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-Aug 313,450.00 2.58 168.45 20,000.00 21641.95 22,000.00 520.40 10.59 299,450.00 06/08/2020

BANKNIFTY-Sep 94,250.00 0.00 640.70 20,400.00 21645.9 23,000.00 544.60 9.66 7,250.00 Median 06/08/2020

NIFTY-Aug 3,055,725.00 2.66 140.50 11,000.00 11199.5 11,500.00 91.35 -6.92 2,105,325.00 06/08/2020

AMBUJACEM-Aug 603,000.00 18.95 6.50 220.00 223.4 230.00 5.10 4.09 492,000.00 Median 06/08/2020

APOLLOHOSP-Aug 72,500.00 5.23 12.45 1,500.00 1688.85 1,800.00 29.80 -0.75 67,500.00 Expensive Call 06/08/2020

APOLLOTYRE-Aug 855,000.00 14.93 2.40 110.00 115.9 120.00 3.10 -34.48 1,365,000.00 Median Call OI Loser 06/08/2020

ASHOKLEY-Aug 3,240,000.00 2.96 3.10 50.00 49.35 55.00 0.95 3.87 6,489,000.00 06/08/2020

ASIANPAINT-Aug 156,600.00 2.97 9.15 1,600.00 1730.1 1,800.00 25.95 -4.32 224,400.00 Less Premium 06/08/2020

AUROPHARMA-Aug 432,900.00 16.96 10.80 800.00 912 900.00 55.10 22.49 622,700.00 Call OI Gainer 06/08/2020

AXISBANK-Aug 1,719,600.00 2.91 7.30 400.00 433.55 450.00 13.70 13.95 2,878,800.00 06/08/2020

BAJAJ-AUTO-Aug 44,250.00 6.84 23.10 2,800.00 3006.95 3,200.00 31.45 36.79 103,500.00 Less Premium Median Call OI Gainer 06/08/2020

BAJAJFINSV-Aug 19,125.00 0.00 129.50 6,000.00 6329.5 7,000.00 63.70 12.32 30,250.00 06/08/2020

BAJFINANCE-Aug 264,000.00 13.80 42.75 3,000.00 3352.9 3,500.00 99.50 9.03 390,250.00 06/08/2020

BANDHANBNK-Aug 1,346,400.00 -3.89 27.30 320.00 301.15 320.00 8.80 10.78 2,174,400.00 06/08/2020

BANKBARODA-Aug 1,787,600.00 5.22 1.80 45.00 46.55 50.00 1.45 6.37 5,182,400.00 High Premium 06/08/2020

BATAINDIA-Aug 176,550.00 36.94 20.10 1,200.00 1267.35 1,300.00 34.35 36.77 350,900.00 Call OI Gainer Put OI Gainer 06/08/2020

BHARTIARTL-Aug 1,458,588.00 3.55 17.00 550.00 556.45 600.00 7.40 2.85 4,294,320.00 06/08/2020

BIOCON-Aug 402,500.00 8.85 6.50 380.00 409.85 420.00 14.85 3.14 708,400.00 06/08/2020

BPCL-Aug 1,139,400.00 15.37 13.90 400.00 411.8 500.00 2.90 8.32 1,189,800.00 06/08/2020

BRITANNIA-Aug 42,000.00 -6.06 14.55 3,500.00 3874.3 4,000.00 72.45 18.49 165,800.00 06/08/2020

CADILAHC-Aug 503,800.00 19.37 3.80 350.00 390.85 400.00 14.20 -6.57 1,355,200.00 Expensive Put 06/08/2020

CANBK-Aug 1,285,000.00 37.77 2.30 95.00 100.55 110.00 1.75 22.44 3,180,000.00 Put OI Gainer 06/08/2020

CHOLAFIN-Aug 187,500.00 -20.97 9.20 200.00 206 220.00 7.05 -8.96 365,000.00 High Premium Expensive Call Put OI Loser 06/08/2020

CIPLA-Aug 313,300.00 22.01 17.10 700.00 734.6 750.00 26.50 8.86 761,800.00 06/08/2020

