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-Jan 424,025.00 -0.28 7.55 29,000.00 32584.7 33,000.00 239.85 13.55 462,775.00 Less Premium 20/01/2021

BANKNIFTY-Feb 140,275.00 0.67 232.80 29,500.00 32664.6 33,000.00 1,011.60 24.36 82,350.00 Call OI Gainer 20/01/2021

FINNIFTY-Jan 40,200.00 28.52 18.85 15,500.00 15669.15 16,000.00 3.80 25.74 69,920.00 Less Premium Call OI Gainer Put OI Gainer 20/01/2021

FINNIFTY-Jan 26,200.00 49.50 131.05 15,400.00 15677.25 16,000.00 81.90 1.86 14,760.00 Median Put OI Gainer 20/01/2021

NIFTY-Jan 2,792,025.00 3.61 17.65 14,000.00 14645.15 15,000.00 16.65 12.17 3,414,675.00 Less Premium 20/01/2021

NIFTY-Feb 1,932,600.00 10.33 155.00 14,000.00 14683.2 15,000.00 241.25 0.18 546,075.00 20/01/2021

ACC-Jan 157,500.00 13.93 20.80 1,680.00 1716.75 1,800.00 9.80 -4.53 184,500.00 20/01/2021

ADANIENT-Jan 544,000.00 -36.00 3.90 500.00 546.25 500.00 50.20 1.16 684,000.00 Higher Band Put OI Loser 20/01/2021

ADANIPORTS-Jan 682,500.00 -60.59 1.65 500.00 558.4 560.00 14.30 28.63 810,000.00 Expensive Call Call OI Gainer Put OI Loser 20/01/2021

ASHOKLEY-Jan 5,400,000.00 -2.56 0.20 100.00 121.95 125.00 2.85 3.95 7,002,000.00 Expensive Put 20/01/2021

ASIANPAINT-Jan 204,300.00 5.15 22.25 2,600.00 2703.6 2,800.00 31.05 1.57 433,800.00 Median 20/01/2021

AUROPHARMA-Jan 200,850.00 -22.13 12.75 900.00 931 1,000.00 7.35 -2.53 710,450.00 Put OI Loser 20/01/2021

AXISBANK-Jan 1,005,600.00 1.18 2.70 630.00 676.1 700.00 7.70 9.17 2,913,600.00 20/01/2021

AXISBANK-Feb 169,200.00 9.62 10.25 600.00 678.3 700.00 31.35 12.50 394,800.00 High Premium Expensive Call 20/01/2021

BAJAJ-AUTO-Jan 51,750.00 5.05 25.55 3,500.00 3653.9 3,700.00 61.40 12.56 130,500.00 20/01/2021

BAJAJFINSV-Jan 59,875.00 13.38 96.30 8,500.00 8942.95 9,500.00 84.75 3.80 123,500.00 Median 20/01/2021

BAJFINANCE-Jan 274,250.00 18.74 19.30 4,500.00 4991.9 5,200.00 68.95 3.45 623,250.00 Put OI Gainer 20/01/2021

BANDHANBNK-Jan 943,200.00 8.23 11.90 350.00 361.15 400.00 5.50 9.38 3,236,400.00 20/01/2021

BANKBARODA-Jan 4,516,200.00 -9.97 0.20 65.00 79.8 80.00 3.65 8.31 9,558,900.00 20/01/2021

BATAINDIA-Jan 178,750.00 5.80 5.60 1,500.00 1636.95 1,740.00 9.45 -14.46 304,700.00 20/01/2021

BEL-Jan 1,938,000.00 5.90 2.35 130.00 136.1 140.00 3.45 11.24 7,440,400.00 20/01/2021

BERGEPAINT-Jan 121,000.00 -3.77 0.80 700.00 797.3 800.00 15.05 -109.09 227,700.00 Call OI Loser 20/01/2021

BHARTIARTL-Jan 3,561,324.00 -3.89 4.50 570.00 597.8 600.00 13.90 4.66 7,013,439.00 20/01/2021

BPCL-Jan 1,031,400.00 -5.52 1.30 380.00 414.25 420.00 8.10 3.48 2,543,400.00 20/01/2021

