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 369,600.00 31.95 679.65 39,000.00 39696.15 41,500.00 326.35 33.60 390,725.00 Less Premium Call OI Gainer 28/10/2021

BANKNIFTY-Dec 29,500.00 22.06 1,016.25 39,000.00 39838.7 42,000.00 611.05 1.51 24,475.00 28/10/2021

NIFTY-Nov 1,807,550.00 8.42 173.60 17,500.00 17913.1 19,000.00 45.70 7.41 1,802,650.00 Less Premium 28/10/2021

NIFTY-Dec 2,133,075.00 -1.88 151.35 17,000.00 17987.4 20,000.00 63.35 4.26 1,131,350.00 Less Premium 28/10/2021

ACC-Nov 70,000.00 0.00 6.05 2,000.00 2295.6 2,300.00 78.65 15.76 224,500.00 Expensive Call 28/10/2021

ADANIENT-Nov 683,000.00 22.30 83.50 1,400.00 1403.55 1,600.00 28.60 32.98 949,000.00 28/10/2021

ADANIPORTS-Nov 1,652,500.00 15.96 41.95 700.00 689.8 700.00 32.50 30.54 2,288,750.00 28/10/2021

AMBUJACEM-Nov 672,000.00 4.27 8.80 380.00 390.4 400.00 10.30 6.75 1,824,000.00 Median 28/10/2021

APOLLOTYRE-Nov 910,000.00 17.65 4.65 200.00 213.75 250.00 3.30 9.11 997,500.00 28/10/2021

ASHOKLEY-Nov 1,899,000.00 14.57 3.90 130.00 141.5 150.00 6.35 14.78 5,449,500.00 Median 28/10/2021

ASIANPAINT-Nov 260,400.00 -26.90 48.85 3,000.00 3122.1 3,200.00 76.85 -13.24 428,400.00 Expensive Call Median 28/10/2021

AUBANK-Nov 77,500.00 23.65 28.15 1,100.00 1233.95 1,300.00 58.35 26.42 156,000.00 Expensive Put 28/10/2021

AXISBANK-Nov 1,784,400.00 0.87 55.75 800.00 761.35 900.00 6.50 9.31 5,796,000.00 28/10/2021

BAJAJ-AUTO-Nov 134,250.00 37.78 174.40 3,800.00 3712.7 3,800.00 90.10 36.69 204,500.00 Call OI Gainer Put OI Gainer 28/10/2021

BAJAJFINSV-Nov 23,775.00 31.24 388.40 17,000.00 18036.2 20,000.00 273.20 25.53 47,250.00 28/10/2021

BAJFINANCE-Nov 210,125.00 0.36 300.45 7,400.00 7505.2 8,000.00 165.60 3.58 593,375.00 28/10/2021

BANDHANBNK-Nov 1,080,000.00 1.48 20.85 300.00 299.45 350.00 6.80 7.68 1,146,600.00 28/10/2021

BANKBARODA-Nov 7,803,900.00 4.44 3.75 90.00 98.1 90.00 11.90 -0.10 11,232,000.00 Expensive Call 28/10/2021

BEL-Nov 444,600.00 15.83 9.45 200.00 200.85 210.00 6.70 17.67 991,800.00 28/10/2021

BHARTIARTL-Nov 1,744,550.00 11.65 36.05 700.00 691.2 700.00 27.95 14.93 2,729,042.00 28/10/2021

BHEL-Nov 3,444,000.00 10.14 6.00 70.00 68.15 80.00 2.10 19.38 10,174,500.00 28/10/2021

BIOCON-Nov 575,000.00 10.71 2.45 300.00 338.4 340.00 12.60 12.58 1,214,400.00 Expensive Call 28/10/2021

BPCL-Nov 1,123,200.00 41.57 16.45 420.00 416 450.00 6.25 21.52 1,411,200.00 Expensive Put Put OI Gainer 28/10/2021

CADILAHC-Nov 646,800.00 12.24 25.00 500.00 493.35 550.00 7.05 18.17 1,218,800.00 28/10/2021

CIPLA-Nov 622,700.00 22.93 31.75 900.00 895.4 920.00 21.85 6.49 702,650.00 Expensive Put 28/10/2021