COALINDIA-Aug 2,016,500.00 7.63 4.90 130.00 129.5 130.00 4.45 21.19 3,026,600.00 Expensive Put Median 06/08/2020

DABUR-Aug 138,750.00 11.20 4.95 480.00 507.75 520.00 10.85 34.48 427,500.00 Expensive Call Call OI Gainer 06/08/2020

DLF-Aug 1,663,200.00 0.40 0.65 120.00 142.65 150.00 4.10 19.71 2,930,400.00 06/08/2020

ESCORTS-Aug 248,600.00 -4.63 11.40 1,000.00 1120.55 1,300.00 7.20 18.19 647,900.00 Less Premium 06/08/2020

EXIDEIND-Aug 1,173,600.00 1.51 1.65 145.00 158.05 165.00 3.30 -1.51 727,200.00 Expensive Call 06/08/2020

FEDERALBNK-Aug 3,391,500.00 16.35 1.55 50.00 52.75 55.00 2.05 26.61 5,907,500.00 Median Call OI Gainer 06/08/2020

GAIL-Aug 1,811,700.00 -5.69 1.95 90.00 95.95 100.00 3.00 9.74 4,239,500.00 Median 06/08/2020

GRASIM-Aug 127,300.00 8.84 14.10 600.00 635.45 650.00 23.45 2.52 330,600.00 06/08/2020

HCLTECH-Aug 348,600.00 -1.63 1.40 600.00 707.85 720.00 17.70 11.97 576,800.00 06/08/2020

HDFC-Aug 326,100.00 13.94 29.65 1,700.00 1788.15 1,900.00 28.05 5.79 732,600.00 Median 06/08/2020

HDFCBANK-Aug 750,750.00 -17.57 18.55 1,000.00 1038.55 1,100.00 14.70 2.31 2,002,000.00 Put OI Loser 06/08/2020

HEROMOTOCO-Aug 58,500.00 -0.52 29.75 2,500.00 2713.4 2,800.00 70.75 5.64 90,300.00 06/08/2020

HINDALCO-Aug 1,543,700.00 8.42 4.65 170.00 178.15 185.00 5.20 4.83 1,440,500.00 Median 06/08/2020

HINDPETRO-Aug 858,600.00 25.00 3.75 200.00 217.3 220.00 9.60 32.28 1,387,800.00 Call OI Gainer Put OI Gainer 06/08/2020

HINDUNILVR-Aug 202,500.00 3.57 47.30 2,200.00 2224.55 2,300.00 32.80 3.03 490,200.00 06/08/2020

IGL-Aug 407,000.00 8.07 11.40 380.00 390.15 420.00 6.85 1.21 673,750.00 06/08/2020

INDIGO-Aug 111,500.00 0.45 26.00 900.00 948.4 1,100.00 9.15 5.11 195,000.00 06/08/2020

INDUSINDBK-Aug 744,800.00 3.12 31.70 500.00 497.6 500.00 29.65 15.02 968,800.00 High Premium Median 06/08/2020

INFRATEL-Aug 403,200.00 0.00 4.95 180.00 191.85 200.00 7.25 0.41 674,800.00 Median 06/08/2020

INFY-Aug 1,320,000.00 19.12 7.40 900.00 973.7 1,000.00 19.05 -0.84 1,148,400.00 06/08/2020

IOC-Aug 1,607,400.00 -8.88 0.65 80.00 87.6 100.00 0.65 1.29 3,938,700.00 Less Premium Put OI Loser 06/08/2020

ITC-Aug 1,926,400.00 -17.35 3.00 190.00 196.15 200.00 4.10 -4.79 7,568,000.00 Median Put OI Loser 06/08/2020

JINDALSTEL-Aug 930,000.00 10.14 6.65 190.00 197.75 200.00 8.95 0.00 1,560,000.00 High Premium 06/08/2020

JSWSTEEL-Aug 712,800.00 11.11 3.40 220.00 239.8 240.00 10.00 -20.91 718,200.00 Call OI Loser 06/08/2020

