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Nifty 10800 CE and Future Buildup Analysis

The document is an options chain for the Nifty 50 stock index. It provides data on call and put options contracts traded on the index, including open interest, changes in open interest and trading volumes for a range of strike prices. Key details include the underlying index level of 11,999.10, the date of November 20, 2019, and the time of 15:30:11 IST.

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muralinaidu
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as XLSX, PDF, TXT or read online on Scribd
39 views317 pages

Nifty 10800 CE and Future Buildup Analysis

The document is an options chain for the Nifty 50 stock index. It provides data on call and put options contracts traded on the index, including open interest, changes in open interest and trading volumes for a range of strike prices. Key details include the underlying index level of 11,999.10, the date of November 20, 2019, and the time of 15:30:11 IST.

Uploaded by

muralinaidu
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

Nov 20, 2019 Option Chain (Equity Derivatives)

Last Update @ [Link] IST View Options Contracts for:


NIFTY OR
11999.10 Filter by: Expiry Date
12000 Futures contracts
CE PE
CE PE
CE PE CALLS
CEStrike Price PEStrike Price Chart
CE PE
CE9200 PE9200 Graph
CE9250 PE9250 Graph
CE9300 PE9300 Graph
CE9350 PE9350 Graph
CE9400 PE9400 Graph
CE9450 PE9450 Graph
CE9500 PE9500 Graph
CE9550 PE9550 Graph
CE9600 PE9600 Graph
CE9650 PE9650 Graph
CE9700 PE9700 Graph
CE9750 PE9750 Graph
CE9800 PE9800 Graph
CE9850 PE9850 Graph
CE9900 PE9900 Graph
CE9950 PE9950 Graph
CE10000 PE10000 Graph
CE10050 PE10050 Graph
CE10100 PE10100 Graph
CE10150 PE10150 Graph
CE10200 PE10200 Graph
CE10250 PE10250 Graph
CE10300 PE10300 Graph
CE10350 PE10350 Graph
CE10400 PE10400 Graph
CE10450 PE10450 Graph
CE10500 PE10500 Graph
CE10550 PE10550 Graph
CE10600 PE10600 Graph
CE10650 PE10650 Graph
CE10700 PE10700 Graph
CE10750 PE10750 Graph
CE10800 PE10800 Graph
CE10850 PE10850 Graph
CE10900 PE10900 Graph
CE10950 PE10950 Graph
CE11000 PE11000 Graph
CE11050 PE11050 Graph
CE11100 PE11100 Graph
CE11150 PE11150 Graph
CE11200 PE11200 Graph
CE11250 PE11250 Graph
CE11300 PE11300 Graph
CE11350 PE11350 Graph
CE11400 PE11400 Graph
CE11450 PE11450 Graph
CE11500 PE11500 Graph
CE11550 PE11550 Graph
CE11600 PE11600 Graph
CE11650 PE11650 Graph
CE11700 PE11700 Graph
CE11750 PE11750 Graph
CE11800 PE11800 Graph
CE11850 PE11850 Graph
CE11900 PE11900 Graph
CE11950 PE11950 Graph
CE12000 PE12000 Graph
CE12050 PE12050 Graph
CE12100 PE12100 Graph
CE12150 PE12150 Graph
CE12200 PE12200 Graph
CE12250 PE12250 Graph
CE12300 PE12300 Graph
CE12350 PE12350 Graph
CE12400 PE12400 Graph
CE12450 PE12450 Graph
CE12500 PE12500 Graph
CE12550 PE12550 Graph
CE12600 PE12600 Graph
CE12650 PE12650 Graph
CE12700 PE12700 Graph
CE12750 PE12750 Graph
CE12800 PE12800 Graph
CE12850 PE12850 Graph
CE12900 PE12900 Graph
CE12950 PE12950 Graph
CE13000 PE13000 Graph
CE13050 PE13050 Graph
CE13100 PE13100 Graph
CE13150 PE13150 Graph
CE13200 PE13200 Graph
CE13250 PE13250 Graph
CE13300 PE13300 Graph
CE13350 PE13350 Graph
CE13400 PE13400 Graph
CE13450 PE13450 Graph
CE13500 PE13500 Graph
CE PE Total
CE PE
CE PE Top
CE PE Note :
CE PE
CE PE 10% interest rate is applied while computing implied volatility.
#REF! #REF!
#REF! #REF!
#REF! #REF! Open Interest values in the option chain are refreshed at the end of the day after b
CE PE highlighted Highlighted options are in-the-money.
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
Underlying Index: NIFTY 11999.10 As on Nov 20, 2019 [Link] IST

OI Chng in OI Volume

5,400 - 6
- - -
- - -
- - -
- - -
- - -
71,250 -1,425 24
- - -
15,900 -75 1
- - -
1,200 - -
150 - -
1,050 - -
- - -
86,850 - 4
- - -
848,025 1,425 300
- - -
4,200 - -
- - -
8,475 -300 4
- - -
6,825 - 1
- - -
8,100 - 3
- - -
196,725 -3,075 126
675 - -
34,650 -75 7
- - -
39,975 -375 7
- - -
45,000 -1,650 26
150 - -
56,625 -675 19
525 - -
381,750 -7,050 322
- - -
37,800 -1,050 31
225 - -
158,625 -2,100 50
450 - -
69,675 -300 56
1,650 -75 1
374,850 -251,250 3,749
825 75 2
912,900 301,725 5,333
4,800 75 5
337,500 86,850 2,201
4,650 -300 18
456,000 8,175 2,928
9,750 -75 9
1,361,250 -7,800 7,453
27,225 -1,575 738
1,169,925 -248,475 32,301
132,525 -11,625 6,983
2,454,300 251,475 117,865
258,525 123,675 26,810
1,420,500 154,425 80,928
149,100 40,350 11,658
1,880,025 148,950 74,330
227,625 39,150 9,216
1,164,900 -140,700 42,472
69,525 18,750 2,111
791,250 9,975 15,773
40,200 19,800 1,203
1,209,150 -8,325 16,292
3,900 - 54
284,475 34,650 4,064
12,075 11,925 623
170,250 31,800 1,368
675 - 2
85,125 -2,325 193
1,425 75 3
29,250 900 84
- - -
360,225 50,700 2,376
975 - 1
25,875 5,550 163
- - -
7,575 -225 20
- - -
10,725 - 25
1,575 - -
7,950 -600 44
- - -
10,350 3,000 379
17,551,650 470,765

hile computing implied volatility.