COALINDIA-Nov 3,385,200.00 26.46 8.90 170.00 166.05 180.00 3.25 22.40 4,263,000.00 28/10/2021

COLPAL-Nov 174,300.00 14.87 41.65 1,500.00 1501.75 1,600.00 20.00 9.57 473,200.00 28/10/2021

DABUR-Nov 262,500.00 14.29 5.10 550.00 589.45 600.00 15.65 13.76 470,000.00 28/10/2021

DEEPAKNTR-Nov 134,500.00 38.02 37.60 2,000.00 2252.3 3,000.00 18.50 16.35 332,500.00 Less Premium Put OI Gainer 28/10/2021

DELTACORP-Nov 434,700.00 6.44 10.30 250.00 260.9 300.00 6.35 16.64 1,209,800.00 28/10/2021

DIVISLAB-Nov 46,800.00 7.87 141.00 5,000.00 5128.2 5,200.00 178.00 23.90 72,600.00 Median 28/10/2021

DLF-Nov 1,749,000.00 24.50 23.40 400.00 398.05 420.00 14.85 22.05 1,458,600.00 Expensive Put 28/10/2021

EICHERMOT-Nov 159,950.00 13.12 81.50 2,500.00 2539.6 2,600.00 85.50 18.87 161,000.00 Median 28/10/2021

EXIDEIND-Nov 1,508,400.00 17.52 5.60 170.00 172.35 200.00 2.25 9.27 5,461,200.00 28/10/2021

FEDERALBNK-Nov 3,990,000.00 0.75 2.35 90.00 98.15 110.00 2.30 15.66 9,480,000.00 28/10/2021

GAIL-Nov 2,629,100.00 20.04 7.65 150.00 147.6 160.00 3.35 16.49 3,922,300.00 Expensive Put 28/10/2021

GMRINFRA-Nov 6,187,500.00 33.73 2.15 40.00 40.05 45.00 1.05 22.52 7,740,000.00 28/10/2021

GRASIM-Nov 87,400.00 28.68 63.60 1,700.00 1708.9 1,800.00 35.70 12.70 101,175.00 Expensive Put 28/10/2021

GUJGASLTD-Nov 261,250.00 8.73 31.55 600.00 593.95 700.00 5.65 4.49 318,750.00 28/10/2021

HCLTECH-Nov 1,103,900.00 9.32 66.05 1,200.00 1157.25 1,300.00 10.10 13.75 1,365,000.00 Less Premium 28/10/2021

HDFC-Nov 223,200.00 8.82 32.85 2,700.00 2904.55 3,000.00 73.55 1.65 534,900.00 28/10/2021

HDFCAMC-Nov 169,600.00 13.03 110.25 2,700.00 2634.6 2,800.00 29.80 15.37 223,600.00 Less Premium Expensive Call 28/10/2021

HDFCLIFE-Nov 1,161,600.00 17.11 26.05 700.00 684.05 700.00 11.35 11.91 1,879,900.00 28/10/2021

HEROMOTOCO-Nov 300,300.00 10.38 167.85 2,800.00 2672.3 2,800.00 43.35 19.50 435,900.00 28/10/2021

HINDALCO-Nov 614,900.00 27.59 5.40 400.00 470.8 500.00 16.70 5.03 2,313,400.00 28/10/2021

HINDPETRO-Nov 383,400.00 33.95 6.10 300.00 318.35 340.00 6.60 11.11 583,200.00 Expensive Put Median 28/10/2021

HINDUNILVR-Nov 595,500.00 12.59 65.45 2,400.00 2396.45 2,500.00 34.80 4.54 1,027,200.00 28/10/2021

ICICIBANK-Nov 1,300,750.00 3.76 8.60 750.00 802.3 900.00 6.10 14.92 2,729,375.00 Less Premium 28/10/2021

IDEA-Nov 25,480,000.00 26.46 0.95 10.00 9.75 11.00 0.45 25.00 30,660,000.00 28/10/2021

IDFCFIRSTB-Nov 6,735,500.00 10.14 1.35 45.00 49.6 55.00 1.90 16.10 18,515,500.00 Expensive Call Median 28/10/2021

IEX-Nov 1,543,750.00 4.49 104.80 800.00 713.65 800.00 22.20 27.09 2,173,750.00 28/10/2021

IGL-Nov 856,625.00 11.51 42.55 500.00 463.25 500.00 7.80 16.04 1,353,000.00 28/10/2021

