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-May 582,820.00 13.67 340.35 29,000.00 30606.05 29,000.00 1,932.75 -0.18 452,440.00 22/05/2019 BANKNIFTY-Jun 24,240.00 12.30 288.45 28,000.00 30710.15 32,000.00 426.45 30.76 48,480.00 Call OI Gainer 22/05/2019 NIFTY-May 3,923,325.00 7.81 73.85 11,000.00 11781.65 12,500.00 51.60 19.00 3,830,625.00 Less Premium Median 22/05/2019 NIFTY-Jun 2,730,750.00 22.69 239.25 11,500.00 11822.7 12,000.00 247.70 22.70 1,470,975.00 Median Put OI Gainer 22/05/2019 NIFTY-Jul 30,750.00 7.03 280.60 11,500.00 11864.85 13,000.00 61.60 20.93 62,625.00 Expensive Call 22/05/2019 ADANIENT-May 796,000.00 10.36 4.30 120.00 158.45 200.00 5.60 26.38 2,824,000.00 Median Call OI Gainer 22/05/2019 ADANIPORTS-May 350,000.00 9.09 3.30 300.00 387.7 400.00 17.90 13.15 627,500.00 22/05/2019 AMBUJACEM-May 227,500.00 -5.81 0.85 200.00 221 240.00 1.30 7.36 535,000.00 Less Premium Median 22/05/2019 ARVIND-May 246,000.00 5.38 5.50 80.00 78.05 90.00 1.25 1.67 354,000.00 22/05/2019 ASHOKLEY-May 2,092,000.00 5.42 1.20 80.00 88.4 100.00 1.00 -5.52 3,820,000.00 Expensive Put 22/05/2019 AUROPHARMA-May 348,000.00 -0.87 61.15 720.00 666.6 700.00 13.10 -0.43 471,000.00 22/05/2019 AXISBANK-May 1,616,400.00 -0.37 8.30 730.00 781.15 800.00 15.95 -14.67 1,548,000.00 Call OI Loser 22/05/2019 BAJFINANCE-May 247,750.00 -6.67 35.30 3,200.00 3462.4 3,500.00 77.75 13.41 274,500.00 Put OI Loser 22/05/2019 BANKBARODA-May 1,396,000.00 2.51 10.25 130.00 126.35 130.00 6.70 2.99 3,900,000.00 High Premium 22/05/2019 BANKINDIA-May 726,000.00 11.03 1.35 80.00 89.8 100.00 1.85 -5.08 1,986,000.00 Median 22/05/2019 BATAINDIA-May 78,100.00 -4.41 12.65 1,300.00 1385.4 1,400.00 32.05 3.47 76,450.00 22/05/2019 BHARTIARTL-May 564,555.00 -17.76 3.00 300.00 336.1 370.00 1.70 -3.01 1,710,324.00 Less Premium Median Put OI Loser 22/05/2019 BPCL-May 311,400.00 1.70 5.25 360.00 385.4 400.00 8.50 -149.07 484,200.00 Expensive Put Call OI Loser 22/05/2019 CIPLA-May 187,000.00 7.43 12.35 540.00 554.45 600.00 7.20 32.36 533,000.00 Call OI Gainer 22/05/2019 DHFL-May 847,500.00 26.34 6.70 100.00 116.9 130.00 7.95 17.82 1,107,000.00 High Premium Expensive Put Median Put OI Gainer 22/05/2019 DLF-May 712,400.00 8.05 3.85 160.00 174.35 180.00 6.90 17.65 2,353,000.00 22/05/2019 DRREDDY-May 61,250.00 -26.29 60.95 2,600.00 2658.25 3,000.00 7.30 -5.26 165,000.00 Put OI Loser 22/05/2019 HCLTECH-May 89,600.00 0.78 22.55 1,060.00 1063.3 1,100.00 11.45 0.00 178,500.00 22/05/2019 HDFC-May 257,500.00 15.30 12.20 2,000.00 2145.7 2,200.00 31.70 -2.83 236,500.00 22/05/2019 HDFCBANK-May 443,250.00 16.25 15.75 2,300.00 2416.1 2,500.00 26.35 10.41 380,750.00 22/05/2019 HINDALCO-May 910,000.00 -3.17 3.10 190.00 198.05 215.00 1.20 -1.28 1,106,000.00 Expensive Call 22/05/2019 HINDPETRO-May 499,800.00 15.30 1.35 250.00 290.15 300.00 7.55 -34.84 690,900.00 Call OI Loser 22/05/2019 