tion chain are refreshed at the end of the day after bhavcopy file has been made available on the website.
ns are in-the-money.
IV LTP Net Chng Bid Bid Ask Ask
Qty Price Price Qty
57.64 2,819.45 59.45 75 2,792.40 2,822.10 75
- - - 75 2,722.35 2,898.95 75
- - - 75 2,672.35 2,848.95 75
- - - 4,875 2,551.10 2,799.00 75
- - - 375 2,501.55 2,748.25 150
- - - 4,875 2,451.25 2,698.95 4,875
- 2,514.50 32.9 150 2,502.60 2,516.35 150
- - - 4,875 2,351.20 2,598.95 4,875
- 2,408.00 41 75 2,402.60 2,409.20 150
- - - 4,875 2,251.20 2,498.95 4,875
- 2,207.45 - 75 2,216.50 2,437.30 75
- 2,115.00 - 4,875 2,151.20 2,398.95 4,875
- 2,110.00 - 75 2,167.35 2,277.55 600
- - - 4,875 2,051.20 2,298.95 4,875
79.75 2,147.45 70.15 75 2,101.05 2,109.35 75
- - - 4,875 1,951.20 2,198.95 4,875
- 2,006.85 47.25 150 2,007.10 2,011.95 600
- - - 4,875 1,851.20 2,098.95 4,875
- 1,846.85 - 75 1,897.15 1,926.55 75
- - - 4,875 1,751.20 1,998.95 4,875
- 1,810.00 62.5 825 1,757.55 1,820.55 75
- - - 4,875 1,651.20 1,898.95 4,875
- 1,708.00 62.95 150 1,701.60 1,712.25 75
- - - 4,875 1,551.20 1,798.95 4,875
64.51 1,651.65 103.9 75 1,604.60 1,612.80 75
- - - 4,875 1,479.55 1,698.95 4,875
- 1,508.40 48.15 75 1,507.00 1,514.40 300
- 1,234.05 - 1,200 1,385.10 1,545.00 1,200
55.96 1,448.25 100.35 75 1,402.95 1,412.40 75
- - - 1,200 1,291.40 1,440.40 1,200
- 1,317.40 68.45 75 1,294.95 1,322.65 75
- - - 1,200 1,197.65 1,379.60 1,200
- 1,214.00 64 75 1,204.45 1,245.75 2,325
- 1,125.55 - 1,125 1,088.25 1,263.10 1,125
29.35 1,125.00 73 75 1,101.95 1,115.70 75
- 989.55 - 1,125 1,003.85 1,076.00 75
- 1,016.25 34.95 300 1,011.20 1,016.80 75
- - - 75 948.15 977.50 75
- 921 46 75 908 917.90 75
- 870.9 - 75 850.35 876.35 75
- 815 31.2 150 810.2 817.75 75
- 717.7 - 75 749.1 784.6 75
- 715.65 46.65 300 712.55 719.7 150
- 670 55 75 649.1 678.55 75
- 615 60 150 615.05 620.05 75
- 567.75 53.25 75 527.6 581.2 75
- 518.35 37.45 75 517.25 520.85 150
- 465 35 75 455.55 486.5 75
- 422.8 30.3 750 421.9 425.7 75
16.08 386.55 55.2 75 371.95 381.65 75
11.91 330.1 43.15 750 329.1 334.1 75
10.98 281.5 45.3 75 277 294.45 75
12.24 241.4 34.25 750 240.7 243.5 900
12.04 199.5 28.45 75 194.8 201.9 825
12.06 161.85 26.2 75 160.5 161.9 3,000
11.64 125.3 19.9 75 125.35 127.4 4,800
11.71 96.2 17.5 750 95.1 96 825
11.56 70.35 12.95 825 69.05 70.35 450
11.42 49.35 9.85 750 49.05 49.55 750
11.42 33.85 7.4 75 33.2 34.1 600
11.37 22.1 4.5 150 22.1 22.45 225
11.25 13.55 3.25 150 13.1 13.9 75
11.62 9.25 2.25 750 9.05 9.25 1,425
12 6.35 0.8 75 5 6.45 75
12.6 4.75 0.7 900 4.75 4.95 750
13.15 3.55 0.05 450 3.35 4.25 75
14 3.05 0.1 2,700 3.05 3.2 3,075
14.5 2.3 -0.75 300 1.15 2.95 75
15.52 2.2 -0.3 75 2.1 2.4 450
16.84 2.4 -1.35 450 0.5 2.4 75
17.13 1.75 -0.2 4,500 1.65 1.8 75
17.37 1.25 -0.15 900 0.7 2.4 600
18.37 1.25 -0.35 4,275 1.25 1.35 825
18.33 0.8 - 225 0.8 2.45 600
20.13 1.15 -0.5 75 1.05 1.25 75
- - - 900 0.55 2.5 600
21.27 0.85 - 2,250 0.85 0.95 75
23.23 1.25 -0.05 225 0.5 2.5 3,000
23.54 1 0.2 75 0.8 1 600
- - - 900 0.2 2.4 3,000
23.26 0.45 -0.25 975 0.45 0.6 1,125
- - - 4,950 0.25 2.3 3,000
24.65 0.4 -0.5 1,500 0.35 0.4 75
- 0.15 - 7,050 0.15 2 225
27.38 0.6 -0.05 900 0.45 0.6 450
- - - 4,950 0.05 2 225
27.16 0.3 -0.2 1,500 0.3 0.4 150
PUTS
Strike Price Bid Bid Ask Ask Net Chng LTP
Qty Price Price Qty
9200 1,500 0.35 0.55 1,425 -0.15 0.65
9250 150 0.1 2.45 150 1.5 2.4
9300 600 0.2 2.7 3,000 - -
9350 - - 2.75 3,000 - -
9400 450 0.1 2 3,000 - 2
9450 - - 2.4 3,000 - -
9500 1,575 0.45 0.55 600 - 0.5
9550 - - 2.75 3,000 - -
9600 4,425 0.35 0.65 75 0.2 0.65
9650 - - 2.75 3,000 - -
9700 2,400 0.25 1 150 - 2.25
9750 - - 2.75 3,000 - 2.5
9800 900 0.5 0.8 75 0.3 0.8
9850 - - 2.75 3,000 - -
9900 1,500 0.4 0.85 75 -0.1 0.4
9950 - - 2.75 3,000 - -
10000 1,725 0.55 0.6 5,625 -0.1 0.55
10050 3,975 0.05 2.75 3,000 - -
10100 75 0.35 0.75 75 -0.1 0.6
10150 3,975 0.05 2.75 3,000 - -
10200 75 1 1.35 75 0.05 1.4
10250 4,875 0.05 2.75 3,000 - -
10300 150 0.9 1.15 75 -0.4 0.8
10350 4,875 0.05 2.75 3,000 - -
10400 150 1.4 1.7 1,500 0.1 1.5
10450 3,975 0.15 2.75 3,000 - -
10500 4,350 1.35 1.5 1,425 0.05 1.45
10550 7,950 0.2 - - - 2.1
10600 75 1.2 2 150 0.25 1.65
10650 7,950 0.2 - - - 4.1
10700 75 1.85 2.15 225 0.05 2.1
10750 36,000 1 - - - -
10800 300 2.25 2.8 1,200 0.35 2.35
10850 150 1 3.15 75 -1.25 2.25
10900 600 2.65 2.9 75 0.3 2.9
10950 300 1 3.2 225 - 2.75
11000 450 3.4 3.5 2,550 -0.05 3.45
11050 75 2.95 3.4 75 0.55 3.4
11100 4,425 3.8 4.35 300 -0.15 3.8
11150 75 3.05 4 75 0.4 3.7
11200 150 4.6 4.8 75 0.6 4.8
11250 225 3.15 4.4 75 0.1 4.2
11300 3,375 4.9 5 4,425 0.05 4.95
11350 525 4.2 5.1 75 0.3 5.1
11400 150 6.45 6.9 75 0.15 6.6
11450 1,050 6.55 9.5 75 -0.3 6.85
11500 1,050 8.8 8.95 75 -1.1 8.8
11550 75 9.2 10.7 750 -1.05 10.7
11600 750 12.65 12.95 750 -2.55 12.7
11650 300 14.95 15.05 75 -3.9 14.95
11700 675 18.7 19.2 675 -5.55 19.2
11750 450 22.2 23.35 75 -8 22.55
11800 900 29.2 29.7 675 -11.45 29.7
11850 75 36.05 37.6 75 -14.7 37.65
11900 75 48.4 48.5 975 -19.1 48
11950 825 62.7 63.65 825 -22.45 63
12000 75 82.95 83 3,300 -27.3 83
12050 825 104.9 108.95 750 -27.55 106.85
12100 900 135.5 137.6 75 -33.45 137.6
12150 75 165.15 171 75 -34.6 169.15
12200 1,050 210.1 211.9 75 -35.9 210
12250 75 245.5 253.85 75 -66.4 235.05
12300 825 292.9 298.75 75 -35.5 294.75
12350 75 323.75 387.05 75 - 398.9
12400 75 388.5 394.7 75 -36.2 390
12450 75 424.4 458 75 - 524.5
12500 375 486.1 491.65 75 -39.15 490.2
12550 975 499.15 564.2 75 -33.3 557.7
12600 75 579.95 594.55 75 -46 585
12650 975 593.65 665.15 975 - -
12700 75 675.55 695.65 75 -39.35 680
12750 975 699.1 763.85 975 - -
12800 150 777 791.35 75 -83.5 756.25
12850 75 790.75 861.55 75 - -
12900 75 865.30 897.50 75 - 1,045.00
12950 975 892.20 977.45 975 - -
13000 375 982.05 987.15 1,800 -46.15 984.75
13050 75 976.65 1,093.95 975 - -
13100 150 1,076.75 1,087.25 75 -70.15 1,042.40
13150 75 1,063.40 1,206.60 75 - -
13200 75 1,174.05 1,187.60 75 -46 1,179.00
13250 975 1,186.25 1,348.70 75 - -
13300 75 1,274.75 1,285.25 75 -45 1,275.00
13350 150 1,309.20 1,337.45 75 - 1,378.60
13400 75 1,371.15 1,391.30 75 -28.6 1,385.00
13450 900 1,386.90 1,516.30 75 - -
13500 75 1,470.70 1,493.25 75 -60.7 1,445.75
IV Volume Chng in OI OI Chart