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-Nov	369,600.00	31.95	679.65	39,000.00	39696.15	41,500.00	326.35	33.60	390,725.00	Less Premium			Call OI Gainer		28/10/2021
BANKNIFTY-Dec	29,500.00	22.06	1,016.25	39,000.00	39838.7	42,000.00	611.05	1.51	24,475.00						28/10/2021
NIFTY-Nov	1,807,550.00	8.42	173.60	17,500.00	17913.1	19,000.00	45.70	7.41	1,802,650.00	Less Premium					28/10/2021
NIFTY-Dec	2,133,075.00	-1.88	151.35	17,000.00	17987.4	20,000.00	63.35	4.26	1,131,350.00	Less Premium					28/10/2021
ACC-Nov	70,000.00	0.00	6.05	2,000.00	2295.6	2,300.00	78.65	15.76	224,500.00		Expensive Call				28/10/2021
ADANIENT-Nov	683,000.00	22.30	83.50	1,400.00	1403.55	1,600.00	28.60	32.98	949,000.00						28/10/2021
ADANIPORTS-Nov	1,652,500.00	15.96	41.95	700.00	689.8	700.00	32.50	30.54	2,288,750.00						28/10/2021
AMBUJACEM-Nov	672,000.00	4.27	8.80	380.00	390.4	400.00	10.30	6.75	1,824,000.00			Median			28/10/2021
APOLLOTYRE-Nov	910,000.00	17.65	4.65	200.00	213.75	250.00	3.30	9.11	997,500.00						28/10/2021
ASHOKLEY-Nov	1,899,000.00	14.57	3.90	130.00	141.5	150.00	6.35	14.78	5,449,500.00			Median			28/10/2021
ASIANPAINT-Nov	260,400.00	-26.90	48.85	3,000.00	3122.1	3,200.00	76.85	-13.24	428,400.00		Expensive Call	Median			28/10/2021
AUBANK-Nov	77,500.00	23.65	28.15	1,100.00	1233.95	1,300.00	58.35	26.42	156,000.00		Expensive Put				28/10/2021
AXISBANK-Nov	1,784,400.00	0.87	55.75	800.00	761.35	900.00	6.50	9.31	5,796,000.00						28/10/2021
BAJAJ-AUTO-Nov	134,250.00	37.78	174.40	3,800.00	3712.7	3,800.00	90.10	36.69	204,500.00				Call OI Gainer	Put OI Gainer	28/10/2021
BAJAJFINSV-Nov	23,775.00	31.24	388.40	17,000.00	18036.2	20,000.00	273.20	25.53	47,250.00						28/10/2021
BAJFINANCE-Nov	210,125.00	0.36	300.45	7,400.00	7505.2	8,000.00	165.60	3.58	593,375.00						28/10/2021
BANDHANBNK-Nov	1,080,000.00	1.48	20.85	300.00	299.45	350.00	6.80	7.68	1,146,600.00						28/10/2021
BANKBARODA-Nov	7,803,900.00	4.44	3.75	90.00	98.1	90.00	11.90	-0.10	11,232,000.00		Expensive Call				28/10/2021
BEL-Nov	444,600.00	15.83	9.45	200.00	200.85	210.00	6.70	17.67	991,800.00						28/10/2021
BHARTIARTL-Nov	1,744,550.00	11.65	36.05	700.00	691.2	700.00	27.95	14.93	2,729,042.00						28/10/2021
BHEL-Nov	3,444,000.00	10.14	6.00	70.00	68.15	80.00	2.10	19.38	10,174,500.00						28/10/2021
BIOCON-Nov	575,000.00	10.71	2.45	300.00	338.4	340.00	12.60	12.58	1,214,400.00		Expensive Call				28/10/2021
BPCL-Nov	1,123,200.00	41.57	16.45	420.00	416	450.00	6.25	21.52	1,411,200.00		Expensive Put			Put OI Gainer	28/10/2021
CADILAHC-Nov	646,800.00	12.24	25.00	500.00	493.35	550.00	7.05	18.17	1,218,800.00						28/10/2021
CIPLA-Nov	622,700.00	22.93	31.75	900.00	895.4	920.00	21.85	6.49	702,650.00		Expensive Put				28/10/2021
COALINDIA-Nov	3,385,200.00	26.46	8.90	170.00	166.05	180.00	3.25	22.40	4,263,000.00						28/10/2021
