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NIFTY Options Data Analysis

The document contains open interest data for call and put options on a stock with a max pain price of 400. It shows the call and put open interest and total value at different strike prices. The total long positions are highest between strikes of 350-400 while short positions are highest above 420. The interpretation is that option traders expect the price to remain between 350-400 by expiration for maximum losses to short positions.

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jitendrasutar
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119 views19 pages

NIFTY Options Data Analysis

The document contains open interest data for call and put options on a stock with a max pain price of 400. It shows the call and put open interest and total value at different strike prices. The total long positions are highest between strikes of 350-400 while short positions are highest above 420. The interpretation is that option traders expect the price to remain between 350-400 by expiration for maximum losses to short positions.

Uploaded by

jitendrasutar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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Call OI Strike Put OI Call value Put value Total Strike

- 320 22,500 0 94,575,000 94,575,000 320.00


- 330 62,500 0 79,175,000 79,175,000 330.00
2,500 340 77,500 0 64,400,000 64,400,000 340.00
10,000 350 170,000 25,000 50,400,000 50,425,000 350.00
12,500 360 85,000 150,000 38,100,000 38,250,000 360.00
55,000 370 112,500 400,000 26,650,000 27,050,000 370.00
87,500 380 365,000 1,200,000 16,325,000 17,525,000 380.00
57,500 390 140,000 2,875,000 9,650,000 12,525,000 390.00
197,500 400 295,000 5,125,000 4,375,000 9,500,000 400.00
492,500 410 57,500 9,350,000 2,050,000 11,400,000 410.00
797,500 420 150,000 18,500,000 300,000 18,800,000 420.00
670,000 430 20,000 35,625,000 50,000 35,675,000 430.00
477,500 440 5,000 59,450,000 0 59,450,000 440.00
300,000 450 - 88,050,000 -50,000 88,000,000 450.00
95,000 460 2,500 119,650,000 -100,000 119,550,000 460.00
90,000 470 - 152,200,000 -175,000 152,025,000 470.00
650,000 480 - 185,650,000 -250,000 185,400,000 480.00

Max Pain 400.00


;;
NIFTY SPOT

OR
OI price Call Call change
Interpretation change change Volume Call Net OI in OI
CE320 PE320 Long Buildup UP UP - - -
CE330 PE330 Long Buildup UP UP - - -
CE340 PE340 Long Buildup UP UP - 2500 -
CE350 PE350 Short covering DOWN UP 2 10000 -5000
CE360 PE360 Short covering DOWN UP 2 12500 -2500
CE370 PE370 Short covering DOWN UP 7 55000 -15000
CE380 PE380 Short covering DOWN UP 7 87500 -12500
CE390 PE390 Short covering DOWN UP 22 57500 -27500
CE400 PE400 Short covering DOWN UP 236 197500 -55000
CE410 PE410 Short Buildup UP DOWN 1123 492500 5000
CE420 PE420 Long Liquidation DOWN DOWN 438 797500 -422500
CE430 PE430 Long Liquidation DOWN DOWN 199 670000 -270000
CE440 PE440 Long Liquidation DOWN DOWN 84 477500 -27500
CE450 PE450 Long Liquidation DOWN DOWN 10 300000 -15000
CE460 PE460 Long Liquidation DOWN DOWN 12 95000 -12500
CE470 PE470 Long Buildup UP UP - 90000 -
CE480 PE480 Long Buildup UP UP - 650000 -
CALLS

1000000

500000

0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
10 20 30 40 50 60 70 80 9 0 00 10 20 3 0 40 50 60
-50000011 11 11 11 11 11 11 11 11 12 12 12 12 12 12 12

-1000000

-1500000

-2000000

-2500000
-1000000

-1500000

-2000000

-2500000

CHG in OI > Volume - Better to Sell the strike

STRIKE 330 340 350 360


CE SELL SELL BUY BUY
PE SELL SELL SELL BUY
PCR RATIO
31537.1 Last Update @ 15:30:30 May 30, 2019 Oversold CURRENT
0.72 0.99
0
Call Price Put Price Put Change in Put Net OI Put price
Call LTP strike Put LTP
change Change OI Volume change
- - 320 0.1 - - 22500 - UP
- - 330 0.05 - - 62500 - UP
- 54.1 340 0.05 - - 77500 - UP
3.6 56.45 350 0.05 -0.05 - 170000 4 DOWN
0.05 45.05 360 0.05 - -10000 85000 5 UP
2.3 39 370 0.05 -0.1 -10000 112500 14 DOWN
3.55 28.55 380 0.05 -0.2 -15000 365000 57 DOWN
4.05 19 390 0.05 -0.3 -50000 140000 86 DOWN
1.3 8.65 400 0.05 -1.2 -27500 295000 544 DOWN
-1.85 0.05 410 0.2 -5.2 -112500 57500 131 DOWN
-0.55 0.05 420 10.2 -3.25 -27500 150000 24 DOWN
-0.25 0.05 430 21.4 -2.6 - 20000 1 DOWN
-0.1 0.05 440 23.95 - - 5000 - UP
-0.1 0.05 450 - - - - - UP
-0.05 0.05 460 55.75 9.4 - 2500 1 UP
- 0.05 470 - - - - - UP
- 0.1 480 - - - - - UP
PUTS

2000000

1500000

0 0 0 0 0 0 1000000
10 20 3 0 40 50 60
12 12 12 1 2 12 12 Column I
Column O
Column G 500000 Column Q

0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
1 1 0 1 20 130 140 1 50 160 170 1 80 1 90 200 21 0 2 20 230 2 40 2 50 260
-5000001 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
Column I
Column O
Column G 500000 Column Q

0
00 00 00 0 0 00 00 00 00 00 00 00 00 00 00 00 00
1 1 1 11 2 1 1 3 1 1 4 11 5 1 1 6 1 1 7 11 8 11 9 1 2 0 12 1 12 2 1 2 3 12 4 12 5 1 2 6
-500000

-1000000

Sell the strike CHG in OI < Volume - Better to Buy the strike

370 380 390 400 410 420 430 440 450


BUY BUY BUY BUY SELL BUY BUY BUY BUY
BUY BUY BUY BUY BUY BUY SELL SELL SELL
PCR RATIO Todays Date
Overbought 19/Jun/19
1.60

OI change Interpretation

UP Long Buildup
UP Long Buildup
UP Long Buildup
UP Short Buildup
DOWN Short covering
DOWN Long Liquidation
DOWN Long Liquidation
DOWN Long Liquidation
DOWN Long Liquidation
DOWN Long Liquidation
DOWN Long Liquidation
UP Short Buildup
UP Long Buildup
UP Long Buildup
UP Long Buildup
UP Long Buildup
UP Long Buildup
Column O
Column Q

00 500 600
12 1 2
Column O
Column Q

00 500 600
12 1 2

460
BUY
SELL
ADANIPORTS
409
400
10

CE PE
CEStrike PrPEStrike Price
CE240 PE240
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE

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