63.63 16 150 9,675 Graph


71.57 2 150 150 Graph
- - - - Graph
- - - - Graph
- - - 525 Graph
- - - - Graph
55.23 113 -1,125 83,550 Graph
- - - - Graph
54.29 5 -75 7,950 Graph
- - - - Graph
- - - 1,200 Graph
- - - 150 Graph
50.77 9 -375 1,800 Graph
- - - - Graph
45.35 41 75 84,225 Graph
- - - - Graph
44.51 1,397 -4,950 562,725 Graph
- - - - Graph
42.67 7 - 9,900 Graph
- - - - Graph
44.28 54 -3,000 29,925 Graph
- - - - Graph
39.43 29 450 21,975 Graph
- - - - Graph
39.9 126 1,425 44,550 Graph
- - - - Graph
37.4 594 750 369,825 Graph
- - - 675 Graph
35.61 209 -975 81,375 Graph
- - - 75 Graph
34.29 164 -1,350 181,875 Graph
- - - - Graph
32.36 855 -17,625 336,075 Graph
30.96 7 225 1,275 Graph
30.81 863 - 211,125 Graph
29.35 1 - 2,325 Graph
29.06 4,053 -26,175 1,024,425 Graph
27.73 61 -2,925 5,550 Graph
26.92 2,593 -5,775 503,925 Graph
25.52 349 3,600 17,250 Graph
25.29 5,170 -65,250 1,032,150 Graph
23.42 346 -1,125 18,975 Graph
22.74 8,700 -20,625 1,054,050 Graph
21.51 1,692 -3,000 52,500 Graph
21.15 14,257 89,850 1,477,725 Graph
19.88 2,787 19,275 106,800 Graph
19.45 31,916 192,450 2,389,200 Graph
18.78 4,301 36,750 104,775 Graph
17.96 27,490 218,175 2,389,950 Graph
17.07 5,934 -4,050 155,850 Graph
16.57 47,654 230,025 2,110,650 Graph
15.57 10,069 30,825 217,350 Graph
15.16 73,857 -61,200 2,158,875 Graph
14.53 12,910 53,475 259,800 Graph
13.92 100,044 222,525 2,444,250 Graph
13.59 20,393 147,150 265,725 Graph
13.44 127,997 904,125 1,915,200 Graph
13.26 6,130 29,250 36,750 Graph
13.48 23,207 132,600 297,300 Graph
13.23 332 1,500 10,500 Graph
13.95 6,436 2,850 355,050 Graph
10.56 9 375 1,425 Graph
14.77 496 -5,100 44,625 Graph
- - - 225 Graph
16.91 72 1,875 21,300 Graph
- - - 75 Graph
20.14 1,477 -45,525 560,325 Graph
26.63 2 150 450 Graph
21.22 29 1,125 2,250 Graph
- - - - Graph
21.49 9 75 2,625 Graph
- - - - Graph
- 4 - 1,050 Graph
- - - - Graph
- - - 75 Graph
- - - - Graph
31.98 775 3,525 621,450 Graph
- - - - Graph
- 6 75 14,325 Graph
- - - - Graph
33.28 3 -75 2,175 Graph
- - - - Graph
31.5 27 -75 15,300 Graph
- - - 1,200 Graph
42.24 1 -75 5,625 Graph
- - - - Graph
- 4 - 375 Graph
546,084 23,742,375 Total
OR