BRITANNIA-Jan 131,800.00 7.05 23.15 3,500.00 3602.9 3,700.00 29.35 -5.13 290,800.00 Median 20/01/2021

CADILAHC-Jan 613,800.00 -6.49 4.35 470.00 486.65 500.00 6.50 -2.76 1,474,000.00 Median 20/01/2021

CHOLAFIN-Jan 422,500.00 1.17 1.65 400.00 458.6 450.00 19.25 -122.54 395,000.00 Call OI Loser 20/01/2021

CIPLA-Jan 345,800.00 -1.92 1.20 750.00 833.35 900.00 2.45 -10.07 824,200.00 Less Premium 20/01/2021

COALINDIA-Jan 3,171,000.00 -13.02 2.55 140.00 141.85 150.00 1.20 -3.79 9,777,600.00 20/01/2021

CONCOR-Jan 278,214.00 -2.30 0.05 360.00 438.4 450.00 7.45 -2.91 718,980.00 Expensive Put 20/01/2021

DABUR-Jan 488,750.00 -15.34 0.90 500.00 539.75 550.00 5.55 7.12 1,631,250.00 Expensive Put Put OI Loser 20/01/2021

DIVISLAB-Jan 107,800.00 -3.06 73.60 3,600.00 3616.5 4,000.00 10.85 4.02 243,800.00 20/01/2021

DLF-Jan 2,085,600.00 -2.60 0.25 220.00 291.5 300.00 7.35 4.26 3,260,400.00 20/01/2021

DRREDDY-Jan 81,250.00 -2.85 61.95 5,000.00 5100.05 5,500.00 18.40 -27.42 146,375.00 Call OI Loser 20/01/2021

EICHERMOT-Jan 80,850.00 6.85 34.45 2,800.00 2886.8 3,000.00 31.25 18.05 270,200.00 Median 20/01/2021

FEDERALBNK-Jan 7,580,000.00 -2.16 0.30 68.00 77.7 80.00 1.70 17.32 11,310,000.00 Expensive Put 20/01/2021

GAIL-Jan 2,086,200.00 -15.15 1.30 130.00 135.8 150.00 0.60 -15.43 6,435,500.00 Call OI Loser 20/01/2021

GLENMARK-Jan 297,850.00 -7.92 8.90 500.00 509.6 540.00 4.65 -9.92 764,750.00 20/01/2021

GRASIM-Jan 160,550.00 -22.46 12.40 1,000.00 1037.4 1,100.00 8.20 -18.68 307,800.00 Call OI Loser Put OI Loser 20/01/2021

HCLTECH-Jan 691,600.00 -9.90 3.15 900.00 996.4 1,100.00 3.45 -9.96 2,303,000.00 Less Premium Median 20/01/2021

HDFC-Jan 257,400.00 -11.00 5.40 2,500.00 2689.3 2,800.00 16.05 -10.32 586,800.00 20/01/2021

HDFCAMC-Jan 16,800.00 9.68 10.95 3,000.00 3215.9 3,300.00 43.35 14.92 61,600.00 20/01/2021

HDFCBANK-Jan 1,437,700.00 -0.62 3.15 1,400.00 1492.9 1,500.00 21.65 20.79 2,715,350.00 20/01/2021

HDFCBANK-Feb 157,850.00 14.07 24.25 1,400.00 1497.7 1,500.00 62.40 20.65 283,250.00 High Premium Expensive Call 20/01/2021

HDFCLIFE-Jan 371,800.00 -5.30 5.45 680.00 704.05 750.00 3.80 3.34 699,600.00 20/01/2021

HEROMOTOCO-Jan 145,200.00 17.97 6.85 3,000.00 3267.2 3,300.00 50.60 0.29 313,200.00 Put OI Gainer 20/01/2021

HINDALCO-Jan 1,298,600.00 3.82 2.35 240.00 252.1 280.00 0.65 -1.89 3,014,300.00 20/01/2021

HINDPETRO-Jan 1,455,300.00 -8.23 0.40 210.00 231.95 240.00 3.10 -5.02 2,826,900.00 20/01/2021

HINDUNILVR-Jan 267,600.00 -0.68 21.00 2,300.00 2359.6 2,400.00 30.05 3.47 667,500.00 Median 20/01/2021

