
1.15
-36.50
1,496,000.00
Call OI Loser
21/10/2020
PVR-Oct
109,076.00
-4.69
40.65
1,200.00
1202.5
1,400.00
6.90
3.00
262,922.00
21/10/2020
RBLBANK-Oct
977,600.00
1.57
2.65
170.00
181.15
190.00
4.20
26.57
2,285,400.00
Median
Call OI Gainer
21/10/2020
RECLTD-Oct
1,332,000.00
-19.35
0.25
90.00
99.4
100.00
2.30
1.72
2,748,000.00
Put OI Loser
21/10/2020
RELIANCE-Oct
1,961,925.00
-1.17
32.30
2,100.00
2131.15
2,300.00
9.25
-1.51
4,494,500.00
21/10/2020
RELIANCE-Nov
577,215.00
27.89
46.10
2,000.00
2137.8
2,500.00
16.45
0.98
972,125.00
Expensive Call
Put OI Gainer
21/10/2020
SBIN-Oct
5,652,000.00
-22.98
1.05
190.00
204.15
210.00
2.95
7.32
10,974,000.00
Put OI Loser
21/10/2020
SBIN-Nov
1,335,000.00
11.53
9.55
200.00
204.7
200.00
14.25
8.63
1,842,000.00
High Premium
21/10/2020
SRF-Oct
20,750.00
-6.41
6.00
4,000.00
4450.35
4,500.00
68.25
7.20
61,250.00
Expensive Call
21/10/2020
SRTRANSFIN-Oct
178,089.00
-3.49
11.20
640.00
667.7
700.00
11.50
25.05
546,940.00
Median
21/10/2020
SUNPHARMA-Oct
999,600.00
0.56
16.40
500.00
490.75
520.00
3.55
-5.51
2,384,200.00
21/10/2020
TATACONSUM-Oct
486,000.00
7.69
4.60
450.00
466.8
520.00
1.30
-3.53
1,744,200.00
21/10/2020
TATAPOWER-Oct
2,511,000.00
10.58
2.25
55.00
54.15
55.00
1.15
11.42
4,293,000.00
21/10/2020
TATASTEEL-Oct
952,000.00
-19.40
2.90
380.00
404.7
400.00
13.55
-184.09
2,033,200.00
Call OI Loser
Put OI Loser
21/10/2020
TCS-Oct
600,000.00
0.00
0.05
2,020.00
2685.15
3,000.00
2.80
-0.69
1,350,900.00
Less Premium
21/10/2020
TECHM-Oct
458,400.00
12.98
7.80
800.00
838.85
900.00
5.35
0.71
670,800.00
21/10/2020
TITAN-Oct
321,750.00
-0.94
1.75
1,100.00
1244.65
1,300.00
11.25
-11.71
594,000.00
21/10/2020
ULTRACEMCO-Oct
64,800.00
26.70
50.10
4,500.00
4643.55
4,800.00
49.50
29.20
145,000.00
Median
Call OI Gainer
Put OI Gainer
21/10/2020
UPL-Oct
547,300.00
18.57
9.45
450.00
455.85
500.00
2.75
-9.98
1,203,800.00
21/10/2020
VEDL-Oct
5,133,600.00
-0.49
0.55
90.00
101.35
120.00
0.50
-6.22
7,198,200.00
21/10/2020
VOLTAS-Oct
89,000.00
-9.88
1.70
650.00
707.55
720.00
9.60
-15.14
213,000.00
21/10/2020
WIPRO-Oct
2,732,800.00
-2.03
0.35
300.00
343.45
400.00
0.50
-11.40
15,129,600.00
Less Premium
21/10/2020
ZEEL-Oct
1,101,000.00
-18.77
21.65
200.00
180.95
220.00
0.70
-4.90
2,763,000.00
Lower Band
21/10/2020
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