KOTAKBANK-Aug 550,800.00 -5.92 27.55 1,300.00 1337.1 1,400.00 21.95 -0.99 368,800.00 06/08/2020

L&TFH-Aug 1,183,200.00 6.95 2.05 60.00 62.45 70.00 1.00 -3.52 3,400,000.00 06/08/2020

LICHSGFIN-Aug 558,000.00 -12.96 5.40 240.00 256.6 300.00 2.10 7.66 964,000.00 Put OI Loser 06/08/2020

LT-Aug 302,500.00 10.71 17.80 900.00 926.9 1,000.00 8.50 5.07 1,080,200.00 06/08/2020

LUPIN-Aug 278,800.00 27.91 23.05 900.00 937.9 1,000.00 18.50 0.77 436,050.00 Put OI Gainer 06/08/2020

M&M-Aug 365,400.00 7.12 18.25 600.00 612.6 620.00 21.25 0.82 509,600.00 Median 06/08/2020

M&MFIN-Aug 757,680.00 -0.92 1.25 110.00 126.15 140.00 2.65 -0.54 2,576,112.00 Median 06/08/2020

MANAPPURAM-Aug 1,368,000.00 20.28 6.70 150.00 155.45 180.00 2.35 18.61 2,598,000.00 Expensive Put 06/08/2020

MARICO-Aug 122,000.00 12.86 2.00 340.00 369.8 380.00 7.20 -15.96 436,000.00 Call OI Loser 06/08/2020

MARUTI-Aug 143,500.00 2.05 65.35 6,000.00 6503.4 7,000.00 61.95 -20.64 101,100.00 Less Premium Median Call OI Loser 06/08/2020

MCDOWELL-N-Aug 266,250.00 12.70 20.80 580.00 581.95 600.00 14.70 8.38 765,000.00 06/08/2020

MUTHOOTFIN-Aug 303,000.00 31.99 35.70 1,100.00 1198.75 1,500.00 9.85 14.47 696,000.00 Put OI Gainer 06/08/2020

NMDC-Aug 1,788,900.00 5.65 1.50 80.00 88.25 90.00 4.00 -12.16 5,192,500.00 06/08/2020

NTPC-Aug 2,462,400.00 0.69 1.30 80.00 83.95 90.00 1.30 4.80 5,090,100.00 Expensive Put 06/08/2020

ONGC-Aug 1,532,300.00 9.13 1.70 75.00 78.3 80.00 2.55 6.49 3,441,900.00 06/08/2020

PEL-Aug 108,350.00 2.96 7.50 1,200.00 1472 1,500.00 55.40 -5.93 147,400.00 Expensive Put 06/08/2020

PIDILITIND-Aug 220,500.00 -2.32 24.95 1,300.00 1338.3 1,400.00 20.10 9.77 198,500.00 06/08/2020

RBLBANK-Aug 824,200.00 -6.38 2.75 150.00 174.3 200.00 3.75 3.60 1,393,600.00 Median 06/08/2020

RECLTD-Aug 1,206,000.00 -8.06 1.90 100.00 107.25 110.00 3.70 4.14 1,944,000.00 06/08/2020

RELIANCE-Aug 3,076,460.00 6.26 7.35 1,800.00 2144.4 2,300.00 39.45 4.28 3,499,145.00 06/08/2020

SAIL-Aug 1,691,000.00 23.93 0.15 30.00 37.8 40.00 1.25 -6.06 5,320,000.00 06/08/2020

SBIN-Aug 6,501,000.00 14.11 7.65 190.00 191.8 200.00 5.65 6.35 19,698,000.00 06/08/2020

SUNPHARMA-Aug 1,043,000.00 6.05 6.45 500.00 533.7 600.00 4.50 2.23 2,088,800.00 Less Premium 06/08/2020

SUNTV-Aug 133,500.00 -27.14 14.20 390.00 397.95 400.00 16.75 -21.74 420,000.00 High Premium Expensive Call Median Call OI Loser Put OI Loser 06/08/2020

TATACONSUM-Aug 772,200.00 38.49 3.10 440.00 485.75 500.00 11.10 -12.30 1,158,300.00 Put OI Gainer 06/08/2020