IBULHSGFIN-Jan 1,342,300.00 -15.78 2.50 200.00 226.65 240.00 6.50 1.39 2,647,400.00 Put OI Loser 20/01/2021

ICICIBANK-Jan 2,453,000.00 2.99 2.75 530.00 552.35 560.00 7.10 10.64 4,987,125.00 20/01/2021

ICICIPRULI-Jan 160,500.00 1.83 8.25 500.00 517.25 530.00 10.15 -0.44 343,500.00 Median 20/01/2021

IDFCFIRSTB-Jan 8,284,000.00 -1.16 0.10 40.00 51.4 55.00 0.95 28.43 10,811,000.00 Call OI Gainer 20/01/2021

IDFCFIRSTB-Feb 2,394,000.00 18.18 0.60 40.00 51.25 50.00 5.05 5.88 3,040,000.00 High Premium Expensive Call Put OI Gainer 20/01/2021

INDIGO-Jan 106,000.00 4.50 8.15 1,500.00 1672.5 1,700.00 39.80 8.63 296,500.00 20/01/2021

INDUSINDBK-Jan 1,127,700.00 3.39 13.35 900.00 948.3 1,000.00 15.05 0.96 1,483,200.00 Median 20/01/2021

INDUSINDBK-Feb 465,300.00 -1.17 43.30 900.00 952.25 1,000.00 48.10 2.59 507,600.00 High Premium Expensive Call Median 20/01/2021

INFY-Jan 1,395,000.00 -1.00 7.05 1,300.00 1341.95 1,400.00 7.70 -6.70 5,379,000.00 20/01/2021

IOC-Jan 3,315,000.00 -5.37 0.15 85.00 98.7 105.00 0.90 -2.84 9,191,000.00 Expensive Put 20/01/2021

ITC-Jan 5,977,600.00 -11.66 0.45 200.00 218.3 220.00 4.40 0.18 21,376,000.00 20/01/2021

ITC-Feb 2,467,200.00 11.58 4.80 200.00 219.05 220.00 12.95 9.21 4,828,800.00 High Premium 20/01/2021

JSWSTEEL-Jan 750,600.00 -6.51 4.40 380.00 402.35 420.00 6.60 -3.53 1,898,100.00 Median 20/01/2021

JUBLFOOD-Jan 77,750.00 -11.07 6.65 2,500.00 2823.2 3,000.00 22.50 4.38 267,500.00 20/01/2021

KOTAKBANK-Jan 546,400.00 0.15 52.30 1,900.00 1889.95 2,000.00 13.45 4.57 1,353,600.00 20/01/2021

L&TFH-Jan 3,012,900.00 -1.11 2.95 100.00 103.85 110.00 2.55 -2.23 12,939,700.00 High Premium 20/01/2021

LICHSGFIN-Jan 678,000.00 -1.80 3.15 400.00 432.7 450.00 6.50 -14.84 1,254,000.00 Call OI Loser 20/01/2021

LT-Jan 644,575.00 -2.47 6.65 1,300.00 1385.15 1,400.00 27.70 2.75 1,018,325.00 20/01/2021

LUPIN-Jan 305,150.00 -0.28 1.35 900.00 1089.35 1,100.00 24.20 5.47 763,300.00 20/01/2021

M&M-Jan 490,000.00 -6.38 0.75 700.00 825.65 900.00 2.55 5.64 842,800.00 Less Premium 20/01/2021

M&MFIN-Jan 836,000.00 4.13 4.25 180.00 185.2 200.00 2.10 -16.39 3,096,000.00 Call OI Loser 20/01/2021

MANAPPURAM-Jan 1,386,000.00 -8.45 1.50 160.00 168.85 180.00 1.65 7.66 4,194,000.00 Expensive Call Median 20/01/2021

MARICO-Jan 222,000.00 -0.91 2.75 400.00 418.45 430.00 5.15 6.93 618,000.00 20/01/2021

MARUTI-Jan 93,100.00 11.42 17.30 7,500.00 8166.3 9,000.00 16.25 -12.14 231,900.00 Less Premium 20/01/2021

MCDOWELL-N-Jan 296,250.00 -22.80 5.45 600.00 622.2 650.00 5.65 -6.20 727,500.00 Median Put OI Loser 20/01/2021

