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-Apr 80,220.00 8.80 1,669.05 19,000.00 19135.5 20,000.00 1,235.80 1.86 72,880.00 Expensive Call 31/03/2020

NIFTY-Apr 1,953,750.00 6.86 390.60 8,000.00 8620.95 10,000.00 97.45 4.77 1,441,875.00 Less Premium Put OI Loser 31/03/2020

NIFTY-May 141,000.00 -0.37 2,390.75 11,000.00 8638.65 10,500.00 128.10 2.05 186,300.00 Less Premium Lower Band Put OI Loser 31/03/2020

NIFTY-Jun 1,491,450.00 0.01 1,300.00 9,600.00 8641.45 8,600.00 1,261.70 0.00 868,425.00 High Premium Expensive Call Call OI Loser Put OI Loser 31/03/2020

ASHOKLEY-Apr 1,072,000.00 13.55 5.45 40.00 42.9 80.00 0.40 1.15 2,056,000.00 Expensive Put Call OI Loser 31/03/2020

AXISBANK-Apr 691,200.00 17.60 21.85 300.00 380.8 400.00 42.25 12.37 705,600.00 High Premium Put OI Gainer 31/03/2020

BAJFINANCE-Apr 117,250.00 8.04 203.45 2,000.00 2226.35 3,000.00 76.70 15.91 166,500.00 Call OI Gainer 31/03/2020

CIPLA-Apr 106,950.00 -32.86 18.70 400.00 424.9 450.00 17.20 -14.23 323,150.00 Median Call OI Loser Put OI Loser 31/03/2020

DLF-Apr 468,600.00 18.86 12.35 130.00 137.15 150.00 8.50 5.64 828,300.00 Expensive Put Median Put OI Gainer 31/03/2020

HDFC-Apr 48,250.00 9.39 100.90 1,500.00 1637.05 1,800.00 85.40 18.88 105,250.00 Expensive Call Median Call OI Gainer 31/03/2020

HDFCBANK-Apr 367,000.00 6.14 48.85 800.00 864.4 1,000.00 25.60 -9.78 499,500.00 Call OI Loser Put OI Loser 31/03/2020

HINDUNILVR-Apr 74,700.00 10.11 83.80 2,100.00 2296.25 2,200.00 211.90 -17.32 144,300.00 Expensive Call Call OI Loser 31/03/2020

IBULHSGFIN-Apr 357,600.00 7.17 25.10 100.00 97 140.00 10.20 1.78 661,200.00 High Premium Expensive Put Call OI Loser 31/03/2020

ICICIBANK-Apr 836,000.00 -2.53 27.05 300.00 323 400.00 10.30 3.78 1,225,125.00 Expensive Put Put OI Loser 31/03/2020

INDIGO-Apr 79,200.00 11.41 75.60 900.00 1054.2 1,000.00 155.85 2.92 39,900.00 High Premium Expensive Put 31/03/2020

INDUSINDBK-Apr 426,000.00 9.90 65.95 300.00 353.45 500.00 40.80 12.43 383,200.00 High Premium Expensive Put Call OI Gainer 31/03/2020

INFY-Apr 412,800.00 26.81 30.80 600.00 643.75 800.00 5.00 6.59 782,400.00 Less Premium Put OI Gainer 31/03/2020

ITC-Apr 1,260,000.00 24.02 5.05 150.00 171.65 200.00 2.80 7.60 3,093,600.00 Less Premium Put OI Gainer 31/03/2020

JSWSTEEL-Apr 218,500.00 22.76 13.75 140.00 146.95 160.00 10.40 13.33 149,500.00 High Premium Expensive Put Median Call OI Gainer Put OI Gainer 31/03/2020

LT-Apr 97,125.00 15.64 34.40 700.00 805.75 1,000.00 10.80 14.36 178,875.00 Less Premium Expensive Call Call OI Gainer 31/03/2020

ONGC-Apr 2,013,100.00 7.36 2.35 55.00 68 57.50 15.30 -1.16 1,791,700.00 Expensive Call Call OI Loser 31/03/2020

RELIANCE-Apr 554,000.00 27.72 56.85 1,000.00 1117.95 1,300.00 26.40 17.88 565,000.00 Less Premium Call OI Gainer Put OI Gainer 31/03/2020

SBIN-Apr 2,604,000.00 6.57 14.30 180.00 196.6 300.00 1.40 6.98 3,999,000.00 Less Premium Put OI Loser 31/03/2020