TATAMOTORS-Aug 6,099,000.00 1.20 1.35 100.00 117.2 120.00 5.40 -14.89 6,201,600.00 Call OI Loser 06/08/2020

TATAPOWER-Aug 1,687,500.00 0.00 0.05 38.00 49.7 50.00 2.30 8.62 3,577,500.00 Expensive Put 06/08/2020

TATASTEEL-Aug 1,052,300.00 19.08 2.15 340.00 399.9 400.00 18.20 -1.91 1,178,100.00 06/08/2020

TCS-Aug 651,600.00 0.00 0.15 1,880.00 2315.95 2,400.00 41.80 1.53 581,100.00 Less Premium 06/08/2020

TECHM-Aug 260,400.00 3.98 4.90 600.00 661.75 700.00 10.25 2.90 844,800.00 06/08/2020

TITAN-Aug 244,500.00 2.40 8.70 1,000.00 1115.65 1,200.00 17.10 -3.52 396,750.00 06/08/2020

TORNTPHARM-Aug 74,500.00 19.02 17.90 2,600.00 2977.15 3,100.00 72.20 22.05 99,000.00 Expensive Call 06/08/2020

UJJIVAN-Aug 215,600.00 3.92 3.05 200.00 233.45 240.00 11.20 -18.81 264,000.00 Call OI Loser 06/08/2020

UPL-Aug 445,900.00 -7.52 15.50 450.00 459.25 500.00 7.60 -9.78 904,800.00 06/08/2020

VEDL-Aug 6,789,000.00 -10.83 0.35 100.00 123.75 120.00 7.75 11.29 5,456,000.00 Expensive Put Put OI Loser 06/08/2020

WIPRO-Aug 902,400.00 9.62 1.45 250.00 281.15 290.00 6.65 13.79 1,820,800.00 06/08/2020

ZEEL-Aug 1,221,000.00 1.45 5.10 140.00 149 160.00 5.25 5.76 2,403,000.00 High Premium Median 06/08/2020