MOTHERSUMI-Jan 1,757,000.00 6.69 1.85 150.00 158.85 180.00 0.55 -3.98 3,108,000.00 20/01/2021

MUTHOOTFIN-Jan 333,750.00 -7.23 23.70 1,200.00 1212.75 1,300.00 7.05 -6.17 632,250.00 20/01/2021

NATIONALUM-Jan 3,944,000.00 -2.65 0.20 40.00 45.75 50.00 0.55 -1.54 8,993,000.00 20/01/2021

NAUKRI-Jan 42,500.00 17.48 36.60 4,800.00 5178.15 5,500.00 55.65 38.16 164,500.00 Median Call OI Gainer 20/01/2021

NTPC-Jan 5,141,400.00 -2.85 3.60 100.00 98.6 100.00 2.25 7.07 17,014,500.00 20/01/2021

ONGC-Jan 3,580,500.00 -9.93 0.50 90.00 98.85 110.00 0.60 -5.85 9,471,000.00 20/01/2021

PFC-Jan 985,800.00 -5.30 2.25 120.00 121.95 125.00 1.95 2.06 2,362,200.00 Median 20/01/2021

PIDILITIND-Jan 74,500.00 3.25 11.65 1,700.00 1761.7 1,800.00 21.00 -4.64 180,500.00 20/01/2021

PNB-Jan 10,464,000.00 11.02 0.80 35.00 37.15 40.00 0.90 10.91 41,824,000.00 Expensive Put Median 20/01/2021

POWERGRID-Jan 1,008,000.00 -4.13 1.20 190.00 196.85 210.00 0.75 -1.84 1,992,000.00 20/01/2021

PVR-Jan 133,903.00 32.44 18.25 1,500.00 1564.65 1,600.00 29.70 -0.94 219,373.00 Expensive Put Put OI Gainer 20/01/2021

RBLBANK-Jan 1,371,700.00 -3.05 4.60 240.00 253.35 260.00 7.40 22.57 2,955,100.00 Call OI Gainer 20/01/2021