TREND Interpretation OI change price change

BULLISH Short covering DOWN UP


BULLISH Short covering DOWN UP
BULLISH Short covering DOWN UP
BULLISH Long Buildup UP UP
BULLISH Long Buildup UP UP
BULLISH Long Buildup UP UP
BULLISH Short covering DOWN UP
BULLISH Short covering DOWN UP
BULLISH Long Buildup UP UP
BULLISH Long Buildup UP UP
BULLISH Long Buildup UP UP
BULLISH Short covering DOWN UP
BULLISH Long Buildup UP UP
BULLISH Short covering DOWN UP
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN

2500000

2000000

1500000

1000000
1000000

500000

0
11200 11300 11400 11500 11600 11700 11800 11900

100

80

60

40

20

0
1 1 1 1 1 1 1

-20

-40
open high
11235 11240
11145 11150
11123 11128
NIFTY O
Nifty Spot 11999.10

OR

Call Volume Call Net OI Call change in OI Call Price change

50 158625 -2100 31.2


56 69675 -300 46.65
3749 374850 -251250 60
5333 912900 301725 37.45
2201 337500 86850 30.3
2928 456000 8175 43.15
7453 1361250 -7800 34.25
32301 1169925 -248475 26.2
117865 2454300 251475 17.5
80928 1420500 154425 9.85
74330 1880025 148950 4.5
42472 1164900 -140700 2.25
15773 791250 9975 0.7
16292 1209150 -8325 0.1
4064 284475 34650 -0.3
1368 170250 31800 -0.2
00 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700

1 1 1 1 1 1 1 1 1 1 1 1
low close
11225 11230
11135 11140
11113 11118
NIFTY Options Open Interest Analysis
Last Update @ [Link] IST

Call LTP Call IV strike PUT IV

815 - 11200 25.29


715.65 - 11300 22.74
615 - 11400 21.15
518.35 - 11500 19.45
422.8 - 11600 17.96
330.1 11.91 11700 16.57
241.4 12.24 11800 15.16
161.85 12.06 11900 13.92
96.2 11.71 12000 13.44
49.35 11.42 12100 13.48
22.1 11.37 12200 13.95
9.25 11.62 12300 14.77
4.75 12.6 12400 16.91
3.05 14 12500 20.14
2.2 15.52 12600 21.22
1.75 17.13 12700 21.49

140000

120000

100000

80000

Call Net OI
Put Net OI

60000

40000
Put Net OI

60000

40000

20000

400 12500 12600 12700 0


11200 11300 11400 11500

60

40

20

Call change in OI
Put Change in OI 0
11200 11300 11400 11500 11600

-20
1 1 1 1 1

-40

-60
18

16

14

12

10

0
11200 11300
nalysis
Nov 20, 2019

Put LTP Put Price Change Put Change in OI Put Net OI

4.8 0.6 -65250 1032150


4.95 0.05 -20625 1054050
6.6 0.15 89850 1477725
8.8 -1.1 192450 2389200
12.7 -2.55 218175 2389950
19.2 -5.55 230025 2110650
29.7 -11.45 -61200 2158875
48 -19.1 222525 2444250
83 -27.3 904125 1915200
137.6 -33.45 132600 297300
210 -35.9 2850 355050
294.75 -35.5 -5100 44625
390 -36.2 1875 21300
490.2 -39.15 -45525 560325
585 -46 1125 2250
680 -39.35 75 2625
11200 11300 11400 11500 11600 11700 11800 11900 12000 12100 12200 1230

00 11300 11400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500
18

16

14

12

10

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 12100
Expiry (DDMONYYYY)
28-11-2019

Put Volume price change OI change Interpretation

5170 UP DOWN Short covering


8700 UP DOWN Short covering
14257 UP UP Long Buildup
31916 DOWN UP Short Buildup
27490 DOWN UP Short Buildup
47654 DOWN UP Short Buildup
73857 DOWN DOWN Long Liquidation
100044 DOWN UP Short Buildup
127997 DOWN UP Short Buildup
23207 DOWN UP Short Buildup
6436 DOWN UP Short Buildup
496 DOWN DOWN Long Liquidation
72 DOWN UP Short Buildup
1477 DOWN DOWN Long Liquidation
29 DOWN UP Short Buildup
9 DOWN UP Short Buildup

Call Volume
Put Volume
Call Volume
Put Volume

12000 12100 12200 12300 12400 12500 12600 12700

Put Price Change


Call Price change
00 12200 12300 12400 12500 12600 12700
Call IV
Prev Ca

11800 11900 12000 12100 12200 12300 12400 12500 12600 12700
TREND
Prev Call IV Prev Put IV
BEARISH - 20.99
BEARISH - 19.98
BEARISH - 19.02
BULLISH - 18.26
BULLISH 12.36 17.72
BULLISH 13.27 17.12
BULLISH 13.41 16.58
BULLISH 13.33 16.08
BULLISH 13.33 15.51
BULLISH 12.83 15.13
BULLISH 12.71 15.07
BULLISH 12.51 15.23
BULLISH 12.28 16.41
BULLISH 12.32 17.71
BULLISH 12.55 10.83
BULLISH 13.56 20.63

Call Volume
Put Volume
Call Volume
Put Volume
Call IV
Prev Call IV

12600 12700
OR

TREND Interpretation OI change price change

BULLISH Short covering DOWN UP


BULLISH Short covering DOWN UP
BULLISH Short covering DOWN UP
BULLISH Long Buildup UP UP
BULLISH Long Buildup UP UP
BULLISH Long Buildup UP UP
BULLISH Short covering DOWN UP
BULLISH Short covering DOWN UP
BULLISH Long Buildup UP UP
BULLISH Long Buildup UP UP
BULLISH Long Buildup UP UP
BULLISH Short covering DOWN UP
BULLISH Long Buildup UP UP
BULLISH Short covering DOWN UP
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN