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-Aug	313,450.00	2.58	168.45	20,000.00	21641.95	22,000.00	520.40	10.59	299,450.00						06/08/2020
BANKNIFTY-Sep	94,250.00	0.00	640.70	20,400.00	21645.9	23,000.00	544.60	9.66	7,250.00			Median			06/08/2020
NIFTY-Aug	3,055,725.00	2.66	140.50	11,000.00	11199.5	11,500.00	91.35	-6.92	2,105,325.00						06/08/2020
AMBUJACEM-Aug	603,000.00	18.95	6.50	220.00	223.4	230.00	5.10	4.09	492,000.00			Median			06/08/2020
APOLLOHOSP-Aug	72,500.00	5.23	12.45	1,500.00	1688.85	1,800.00	29.80	-0.75	67,500.00		Expensive Call				06/08/2020
APOLLOTYRE-Aug	855,000.00	14.93	2.40	110.00	115.9	120.00	3.10	-34.48	1,365,000.00			Median	Call OI Loser		06/08/2020
ASHOKLEY-Aug	3,240,000.00	2.96	3.10	50.00	49.35	55.00	0.95	3.87	6,489,000.00						06/08/2020
ASIANPAINT-Aug	156,600.00	2.97	9.15	1,600.00	1730.1	1,800.00	25.95	-4.32	224,400.00	Less Premium					06/08/2020
AUROPHARMA-Aug	432,900.00	16.96	10.80	800.00	912	900.00	55.10	22.49	622,700.00				Call OI Gainer		06/08/2020
AXISBANK-Aug	1,719,600.00	2.91	7.30	400.00	433.55	450.00	13.70	13.95	2,878,800.00						06/08/2020
BAJAJ-AUTO-Aug	44,250.00	6.84	23.10	2,800.00	3006.95	3,200.00	31.45	36.79	103,500.00	Less Premium		Median	Call OI Gainer		06/08/2020
BAJAJFINSV-Aug	19,125.00	0.00	129.50	6,000.00	6329.5	7,000.00	63.70	12.32	30,250.00						06/08/2020
BAJFINANCE-Aug	264,000.00	13.80	42.75	3,000.00	3352.9	3,500.00	99.50	9.03	390,250.00						06/08/2020
BANDHANBNK-Aug	1,346,400.00	-3.89	27.30	320.00	301.15	320.00	8.80	10.78	2,174,400.00						06/08/2020
BANKBARODA-Aug	1,787,600.00	5.22	1.80	45.00	46.55	50.00	1.45	6.37	5,182,400.00	High Premium					06/08/2020
BATAINDIA-Aug	176,550.00	36.94	20.10	1,200.00	1267.35	1,300.00	34.35	36.77	350,900.00				Call OI Gainer	Put OI Gainer	06/08/2020
BHARTIARTL-Aug	1,458,588.00	3.55	17.00	550.00	556.45	600.00	7.40	2.85	4,294,320.00						06/08/2020
BIOCON-Aug	402,500.00	8.85	6.50	380.00	409.85	420.00	14.85	3.14	708,400.00						06/08/2020
BPCL-Aug	1,139,400.00	15.37	13.90	400.00	411.8	500.00	2.90	8.32	1,189,800.00						06/08/2020
BRITANNIA-Aug	42,000.00	-6.06	14.55	3,500.00	3874.3	4,000.00	72.45	18.49	165,800.00						06/08/2020
CADILAHC-Aug	503,800.00	19.37	3.80	350.00	390.85	400.00	14.20	-6.57	1,355,200.00		Expensive Put				06/08/2020
CANBK-Aug	1,285,000.00	37.77	2.30	95.00	100.55	110.00	1.75	22.44	3,180,000.00					Put OI Gainer	06/08/2020
CHOLAFIN-Aug	187,500.00	-20.97	9.20	200.00	206	220.00	7.05	-8.96	365,000.00	High Premium	Expensive Call			Put OI Loser	06/08/2020
CIPLA-Aug	313,300.00	22.01	17.10	700.00	734.6	750.00	26.50	8.86	761,800.00						06/08/2020
COALINDIA-Aug	2,016,500.00	7.63	4.90	130.00	129.5	130.00	4.45	21.19	3,026,600.00		Expensive Put	Median			06/08/2020
DABUR-Aug	138,750.00	11.20	4.95	480.00	507.75	520.00	10.85	34.48	427,500.00		Expensive Call		Call OI Gainer		06/08/2020
DLF-Aug	1,663,200.00	0.40	0.65	120.00	142.65	150.00	4.10	19.71	2,930,400.00						06/08/2020
ESCORTS-Aug	248,600.00	-4.63	11.40	1,000.00	1120.55	1,300.00	7.20	18.19	647,900.00	Less Premium					06/08/2020