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-Apr	80,220.00	8.80	1,669.05	19,000.00	19135.5	20,000.00	1,235.80	1.86	72,880.00		Expensive Call				31/03/2020
NIFTY-Apr	1,953,750.00	6.86	390.60	8,000.00	8620.95	10,000.00	97.45	4.77	1,441,875.00	Less Premium				Put OI Loser	31/03/2020
NIFTY-May	141,000.00	-0.37	2,390.75	11,000.00	8638.65	10,500.00	128.10	2.05	186,300.00	Less Premium		Lower Band		Put OI Loser	31/03/2020
NIFTY-Jun	1,491,450.00	0.01	1,300.00	9,600.00	8641.45	8,600.00	1,261.70	0.00	868,425.00	High Premium	Expensive Call		Call OI Loser	Put OI Loser	31/03/2020
ASHOKLEY-Apr	1,072,000.00	13.55	5.45	40.00	42.9	80.00	0.40	1.15	2,056,000.00		Expensive Put		Call OI Loser		31/03/2020
AXISBANK-Apr	691,200.00	17.60	21.85	300.00	380.8	400.00	42.25	12.37	705,600.00	High Premium				Put OI Gainer	31/03/2020
BAJFINANCE-Apr	117,250.00	8.04	203.45	2,000.00	2226.35	3,000.00	76.70	15.91	166,500.00				Call OI Gainer		31/03/2020
CIPLA-Apr	106,950.00	-32.86	18.70	400.00	424.9	450.00	17.20	-14.23	323,150.00			Median	Call OI Loser	Put OI Loser	31/03/2020
DLF-Apr	468,600.00	18.86	12.35	130.00	137.15	150.00	8.50	5.64	828,300.00		Expensive Put	Median		Put OI Gainer	31/03/2020
HDFC-Apr	48,250.00	9.39	100.90	1,500.00	1637.05	1,800.00	85.40	18.88	105,250.00		Expensive Call	Median	Call OI Gainer		31/03/2020
HDFCBANK-Apr	367,000.00	6.14	48.85	800.00	864.4	1,000.00	25.60	-9.78	499,500.00				Call OI Loser	Put OI Loser	31/03/2020
HINDUNILVR-Apr	74,700.00	10.11	83.80	2,100.00	2296.25	2,200.00	211.90	-17.32	144,300.00		Expensive Call		Call OI Loser		31/03/2020
IBULHSGFIN-Apr	357,600.00	7.17	25.10	100.00	97	140.00	10.20	1.78	661,200.00	High Premium	Expensive Put		Call OI Loser		31/03/2020
ICICIBANK-Apr	836,000.00	-2.53	27.05	300.00	323	400.00	10.30	3.78	1,225,125.00		Expensive Put			Put OI Loser	31/03/2020
INDIGO-Apr	79,200.00	11.41	75.60	900.00	1054.2	1,000.00	155.85	2.92	39,900.00	High Premium	Expensive Put				31/03/2020
INDUSINDBK-Apr	426,000.00	9.90	65.95	300.00	353.45	500.00	40.80	12.43	383,200.00	High Premium	Expensive Put		Call OI Gainer		31/03/2020
INFY-Apr	412,800.00	26.81	30.80	600.00	643.75	800.00	5.00	6.59	782,400.00	Less Premium				Put OI Gainer	31/03/2020
ITC-Apr	1,260,000.00	24.02	5.05	150.00	171.65	200.00	2.80	7.60	3,093,600.00	Less Premium				Put OI Gainer	31/03/2020
JSWSTEEL-Apr	218,500.00	22.76	13.75	140.00	146.95	160.00	10.40	13.33	149,500.00	High Premium	Expensive Put	Median	Call OI Gainer	Put OI Gainer	31/03/2020
LT-Apr	97,125.00	15.64	34.40	700.00	805.75	1,000.00	10.80	14.36	178,875.00	Less Premium	Expensive Call		Call OI Gainer		31/03/2020
ONGC-Apr	2,013,100.00	7.36	2.35	55.00	68	57.50	15.30	-1.16	1,791,700.00		Expensive Call		Call OI Loser		31/03/2020
RELIANCE-Apr	554,000.00	27.72	56.85	1,000.00	1117.95	1,300.00	26.40	17.88	565,000.00	Less Premium			Call OI Gainer	Put OI Gainer	31/03/2020
SBIN-Apr	2,604,000.00	6.57	14.30	180.00	196.6	300.00	1.40	6.98	3,999,000.00	Less Premium				Put OI Loser	31/03/2020
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