2500000

2000000

1500000

1000000
1000000

500000

0
11200 11300 11400 11500 11600 11700 11800 11900

100

80

60

40

20

0
1 1 1 1 1 1 1

-20

-40
open high
11235 11240
11145 11150
11123 11128
NIFTY O
Nifty Spot 11999.10

OR

Call Volume Call Net OI Call change in OI Call Price change

50 158625 -2100 31.2


56 69675 -300 46.65
3749 374850 -251250 60
5333 912900 301725 37.45
2201 337500 86850 30.3
2928 456000 8175 43.15
7453 1361250 -7800 34.25
32301 1169925 -248475 26.2
117865 2454300 251475 17.5
80928 1420500 154425 9.85
74330 1880025 148950 4.5
42472 1164900 -140700 2.25
15773 791250 9975 0.7
16292 1209150 -8325 0.1
4064 284475 34650 -0.3
1368 170250 31800 -0.2
00 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700

1 1 1 1 1 1 1 1 1 1 1 1
low close
11225 11230
11135 11140
11113 11118
NIFTY Options Open Interest Analysis
Last Update @ [Link] IST

Call LTP Call IV strike PUT IV

815 - 11200 25.29


715.65 - 11300 22.74
615 - 11400 21.15
518.35 - 11500 19.45
422.8 - 11600 17.96
330.1 11.91 11700 16.57
241.4 12.24 11800 15.16
161.85 12.06 11900 13.92
96.2 11.71 12000 13.44
49.35 11.42 12100 13.48
22.1 11.37 12200 13.95
9.25 11.62 12300 14.77
4.75 12.6 12400 16.91
3.05 14 12500 20.14
2.2 15.52 12600 21.22
1.75 17.13 12700 21.49

140000

120000

100000

80000

Call Net OI
Put Net OI

60000

40000
Call Net OI
Put Net OI

60000

40000

20000

400 12500 12600 12700 0


11200 11300 11400 11500

60

40

20

Call change in OI
Put Change in OI 0
11200 11300 11400 11500 11600

-20
1 1 1 1 1

-40

-60
18

16

14

12

10

0
11200 11300
nalysis
Nov 20, 2019

Put LTP Put Price Change Put Change in OI Put Net OI

4.8 0.6 -65250 1032150


4.95 0.05 -20625 1054050
6.6 0.15 89850 1477725
8.8 -1.1 192450 2389200
12.7 -2.55 218175 2389950
19.2 -5.55 230025 2110650
29.7 -11.45 -61200 2158875
48 -19.1 222525 2444250
83 -27.3 904125 1915200
137.6 -33.45 132600 297300
210 -35.9 2850 355050
294.75 -35.5 -5100 44625
390 -36.2 1875 21300
490.2 -39.15 -45525 560325
585 -46 1125 2250
680 -39.35 75 2625
11200 11300 11400 11500 11600 11700 11800 11900 12000 12100 12200 1230

00 11300 11400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500
18

16

14

12

10

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 12100
Expiry (DDMONYYYY)
28-11-2019

Put Volume price change OI change Interpretation

5170 UP DOWN Short covering


8700 UP DOWN Short covering
14257 UP UP Long Buildup
31916 DOWN UP Short Buildup
27490 DOWN UP Short Buildup
47654 DOWN UP Short Buildup
73857 DOWN DOWN Long Liquidation
100044 DOWN UP Short Buildup
127997 DOWN UP Short Buildup
23207 DOWN UP Short Buildup
6436 DOWN UP Short Buildup
496 DOWN DOWN Long Liquidation
72 DOWN UP Short Buildup
1477 DOWN DOWN Long Liquidation
29 DOWN UP Short Buildup
9 DOWN UP Short Buildup

Call Volume
Put Volume
Call Volume
Put Volume

12000 12100 12200 12300 12400 12500 12600 12700

Put Price Change


Call Price change
00 12200 12300 12400 12500 12600 12700
Call IV
Prev Ca

11800 11900 12000 12100 12200 12300 12400 12500 12600 12700
TREND
Prev Call IV Prev Put IV
BEARISH - 20.99
BEARISH - 19.98
BEARISH - 19.02
BULLISH - 18.26
BULLISH 12.36 17.72
BULLISH 13.27 17.12
BULLISH 13.41 16.58
BULLISH 13.33 16.08
BULLISH 13.33 15.51
BULLISH 12.83 15.13
BULLISH 12.71 15.07
BULLISH 12.51 15.23
BULLISH 12.28 16.41
BULLISH 12.32 17.71
BULLISH 12.55 10.83
BULLISH 13.56 20.63

Call Volume
Put Volume
Call Volume
Put Volume
Call IV
Prev Call IV

12600 12700
OR

TREND Interpretation OI change price change

BULLISH Short covering DOWN UP


BULLISH Short covering DOWN UP
BULLISH Short covering DOWN UP
BULLISH Short covering DOWN UP
BULLISH Short covering DOWN UP
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN

2500000

2000000

1500000

1000000
1000000

500000

0
11200 11300 11400 11500 11600 11700 11800 11900

100

80

60

40

20

0
1 1 1 1 1 1 1

-20

-40
open high
11235 11240
11145 11150
11123 11128
NIFTY O
Nifty Spot 11849.85

OR

Call Volume Call Net OI Call change in OI Call Price change

1037 413025 -22800 6.25


54 46200 -1950 18.25
121 165375 -900 7.35
94 76125 -2250 5.25
203 630225 -4875 1.15
2233 681600 -11250 -2.5
1281 262725 -1500 -6
3997 417300 16725 -5.4
19409 1570275 57825 -7.6
52738 1388475 291450 -8.15
59475 2217225 76050 -8.15
31721 1229850 216600 -7.7
28292 1461300 156750 -5.1
19741 1221000 -177750 -2.8
7739 899400 -65475 -1.45
8388 1155600 -84000 -0.7
00 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700

1 1 1 1 1 1 1 1 1 1 1 1
low close
11225 11230
11135 11140
11113 11118
NIFTY Options Open Interest Analysis
Last Update @ [Link] IST