EXIDEIND-Aug	1,173,600.00	1.51	1.65	145.00	158.05	165.00	3.30	-1.51	727,200.00		Expensive Call				06/08/2020
FEDERALBNK-Aug	3,391,500.00	16.35	1.55	50.00	52.75	55.00	2.05	26.61	5,907,500.00			Median	Call OI Gainer		06/08/2020
GAIL-Aug	1,811,700.00	-5.69	1.95	90.00	95.95	100.00	3.00	9.74	4,239,500.00			Median			06/08/2020
GRASIM-Aug	127,300.00	8.84	14.10	600.00	635.45	650.00	23.45	2.52	330,600.00						06/08/2020
HCLTECH-Aug	348,600.00	-1.63	1.40	600.00	707.85	720.00	17.70	11.97	576,800.00						06/08/2020
HDFC-Aug	326,100.00	13.94	29.65	1,700.00	1788.15	1,900.00	28.05	5.79	732,600.00			Median			06/08/2020
HDFCBANK-Aug	750,750.00	-17.57	18.55	1,000.00	1038.55	1,100.00	14.70	2.31	2,002,000.00					Put OI Loser	06/08/2020
HEROMOTOCO-Aug	58,500.00	-0.52	29.75	2,500.00	2713.4	2,800.00	70.75	5.64	90,300.00						06/08/2020
HINDALCO-Aug	1,543,700.00	8.42	4.65	170.00	178.15	185.00	5.20	4.83	1,440,500.00			Median			06/08/2020
HINDPETRO-Aug	858,600.00	25.00	3.75	200.00	217.3	220.00	9.60	32.28	1,387,800.00				Call OI Gainer	Put OI Gainer	06/08/2020
HINDUNILVR-Aug	202,500.00	3.57	47.30	2,200.00	2224.55	2,300.00	32.80	3.03	490,200.00						06/08/2020
IGL-Aug	407,000.00	8.07	11.40	380.00	390.15	420.00	6.85	1.21	673,750.00						06/08/2020
INDIGO-Aug	111,500.00	0.45	26.00	900.00	948.4	1,100.00	9.15	5.11	195,000.00						06/08/2020
INDUSINDBK-Aug	744,800.00	3.12	31.70	500.00	497.6	500.00	29.65	15.02	968,800.00	High Premium		Median			06/08/2020
INFRATEL-Aug	403,200.00	0.00	4.95	180.00	191.85	200.00	7.25	0.41	674,800.00			Median			06/08/2020
INFY-Aug	1,320,000.00	19.12	7.40	900.00	973.7	1,000.00	19.05	-0.84	1,148,400.00						06/08/2020
IOC-Aug	1,607,400.00	-8.88	0.65	80.00	87.6	100.00	0.65	1.29	3,938,700.00	Less Premium				Put OI Loser	06/08/2020
ITC-Aug	1,926,400.00	-17.35	3.00	190.00	196.15	200.00	4.10	-4.79	7,568,000.00			Median		Put OI Loser	06/08/2020
JINDALSTEL-Aug	930,000.00	10.14	6.65	190.00	197.75	200.00	8.95	0.00	1,560,000.00	High Premium					06/08/2020
JSWSTEEL-Aug	712,800.00	11.11	3.40	220.00	239.8	240.00	10.00	-20.91	718,200.00				Call OI Loser		06/08/2020
KOTAKBANK-Aug	550,800.00	-5.92	27.55	1,300.00	1337.1	1,400.00	21.95	-0.99	368,800.00						06/08/2020
L&TFH-Aug	1,183,200.00	6.95	2.05	60.00	62.45	70.00	1.00	-3.52	3,400,000.00						06/08/2020
LICHSGFIN-Aug	558,000.00	-12.96	5.40	240.00	256.6	300.00	2.10	7.66	964,000.00					Put OI Loser	06/08/2020
LT-Aug	302,500.00	10.71	17.80	900.00	926.9	1,000.00	8.50	5.07	1,080,200.00						06/08/2020
LUPIN-Aug	278,800.00	27.91	23.05	900.00	937.9	1,000.00	18.50	0.77	436,050.00					Put OI Gainer	06/08/2020
M&M-Aug	365,400.00	7.12	18.25	600.00	612.6	620.00	21.25	0.82	509,600.00			Median			06/08/2020
M&MFIN-Aug	757,680.00	-0.92	1.25	110.00	126.15	140.00	2.65	-0.54	2,576,112.00			Median			06/08/2020
MANAPPURAM-Aug	1,368,000.00	20.28	6.70	150.00	155.45	180.00	2.35	18.61	2,598,000.00		Expensive Put				06/08/2020
MARICO-Aug	122,000.00	12.86	2.00	340.00	369.8	380.00	7.20	-15.96	436,000.00				Call OI Loser		06/08/2020