COLPAL-Nov	174,300.00	14.87	41.65	1,500.00	1501.75	1,600.00	20.00	9.57	473,200.00						28/10/2021
DABUR-Nov	262,500.00	14.29	5.10	550.00	589.45	600.00	15.65	13.76	470,000.00						28/10/2021
DEEPAKNTR-Nov	134,500.00	38.02	37.60	2,000.00	2252.3	3,000.00	18.50	16.35	332,500.00	Less Premium				Put OI Gainer	28/10/2021
DELTACORP-Nov	434,700.00	6.44	10.30	250.00	260.9	300.00	6.35	16.64	1,209,800.00						28/10/2021
DIVISLAB-Nov	46,800.00	7.87	141.00	5,000.00	5128.2	5,200.00	178.00	23.90	72,600.00			Median			28/10/2021
DLF-Nov	1,749,000.00	24.50	23.40	400.00	398.05	420.00	14.85	22.05	1,458,600.00		Expensive Put				28/10/2021
EICHERMOT-Nov	159,950.00	13.12	81.50	2,500.00	2539.6	2,600.00	85.50	18.87	161,000.00			Median			28/10/2021
EXIDEIND-Nov	1,508,400.00	17.52	5.60	170.00	172.35	200.00	2.25	9.27	5,461,200.00						28/10/2021
FEDERALBNK-Nov	3,990,000.00	0.75	2.35	90.00	98.15	110.00	2.30	15.66	9,480,000.00						28/10/2021
GAIL-Nov	2,629,100.00	20.04	7.65	150.00	147.6	160.00	3.35	16.49	3,922,300.00		Expensive Put				28/10/2021
GMRINFRA-Nov	6,187,500.00	33.73	2.15	40.00	40.05	45.00	1.05	22.52	7,740,000.00						28/10/2021
GRASIM-Nov	87,400.00	28.68	63.60	1,700.00	1708.9	1,800.00	35.70	12.70	101,175.00		Expensive Put				28/10/2021
GUJGASLTD-Nov	261,250.00	8.73	31.55	600.00	593.95	700.00	5.65	4.49	318,750.00						28/10/2021
HCLTECH-Nov	1,103,900.00	9.32	66.05	1,200.00	1157.25	1,300.00	10.10	13.75	1,365,000.00	Less Premium					28/10/2021
HDFC-Nov	223,200.00	8.82	32.85	2,700.00	2904.55	3,000.00	73.55	1.65	534,900.00						28/10/2021
HDFCAMC-Nov	169,600.00	13.03	110.25	2,700.00	2634.6	2,800.00	29.80	15.37	223,600.00	Less Premium	Expensive Call				28/10/2021
HDFCLIFE-Nov	1,161,600.00	17.11	26.05	700.00	684.05	700.00	11.35	11.91	1,879,900.00						28/10/2021
HEROMOTOCO-Nov	300,300.00	10.38	167.85	2,800.00	2672.3	2,800.00	43.35	19.50	435,900.00						28/10/2021
HINDALCO-Nov	614,900.00	27.59	5.40	400.00	470.8	500.00	16.70	5.03	2,313,400.00						28/10/2021
HINDPETRO-Nov	383,400.00	33.95	6.10	300.00	318.35	340.00	6.60	11.11	583,200.00		Expensive Put	Median			28/10/2021
HINDUNILVR-Nov	595,500.00	12.59	65.45	2,400.00	2396.45	2,500.00	34.80	4.54	1,027,200.00						28/10/2021
ICICIBANK-Nov	1,300,750.00	3.76	8.60	750.00	802.3	900.00	6.10	14.92	2,729,375.00	Less Premium					28/10/2021
IDEA-Nov	25,480,000.00	26.46	0.95	10.00	9.75	11.00	0.45	25.00	30,660,000.00						28/10/2021
IDFCFIRSTB-Nov	6,735,500.00	10.14	1.35	45.00	49.6	55.00	1.90	16.10	18,515,500.00		Expensive Call	Median			28/10/2021
IEX-Nov	1,543,750.00	4.49	104.80	800.00	713.65	800.00	22.20	27.09	2,173,750.00						28/10/2021
IGL-Nov	856,625.00	11.51	42.55	500.00	463.25	500.00	7.80	16.04	1,353,000.00						28/10/2021
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