Call LTP Call IV strike PUT IV

870 - 11000 21.58


784.7 - 11100 20.15
674.95 - 11200 18.5
581.25 - 11300 17.64
486 - 11400 17.05
393.3 9.4 11500 16.5
308.45 11.96 11600 16.02
232 11.78 11700 15.48
164.2 11.84 11800 15.02
106.15 11.59 11900 14.53
63.75 11.59 12000 14.7
34.1 11.39 12100 15.1
17.5 11.43 12200 15.38
8.4 11.55 12300 17.82
4.55 12.08 12400 20.47
3.65 13.34 12500 21.58

140000

120000

100000

80000

Call Net OI
Put Net OI

60000

40000
Call Net OI
Put Net OI

60000

40000

20000

400 12500 12600 12700 0


11200 11300 11400 11500

60

40

20

Call change in OI
Put Change in OI 0
11200 11300 11400 11500 11600

-20
1 1 1 1 1

-40

-60
18

16

14

12

10

0
11200 11300
nalysis
Nov 14, 2019

Put LTP Put Price Change Put Change in OI Put Net OI

6 -0.6 29175 1133625


7.15 -1.75 34350 571275
8.3 -3.7 103200 1225875
12.05 -5.05 57450 948000
18.5 -7.15 1800 1167150
28.45 -8.7 114150 1933350
43.35 -11.2 71025 2115675
65.2 -13.2 57600 1585650
95.75 -14.3 130500 1742925
138 -14.55 61875 1492275
194.45 -15.7 -42975 843450
263.15 -15.25 -3150 145500
349.5 -11.25 1950 336525
440.3 -8.5 -1125 49800
539.7 -1.4 -300 15375
632 -7.6 -2400 629325
11200 11300 11400 11500 11600 11700 11800 11900 12000 12100 12200 1230

00 11300 11400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500
18

16

14

12

10

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 12100
Expiry (DDMONYYYY)
28-11-2019

Put Volume price change OI change Interpretation

5610 DOWN UP Short Buildup


4098 DOWN UP Short Buildup
8150 DOWN UP Short Buildup
8358 DOWN UP Short Buildup
14120 DOWN UP Short Buildup
26280 DOWN UP Short Buildup
28362 DOWN UP Short Buildup
31805 DOWN UP Short Buildup
50319 DOWN UP Short Buildup
35396 DOWN UP Short Buildup
17753 DOWN DOWN Long Liquidation
1814 DOWN DOWN Long Liquidation
1491 DOWN UP Short Buildup
253 DOWN DOWN Long Liquidation
40 DOWN DOWN Long Liquidation
524 DOWN DOWN Long Liquidation

Call Volume
Put Volume
Call Volume
Put Volume

12000 12100 12200 12300 12400 12500 12600 12700

Put Price Change


Call Price change
00 12200 12300 12400 12500 12600 12700
Call IV
Prev Ca

11800 11900 12000 12100 12200 12300 12400 12500 12600 12700
TREND
Prev Call IV Prev Put IV
BULLISH - 20.99
BULLISH - 19.98
BULLISH - 19.02
BULLISH - 18.26
BULLISH 12.36 17.72
BULLISH 13.27 17.12
BULLISH 13.41 16.58
BULLISH 13.33 16.08
BULLISH 13.33 15.51
BULLISH 12.83 15.13
BULLISH 12.71 15.07
BULLISH 12.51 15.23
BULLISH 12.28 16.41
BULLISH 12.32 17.71
BULLISH 12.55 10.83
BULLISH 13.56 20.63

Call Volume
Put Volume
Call Volume
Put Volume
Call IV
Prev Call IV

12600 12700
OR

TREND Interpretation OI change price change

BEARISH Long Liquidation DOWN DOWN


BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN

2500000

2000000

1500000

1000000
1000000

500000

0
11200 11300 11400 11500 11600 11700 11800 11900

100

80

60

40

20

0
1 1 1 1 1 1 1

-20

-40
open high
11235 11240
11145 11150
11123 11128
NIFTY O
Nifty Spot 11840.45

OR

Call Volume Call Net OI Call change in OI Call Price change

335 435825 -8625 -83.95


30 48150 -1875 -80.15
62 166275 -3000 -79.1
67 78375 -450 -69.5
222 635100 -5775 -74.25
1077 692850 -24075 -77.1
886 264225 1350 -76.45
2828 400575 24750 -70.55
8549 1512450 17025 -61.75
31228 1097025 204075 -52.5
63477 2141175 149475 -42.55
28264 1013250 11550 -30.05
33238 1304550 140325 -20.3
24552 1398750 5475 -12.45
14911 964875 -62025 -6.85
13115 1239600 -60525 -3.15
00 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700

1 1 1 1 1 1 1 1 1 1 1 1
low close
11225 11230
11135 11140
11113 11118
NIFTY Options Open Interest Analysis
Last Update @ [Link] IST

Call LTP Call IV strike PUT IV

860.05 - 11000 21.01


767 - 11100 20.22
664.05 - 11200 19.11
572.2 - 11300 18.31
483 - 11400 17.95
395 10.88 11500 17.22
310.05 11.8 11600 16.77
236.15 12.52 11700 16.24
170.05 12.63 11800 15.77
112.7 12.32 11900 15.34
69.4 12.09 12000 15.49
40.3 12.05 12100 15.71
21.5 11.98 12200 16.88
10.55 11.92 12300 17.87
5.6 12.26 12400 19.16
4.25 13.42 12500 21.89

140000
9

120000

100000

80000

Call Net OI
Put Net OI

60000

40000
Call Net OI
Put Net OI

60000

40000

20000

400 12500 12600 12700 0


11200 11300 11400 11500

60

40

20

Call change in OI
Put Change in OI 0
11200 11300 11400 11500 11600

-20
1 1 1 1 1

-40

-60
18

16

14

12

10

0
11200 11300
nalysis
Nov 13, 2019

Put LTP Put Price Change Put Change in OI Put Net OI

6.5 -0.65 -23625 1104450


9.1 -0.1 -1275 536925
11.85 0.4 60075 1122675
16.8 0.95 22500 890550
25.95 2.4 -13200 1165350
37 4.2 6675 1819200
54.5 7.8 -20025 2044650
78 12.8 -28725 1528050
110.2 20.65 -16875 1612425
152.4 29.8 -29025 1430400
210.6 40.7 -73950 886425
279.3 52.8 -1500 148650
363 63.85 120375 334575
450 70.1 13725 50925
542 81.7 750 15675
643.2 82.85 1125 631725
11200 11300 11400 11500 11600 11700 11800 11900 12000 12100 12200 1230

00 11300 11400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500
18

16

14

12

10

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 12100
Expiry (DDMONYYYY)
28-11-2019