HINDUNILVR-May 175,200.00 -1.92 5.85 1,660.00 1773.35 1,800.00 19.10 7.21 123,600.00 Less Premium Expensive Put 22/05/2019 IBULHSGFIN-May 252,500.00 -2.02 13.50 700.00 787.6 800.00 37.25 5.43 575,000.00 22/05/2019 ICICIBANK-May 4,709,375.00 31.55 7.55 390.00 406.2 420.00 6.40 14.51 5,753,000.00 Median Put OI Gainer 22/05/2019 IDEA-May 8,165,748.00 -0.24 2.00 14.00 12.2 15.00 0.10 -5.91 16,391,100.00 Lower Band 22/05/2019 INDUSINDBK-May 216,000.00 37.17 28.15 1,400.00 1525.35 1,600.00 44.25 23.81 312,900.00 Call OI Gainer Put OI Gainer 22/05/2019 INFRATEL-May 92,000.00 -6.98 2.50 250.00 270.05 300.00 1.65 1.82 324,000.00 Less Premium Put OI Loser 22/05/2019 INFY-May 916,800.00 -0.79 10.40 700.00 711.2 720.00 12.65 16.11 1,206,000.00 Median 22/05/2019 ITC-May 2,935,200.00 -0.08 0.40 270.00 300.55 310.00 3.35 6.74 2,856,000.00 Less Premium 22/05/2019 JINDALSTEL-May 283,500.00 31.89 4.90 140.00 152.4 200.00 0.70 11.14 735,750.00 Put OI Gainer 22/05/2019 JSWSTEEL-May 256,500.00 -1.18 5.70 260.00 277.2 300.00 4.25 3.18 456,000.00 Expensive Call Median 22/05/2019 JUBLFOOD-May 57,500.00 -6.48 5.50 1,100.00 1290.35 1,500.00 2.30 0.00 226,000.00 Less Premium Median 22/05/2019 JUSTDIAL-May 173,600.00 -58.97 3.50 560.00 714.3 740.00 30.35 23.38 215,600.00 Expensive Put Call OI Gainer Put OI Loser 22/05/2019 KOTAKBANK-May 277,200.00 0.29 9.10 1,400.00 1497.85 1,500.00 37.70 0.45 262,800.00 22/05/2019 L&TFH-May 670,500.00 3.87 2.85 115.00 123.35 130.00 3.45 0.34 1,336,500.00 Expensive Put Median 22/05/2019 LT-May 166,875.00 22.07 18.85 1,400.00 1466.2 1,500.00 32.30 17.80 459,000.00 Put OI Gainer 22/05/2019 LT-Jun 45,750.00 21.79 76.80 1,500.00 1476.4 1,500.00 49.20 29.20 66,375.00 Expensive Call Call OI Gainer 22/05/2019 LUPIN-May 251,300.00 0.00 95.00 850.00 758.6 780.00 12.70 -2.01 284,200.00 22/05/2019 MARUTI-May 99,975.00 -1.76 19.85 6,000.00 6929.45 7,200.00 124.95 23.06 146,175.00 22/05/2019 NCC-May 888,000.00 14.62 2.55 100.00 109.9 110.00 6.60 -8.58 2,024,000.00 High Premium Expensive Call Call OI Loser 22/05/2019 PCJEWELLER-May 1,248,000.00 13.90 3.10 90.00 105.4 110.00 7.80 -24.40 1,690,000.00 High Premium Expensive Call Call OI Loser 22/05/2019 PFC-May 700,600.00 3.42 2.95 110.00 113.8 120.00 2.45 8.44 2,287,800.00 22/05/2019 PNB-May 2,807,000.00 -9.56 2.65 80.00 84.7 100.00 1.40 7.51 6,125,000.00 Put OI Loser 22/05/2019 RELCAPITAL-May 979,500.00 -7.05 3.80 110.00 127.95 150.00 5.30 -7.82 703,500.00 High Premium Expensive Put Median Call OI Loser Put OI Loser 22/05/2019 RELIANCE-May 1,376,000.00 20.96 29.80 1,300.00 1345.45 1,400.00 27.50 4.91 2,447,500.00 Median 22/05/2019 RPOWER-May 2,432,000.00 1.94 0.65 7.00 7.8 7.00 1.45 -10.67 5,312,000.00 High Premium Call OI Loser 22/05/2019 SBIN-May 3,084,000.00 12.21 2.65 300.00 341.8 340.00 15.50 -0.34 3,540,000.00 22/05/2019 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