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-Jan	424,025.00	-0.28	7.55	29,000.00	32584.7	33,000.00	239.85	13.55	462,775.00	Less Premium					20/01/2021
BANKNIFTY-Feb	140,275.00	0.67	232.80	29,500.00	32664.6	33,000.00	1,011.60	24.36	82,350.00				Call OI Gainer		20/01/2021
FINNIFTY-Jan	40,200.00	28.52	18.85	15,500.00	15669.15	16,000.00	3.80	25.74	69,920.00	Less Premium			Call OI Gainer	Put OI Gainer	20/01/2021
FINNIFTY-Jan	26,200.00	49.50	131.05	15,400.00	15677.25	16,000.00	81.90	1.86	14,760.00			Median		Put OI Gainer	20/01/2021
NIFTY-Jan	2,792,025.00	3.61	17.65	14,000.00	14645.15	15,000.00	16.65	12.17	3,414,675.00	Less Premium					20/01/2021
NIFTY-Feb	1,932,600.00	10.33	155.00	14,000.00	14683.2	15,000.00	241.25	0.18	546,075.00						20/01/2021
ACC-Jan	157,500.00	13.93	20.80	1,680.00	1716.75	1,800.00	9.80	-4.53	184,500.00						20/01/2021
ADANIENT-Jan	544,000.00	-36.00	3.90	500.00	546.25	500.00	50.20	1.16	684,000.00			Higher Band		Put OI Loser	20/01/2021
ADANIPORTS-Jan	682,500.00	-60.59	1.65	500.00	558.4	560.00	14.30	28.63	810,000.00		Expensive Call		Call OI Gainer	Put OI Loser	20/01/2021
ASHOKLEY-Jan	5,400,000.00	-2.56	0.20	100.00	121.95	125.00	2.85	3.95	7,002,000.00		Expensive Put				20/01/2021
ASIANPAINT-Jan	204,300.00	5.15	22.25	2,600.00	2703.6	2,800.00	31.05	1.57	433,800.00			Median			20/01/2021
AUROPHARMA-Jan	200,850.00	-22.13	12.75	900.00	931	1,000.00	7.35	-2.53	710,450.00					Put OI Loser	20/01/2021
AXISBANK-Jan	1,005,600.00	1.18	2.70	630.00	676.1	700.00	7.70	9.17	2,913,600.00						20/01/2021
AXISBANK-Feb	169,200.00	9.62	10.25	600.00	678.3	700.00	31.35	12.50	394,800.00	High Premium	Expensive Call				20/01/2021
BAJAJ-AUTO-Jan	51,750.00	5.05	25.55	3,500.00	3653.9	3,700.00	61.40	12.56	130,500.00						20/01/2021
BAJAJFINSV-Jan	59,875.00	13.38	96.30	8,500.00	8942.95	9,500.00	84.75	3.80	123,500.00			Median			20/01/2021
BAJFINANCE-Jan	274,250.00	18.74	19.30	4,500.00	4991.9	5,200.00	68.95	3.45	623,250.00					Put OI Gainer	20/01/2021
BANDHANBNK-Jan	943,200.00	8.23	11.90	350.00	361.15	400.00	5.50	9.38	3,236,400.00						20/01/2021
BANKBARODA-Jan	4,516,200.00	-9.97	0.20	65.00	79.8	80.00	3.65	8.31	9,558,900.00						20/01/2021
BATAINDIA-Jan	178,750.00	5.80	5.60	1,500.00	1636.95	1,740.00	9.45	-14.46	304,700.00						20/01/2021
BEL-Jan	1,938,000.00	5.90	2.35	130.00	136.1	140.00	3.45	11.24	7,440,400.00						20/01/2021
BERGEPAINT-Jan	121,000.00	-3.77	0.80	700.00	797.3	800.00	15.05	-109.09	227,700.00				Call OI Loser		20/01/2021
BHARTIARTL-Jan	3,561,324.00	-3.89	4.50	570.00	597.8	600.00	13.90	4.66	7,013,439.00						20/01/2021
BPCL-Jan	1,031,400.00	-5.52	1.30	380.00	414.25	420.00	8.10	3.48	2,543,400.00						20/01/2021
BRITANNIA-Jan	131,800.00	7.05	23.15	3,500.00	3602.9	3,700.00	29.35	-5.13	290,800.00			Median			20/01/2021
CADILAHC-Jan	613,800.00	-6.49	4.35	470.00	486.65	500.00	6.50	-2.76	1,474,000.00			Median			20/01/2021
CHOLAFIN-Jan	422,500.00	1.17	1.65	400.00	458.6	450.00	19.25	-122.54	395,000.00				Call OI Loser		20/01/2021
CIPLA-Jan	345,800.00	-1.92	1.20	750.00	833.35	900.00	2.45	-10.07	824,200.00	Less Premium					20/01/2021