Put Volume price change OI change Interpretation

4867 DOWN DOWN Long Liquidation


3933 DOWN DOWN Long Liquidation
6686 UP UP Long Buildup
8934 UP UP Long Buildup
14572 UP DOWN Short covering
20632 UP UP Long Buildup
21903 UP DOWN Short covering
26885 UP DOWN Short covering
39539 UP DOWN Short covering
42408 UP DOWN Short covering
22078 UP DOWN Short covering
3406 UP DOWN Short covering
3881 UP UP Long Buildup
298 UP UP Long Buildup
75 UP UP Long Buildup
273 UP UP Long Buildup

Call Volume
Put Volume
Call Volume
Put Volume

12000 12100 12200 12300 12400 12500 12600 12700

Put Price Change


Call Price change
00 12200 12300 12400 12500 12600 12700
Call IV
Prev Ca

11800 11900 12000 12100 12200 12300 12400 12500 12600 12700
TREND
Prev Call IV Prev Put IV
BULLISH - 20.99
BULLISH - 19.98
BEARISH - 19.02
BEARISH - 18.26
BEARISH 12.36 17.72
BEARISH 13.27 17.12
BEARISH 13.41 16.58
BEARISH 13.33 16.08
BEARISH 13.33 15.51
BEARISH 12.83 15.13
BEARISH 12.71 15.07
BEARISH 12.51 15.23
BEARISH 12.28 16.41
BEARISH 12.32 17.71
BEARISH 12.55 10.83
BEARISH 13.56 20.63

Call Volume
Put Volume
Call Volume
Put Volume
Call IV
Prev Call IV

12600 12700
OR
TREND Interpretation OI change price change
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN

2500000

2000000

1500000

1000000

500000
1000000

500000

0
11200 11300 11400 11500 11600 11700 11800 11900

100

80

60

40

20

0
1 1 1 1

-20

-40
NIFTY O
Nifty Spot 11849.55

OR
Call Volume Call Net OI Call change in OI Call Price change
308 436800 -7650 -89
27 48375 -1650 -82.15
58 166650 -2625 -75.15
51 78300 -525 -79.15
207 634575 -6300 -74.15
1014 694575 -22350 -78.6
791 267375 4500 -74.5
2471 394200 18375 -66.7
6647 1530525 35100 -57.8
25661 1114425 221475 -49.65
56346 2217000 225300 -39.4
24914 1037100 35400 -28.1
27222 1293525 129300 -19.5
20748 1374525 -18750 -11.85
13168 993000 -33900 -6.6
10394 1305675 5550 -3.2
00 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700

1 1 1 1 1 1 1 1 1 1 1 1
NIFTY Options Open Interest Analysis
Last Update @ [Link] IST

Call LTP Call IV strike PUT IV


855 - 11000 20.99
765 - 11100 19.98
668 - 11200 19.02
562.55 - 11300 18.26
483.1 12.36 11400 17.72
393.5 13.27 11500 17.12
312 13.41 11600 16.58
240 13.33 11700 16.08
174 13.33 11800 15.51
115.55 12.83 11900 15.13
72.55 12.71 12000 15.07
42.25 12.51 12100 15.23
22.3 12.28 12200 16.41
11.15 12.32 12300 17.71
5.85 12.55 12400 10.83
4.2 13.56 12500 20.63

140000

120000

100000

80000

Call Net OI
Put Net OI

60000

40000
60000

40000

20000

400 12500 12600 12700 0


11200 11300 11400 11500

60

40

20

Call change in OI 0
Put Change in OI 11200 11300 1

-20

1 1 1 1 1 1 1

-40

-60

30
30

25

20

15

10

0
11200 11300
nalysis
Nov 13, 2019

0
Put LTP Put Price Change Put Change in OI Put Net OI
6.6 -0.55 6000 1134075
8.85 -0.35 1425 539625
11.5 0.05 52875 1115475
16.8 0.95 44625 912675
24.95 1.4 64575 1243125
35.9 3.1 44025 1856550
52.9 6.2 -15525 2049150
76 10.8 -16350 1540425
107.4 17.85 77025 1706325
149.75 27.15 26550 1485975
206.1 36.2 -27525 932850
279 52.5 2925 153075
358 58.85 -15750 198450
460 80.1 13575 50775
548.8 88.5 600 15525
639.65 79.3 975 631575
11200 11300 11400 11500 11600 11700 11800 11900 12000 12100 12200 1230

60

40

20

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 12100 12200 1

-20

-40

-60

30
30

25

20

15

10

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 1210
Expiry (DDMONYYYY)
28-11-2019

0
Put Volume price change OI change Interpretation
4253 DOWN UP Short Buildup
3461 DOWN UP Short Buildup
5239 UP UP Long Buildup
7411 UP UP Long Buildup
12031 UP UP Long Buildup
17826 UP UP Long Buildup
19042 UP DOWN Short covering
24031 UP DOWN Short covering
33782 UP UP Long Buildup
37799 UP UP Long Buildup
20071 UP DOWN Short covering
2928 UP UP Long Buildup
1483 UP DOWN Short covering
282 UP UP Long Buildup
64 UP UP Long Buildup
241 UP UP Long Buildup

Call Volume
Put Volume
12000 12100 12200 12300 12400 12500 12600 12700

Put Price Change


Call Price change
11900 12000 12100 12200 12300 12400 12500 12600 12700
Cal
PU

11800 11900 12000 12100 12200 12300 12400 12500 12600 12700
TREND
BULLISH
BULLISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH

Call Volume
Put Volume
Put Price Change
Call Price change
Call IV
PUT IV

00 12600 12700
OR
TREND Interpretation OI change price change
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN

2500000

2000000

1500000

1000000

500000
1000000

500000

0
11200 11300 11400 11500 11600 11700 11800 11900

100

80

60

40

20

0
1 1 1 1

-20

-40
NIFTY O
Nifty Spot 11865.20

OR
Call Volume Call Net OI Call change in OI Call Price change
21 48825 -1200 -35.4
32 167925 -1350 -43.15
41 78600 -225 -31.7
166 635850 -5025 -47.25
505 707925 -9000 -57.1
514 270750 7875 -49.5
2078 390675 14850 -51.6
4341 1516800 21375 -44.1
17995 1029000 136050 -36.75
44610 2207475 215775 -29.1
19521 1005825 4125 -21.15
20598 1239225 75000 -14.75
16170 1418475 25200 -8.65
9881 1014600 -12300 -5.05
8007 1323375 23250 -2.15
1409 314400 -5400 -1.25
00 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700