MARUTI-Aug	143,500.00	2.05	65.35	6,000.00	6503.4	7,000.00	61.95	-20.64	101,100.00	Less Premium		Median	Call OI Loser		06/08/2020
MCDOWELL-N-Aug	266,250.00	12.70	20.80	580.00	581.95	600.00	14.70	8.38	765,000.00						06/08/2020
MUTHOOTFIN-Aug	303,000.00	31.99	35.70	1,100.00	1198.75	1,500.00	9.85	14.47	696,000.00					Put OI Gainer	06/08/2020
NMDC-Aug	1,788,900.00	5.65	1.50	80.00	88.25	90.00	4.00	-12.16	5,192,500.00						06/08/2020
NTPC-Aug	2,462,400.00	0.69	1.30	80.00	83.95	90.00	1.30	4.80	5,090,100.00		Expensive Put				06/08/2020
ONGC-Aug	1,532,300.00	9.13	1.70	75.00	78.3	80.00	2.55	6.49	3,441,900.00						06/08/2020
PEL-Aug	108,350.00	2.96	7.50	1,200.00	1472	1,500.00	55.40	-5.93	147,400.00		Expensive Put				06/08/2020
PIDILITIND-Aug	220,500.00	-2.32	24.95	1,300.00	1338.3	1,400.00	20.10	9.77	198,500.00						06/08/2020
RBLBANK-Aug	824,200.00	-6.38	2.75	150.00	174.3	200.00	3.75	3.60	1,393,600.00			Median			06/08/2020
RECLTD-Aug	1,206,000.00	-8.06	1.90	100.00	107.25	110.00	3.70	4.14	1,944,000.00						06/08/2020
RELIANCE-Aug	3,076,460.00	6.26	7.35	1,800.00	2144.4	2,300.00	39.45	4.28	3,499,145.00						06/08/2020
SAIL-Aug	1,691,000.00	23.93	0.15	30.00	37.8	40.00	1.25	-6.06	5,320,000.00						06/08/2020
SBIN-Aug	6,501,000.00	14.11	7.65	190.00	191.8	200.00	5.65	6.35	19,698,000.00						06/08/2020
SUNPHARMA-Aug	1,043,000.00	6.05	6.45	500.00	533.7	600.00	4.50	2.23	2,088,800.00	Less Premium					06/08/2020
SUNTV-Aug	133,500.00	-27.14	14.20	390.00	397.95	400.00	16.75	-21.74	420,000.00	High Premium	Expensive Call	Median	Call OI Loser	Put OI Loser	06/08/2020
TATACONSUM-Aug	772,200.00	38.49	3.10	440.00	485.75	500.00	11.10	-12.30	1,158,300.00					Put OI Gainer	06/08/2020
TATAMOTORS-Aug	6,099,000.00	1.20	1.35	100.00	117.2	120.00	5.40	-14.89	6,201,600.00				Call OI Loser		06/08/2020
TATAPOWER-Aug	1,687,500.00	0.00	0.05	38.00	49.7	50.00	2.30	8.62	3,577,500.00		Expensive Put				06/08/2020
TATASTEEL-Aug	1,052,300.00	19.08	2.15	340.00	399.9	400.00	18.20	-1.91	1,178,100.00						06/08/2020
TCS-Aug	651,600.00	0.00	0.15	1,880.00	2315.95	2,400.00	41.80	1.53	581,100.00	Less Premium					06/08/2020
TECHM-Aug	260,400.00	3.98	4.90	600.00	661.75	700.00	10.25	2.90	844,800.00						06/08/2020
TITAN-Aug	244,500.00	2.40	8.70	1,000.00	1115.65	1,200.00	17.10	-3.52	396,750.00						06/08/2020
TORNTPHARM-Aug	74,500.00	19.02	17.90	2,600.00	2977.15	3,100.00	72.20	22.05	99,000.00		Expensive Call				06/08/2020
UJJIVAN-Aug	215,600.00	3.92	3.05	200.00	233.45	240.00	11.20	-18.81	264,000.00				Call OI Loser		06/08/2020
UPL-Aug	445,900.00	-7.52	15.50	450.00	459.25	500.00	7.60	-9.78	904,800.00						06/08/2020
VEDL-Aug	6,789,000.00	-10.83	0.35	100.00	123.75	120.00	7.75	11.29	5,456,000.00		Expensive Put			Put OI Loser	06/08/2020
WIPRO-Aug	902,400.00	9.62	1.45	250.00	281.15	290.00	6.65	13.79	1,820,800.00						06/08/2020
ZEEL-Aug	1,221,000.00	1.45	5.10	140.00	149	160.00	5.25	5.76	2,403,000.00	High Premium		Median			06/08/2020
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