COALINDIA-Jan	3,171,000.00	-13.02	2.55	140.00	141.85	150.00	1.20	-3.79	9,777,600.00						20/01/2021
CONCOR-Jan	278,214.00	-2.30	0.05	360.00	438.4	450.00	7.45	-2.91	718,980.00		Expensive Put				20/01/2021
DABUR-Jan	488,750.00	-15.34	0.90	500.00	539.75	550.00	5.55	7.12	1,631,250.00		Expensive Put			Put OI Loser	20/01/2021
DIVISLAB-Jan	107,800.00	-3.06	73.60	3,600.00	3616.5	4,000.00	10.85	4.02	243,800.00						20/01/2021
DLF-Jan	2,085,600.00	-2.60	0.25	220.00	291.5	300.00	7.35	4.26	3,260,400.00						20/01/2021
DRREDDY-Jan	81,250.00	-2.85	61.95	5,000.00	5100.05	5,500.00	18.40	-27.42	146,375.00				Call OI Loser		20/01/2021
EICHERMOT-Jan	80,850.00	6.85	34.45	2,800.00	2886.8	3,000.00	31.25	18.05	270,200.00			Median			20/01/2021
FEDERALBNK-Jan	7,580,000.00	-2.16	0.30	68.00	77.7	80.00	1.70	17.32	11,310,000.00		Expensive Put				20/01/2021
GAIL-Jan	2,086,200.00	-15.15	1.30	130.00	135.8	150.00	0.60	-15.43	6,435,500.00				Call OI Loser		20/01/2021
GLENMARK-Jan	297,850.00	-7.92	8.90	500.00	509.6	540.00	4.65	-9.92	764,750.00						20/01/2021
GRASIM-Jan	160,550.00	-22.46	12.40	1,000.00	1037.4	1,100.00	8.20	-18.68	307,800.00				Call OI Loser	Put OI Loser	20/01/2021
HCLTECH-Jan	691,600.00	-9.90	3.15	900.00	996.4	1,100.00	3.45	-9.96	2,303,000.00	Less Premium		Median			20/01/2021
HDFC-Jan	257,400.00	-11.00	5.40	2,500.00	2689.3	2,800.00	16.05	-10.32	586,800.00						20/01/2021
HDFCAMC-Jan	16,800.00	9.68	10.95	3,000.00	3215.9	3,300.00	43.35	14.92	61,600.00						20/01/2021
HDFCBANK-Jan	1,437,700.00	-0.62	3.15	1,400.00	1492.9	1,500.00	21.65	20.79	2,715,350.00						20/01/2021
HDFCBANK-Feb	157,850.00	14.07	24.25	1,400.00	1497.7	1,500.00	62.40	20.65	283,250.00	High Premium	Expensive Call				20/01/2021
HDFCLIFE-Jan	371,800.00	-5.30	5.45	680.00	704.05	750.00	3.80	3.34	699,600.00						20/01/2021
HEROMOTOCO-Jan	145,200.00	17.97	6.85	3,000.00	3267.2	3,300.00	50.60	0.29	313,200.00					Put OI Gainer	20/01/2021
HINDALCO-Jan	1,298,600.00	3.82	2.35	240.00	252.1	280.00	0.65	-1.89	3,014,300.00						20/01/2021
HINDPETRO-Jan	1,455,300.00	-8.23	0.40	210.00	231.95	240.00	3.10	-5.02	2,826,900.00						20/01/2021
HINDUNILVR-Jan	267,600.00	-0.68	21.00	2,300.00	2359.6	2,400.00	30.05	3.47	667,500.00			Median			20/01/2021
IBULHSGFIN-Jan	1,342,300.00	-15.78	2.50	200.00	226.65	240.00	6.50	1.39	2,647,400.00					Put OI Loser	20/01/2021
ICICIBANK-Jan	2,453,000.00	2.99	2.75	530.00	552.35	560.00	7.10	10.64	4,987,125.00						20/01/2021
ICICIPRULI-Jan	160,500.00	1.83	8.25	500.00	517.25	530.00	10.15	-0.44	343,500.00			Median			20/01/2021
IDFCFIRSTB-Jan	8,284,000.00	-1.16	0.10	40.00	51.4	55.00	0.95	28.43	10,811,000.00				Call OI Gainer		20/01/2021
IDFCFIRSTB-Feb	2,394,000.00	18.18	0.60	40.00	51.25	50.00	5.05	5.88	3,040,000.00	High Premium	Expensive Call			Put OI Gainer	20/01/2021
INDIGO-Jan	106,000.00	4.50	8.15	1,500.00	1672.5	1,700.00	39.80	8.63	296,500.00						20/01/2021
INDUSINDBK-Jan	1,127,700.00	3.39	13.35	900.00	948.3	1,000.00	15.05	0.96	1,483,200.00			Median			20/01/2021
INDUSINDBK-Feb	465,300.00	-1.17	43.30	900.00	952.25	1,000.00	48.10	2.59	507,600.00	High Premium	Expensive Call	Median			20/01/2021
INFY-Jan	1,395,000.00	-1.00	7.05	1,300.00	1341.95	1,400.00	7.70	-6.70	5,379,000.00						20/01/2021
IOC-Jan	3,315,000.00	-5.37	0.15	85.00	98.7	105.00	0.90	-2.84	9,191,000.00		Expensive Put				20/01/2021
ITC-Jan	5,977,600.00	-11.66	0.45	200.00	218.3	220.00	4.40	0.18	21,376,000.00						20/01/2021
ITC-Feb	2,467,200.00	11.58	4.80	200.00	219.05	220.00	12.95	9.21	4,828,800.00	High Premium					20/01/2021
JSWSTEEL-Jan	750,600.00	-6.51	4.40	380.00	402.35	420.00	6.60	-3.53	1,898,100.00			Median			20/01/2021
JUBLFOOD-Jan	77,750.00	-11.07	6.65	2,500.00	2823.2	3,000.00	22.50	4.38	267,500.00						20/01/2021
KOTAKBANK-Jan	546,400.00	0.15	52.30	1,900.00	1889.95	2,000.00	13.45	4.57	1,353,600.00						20/01/2021
L&TFH-Jan	3,012,900.00	-1.11	2.95	100.00	103.85	110.00	2.55	-2.23	12,939,700.00	High Premium					20/01/2021
LICHSGFIN-Jan	678,000.00	-1.80	3.15	400.00	432.7	450.00	6.50	-14.84	1,254,000.00				Call OI Loser		20/01/2021
LT-Jan	644,575.00	-2.47	6.65	1,300.00	1385.15	1,400.00	27.70	2.75	1,018,325.00						20/01/2021
LUPIN-Jan	305,150.00	-0.28	1.35	900.00	1089.35	1,100.00	24.20	5.47	763,300.00						20/01/2021
M&M-Jan	490,000.00	-6.38	0.75	700.00	825.65	900.00	2.55	5.64	842,800.00	Less Premium					20/01/2021
M&MFIN-Jan	836,000.00	4.13	4.25	180.00	185.2	200.00	2.10	-16.39	3,096,000.00				Call OI Loser		20/01/2021
MANAPPURAM-Jan	1,386,000.00	-8.45	1.50	160.00	168.85	180.00	1.65	7.66	4,194,000.00		Expensive Call	Median			20/01/2021
MARICO-Jan	222,000.00	-0.91	2.75	400.00	418.45	430.00	5.15	6.93	618,000.00						20/01/2021
MARUTI-Jan	93,100.00	11.42	17.30	7,500.00	8166.3	9,000.00	16.25	-12.14	231,900.00	Less Premium					20/01/2021
MCDOWELL-N-Jan	296,250.00	-22.80	5.45	600.00	622.2	650.00	5.65	-6.20	727,500.00			Median		Put OI Loser	20/01/2021
MOTHERSUMI-Jan	1,757,000.00	6.69	1.85	150.00	158.85	180.00	0.55	-3.98	3,108,000.00						20/01/2021
MUTHOOTFIN-Jan	333,750.00	-7.23	23.70	1,200.00	1212.75	1,300.00	7.05	-6.17	632,250.00						20/01/2021
NATIONALUM-Jan	3,944,000.00	-2.65	0.20	40.00	45.75	50.00	0.55	-1.54	8,993,000.00						20/01/2021
NAUKRI-Jan	42,500.00	17.48	36.60	4,800.00	5178.15	5,500.00	55.65	38.16	164,500.00			Median	Call OI Gainer		20/01/2021
NTPC-Jan	5,141,400.00	-2.85	3.60	100.00	98.6	100.00	2.25	7.07	17,014,500.00						20/01/2021
ONGC-Jan	3,580,500.00	-9.93	0.50	90.00	98.85	110.00	0.60	-5.85	9,471,000.00						20/01/2021
PFC-Jan	985,800.00	-5.30	2.25	120.00	121.95	125.00	1.95	2.06	2,362,200.00			Median			20/01/2021
PIDILITIND-Jan	74,500.00	3.25	11.65	1,700.00	1761.7	1,800.00	21.00	-4.64	180,500.00						20/01/2021
PNB-Jan	10,464,000.00	11.02	0.80	35.00	37.15	40.00	0.90	10.91	41,824,000.00		Expensive Put	Median			20/01/2021
POWERGRID-Jan	1,008,000.00	-4.13	1.20	190.00	196.85	210.00	0.75	-1.84	1,992,000.00						20/01/2021
PVR-Jan	133,903.00	32.44	18.25	1,500.00	1564.65	1,600.00	29.70	-0.94	219,373.00		Expensive Put			Put OI Gainer	20/01/2021
RBLBANK-Jan	1,371,700.00	-3.05	4.60	240.00	253.35	260.00	7.40	22.57	2,955,100.00				Call OI Gainer		20/01/2021
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