1 1 1 1 1 1 1 1 1 1 1 1
NIFTY Options Open Interest Analysis
Last Update @ [Link] IST

Call LTP Call IV strike PUT IV


811.75 - 11100 20.48
700 - 11200 19.39
610 - 11300 18.59
510 - 11400 18.06
415 11.11 11500 17.41
337 12.18 11600 16.86
255.1 12.86 11700 16.31
187.7 13.21 11800 15.72
128.45 12.82 11900 15.32
82.85 12.66 12000 15.17
49.2 12.39 12100 15.07
27.05 12.26 12200 15.76
14.35 12.25 12300 16.46
7.4 12.46 12400 17.16
5.25 13.25 12500 19.96
3.65 14.02 12600 24.13

140000

120000

100000

80000

Call Net OI
Put Net OI

60000

40000
60000

40000

20000

400 12500 12600 12700 0


11200 11300 11400 11500

60

40

20

Call change in OI 0
Put Change in OI 11200 11300 1

-20

1 1 1 1 1 1 1

-40

-60

30
30

25

20

15

10

0
11200 11300
nalysis
Nov 13, 2019

0
Put LTP Put Price Change Put Change in OI Put Net OI
8.35 -0.85 1950 540150
10.9 -0.55 43050 1105650
15.65 -0.2 27675 895725
23.2 -0.35 59850 1238400
33.9 1.1 62400 1874925
49.85 3.15 8025 2072700
71.1 5.9 3675 1560450
100.45 10.9 104400 1733700
140.75 18.15 129675 1589100
194.35 24.45 17250 977625
260 33.5 10425 160575
339 39.85 -1500 212700
417.9 38 14550 51750
517 56.7 825 15750
618 57.65 1875 632475
705.9 -0.95 300 900
11200 11300 11400 11500 11600 11700 11800 11900 12000 12100 12200 1230

60

40

20

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 12100 12200 1

-20

-40

-60

30
30

25

20

15

10

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 1210
Expiry (DDMONYYYY)
28-11-2019

0
Put Volume price change OI change Interpretation
2827 DOWN UP Short Buildup
4662 DOWN UP Short Buildup
5784 DOWN UP Short Buildup
10260 DOWN UP Short Buildup
13791 UP UP Long Buildup
14926 UP UP Long Buildup
18024 UP UP Long Buildup
25729 UP UP Long Buildup
30498 UP UP Long Buildup
16375 UP UP Long Buildup
2521 UP UP Long Buildup
1002 UP DOWN Short covering
267 UP UP Long Buildup
45 UP UP Long Buildup
201 UP UP Long Buildup
13 DOWN UP Short Buildup

Call Volume
Put Volume
12000 12100 12200 12300 12400 12500 12600 12700

Put Price Change


Call Price change
11900 12000 12100 12200 12300 12400 12500 12600 12700
Cal
PU

11800 11900 12000 12100 12200 12300 12400 12500 12600 12700
TREND
BULLISH
BULLISH
BULLISH
BULLISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BULLISH

Call Volume
Put Volume
Put Price Change
Call Price change
Call IV
PUT IV

00 12600 12700
OR
TREND Interpretation OI change price change
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN

2500000

2000000

1500000

1000000

500000
1000000

500000

0
11200 11300 11400 11500 11600 11700 11800 11900

100

80

60

40

20

0
1 1 1 1

-20

-40
NIFTY O
Nifty Spot 11879.80

OR
Call Volume Call Net OI Call change in OI Call Price change
18 48750 -1275 -31.25
29 168000 -1275 -35.5
38 78600 -225 -26.7
140 636000 -4875 -36.8
475 709275 -7650 -42.1
463 271125 8250 -38.9
1964 390375 14550 -38.05
4037 1512150 16725 -31.35
16144 1025925 132975 -27.85
40435 2169600 177900 -22.55
17980 994875 -6825 -16.75
18437 1211175 46950 -12.1
14742 1425375 32100 -7.25
8538 1015650 -11250 -4.2
7504 1309125 9000 -1.95
1282 311850 -7950 -1.3
00 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700

1 1 1 1 1 1 1 1 1 1 1 1
NIFTY Options Open Interest Analysis
Last Update @ [Link] IST

Call LTP Call IV strike PUT IV


815.9 - 11100 20.57
707.65 - 11200 19.43
615 - 11300 18.73
520.45 - 11400 18.17
430 11.31 11500 17.57
347.6 11.77 11600 17.04
268.65 12.89 11700 16.47
200.45 12.9 11800 15.97
137.35 12.5 11900 15.56
89.4 12.48 12000 15.56
53.6 12.27 12100 15.32
29.7 12.15 12200 15.84
15.75 12.2 12300 15.42
8.25 12.37 12400 18.68
5.45 13.1 12500 19.27
3.6 13.87 12600 25.68

140000

120000

100000

80000

Call Net OI
Put Net OI

60000

40000
60000

40000

20000

400 12500 12600 12700 0


11200 11300 11400 11500

60

40

20

Call change in OI 0
Put Change in OI 11200 11300 1

-20

1 1 1 1 1 1 1

-40

-60

30
30

25

20

15

10

0
11200 11300
nalysis
Nov 13, 2019

0
Put LTP Put Price Change Put Change in OI Put Net OI
7.85 -1.35 2850 541050
10.4 -1.05 36525 1099125
14.85 -1 6900 874950
21.75 -1.8 72675 1251225
31.75 -1.05 71175 1883700
46.3 -0.4 16725 2081400
66.75 1.55 4500 1561275
95.25 5.7 104175 1733475
133.45 10.85 147525 1606950
185.25 15.35 22050 982425
247.95 21.45 12675 162825
323.8 24.65 1950 216150
406.85 26.95 14625 51825
495.4 35.1 825 15750
590 29.65 1275 631875
705.9 -0.95 300 900
11200 11300 11400 11500 11600 11700 11800 11900 12000 12100 12200 1230

60

40

20

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 12100 12200 1

-20

-40

-60

30
30

25

20

15

10

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 1210
Expiry (DDMONYYYY)
28-11-2019

0
Put Volume price change OI change Interpretation
2640 DOWN UP Short Buildup
4310 DOWN UP Short Buildup
5036 DOWN UP Short Buildup
9277 DOWN UP Short Buildup
13019 DOWN UP Short Buildup
13838 DOWN UP Short Buildup
16168 UP UP Long Buildup
23129 UP UP Long Buildup
27473 UP UP Long Buildup
15160 UP UP Long Buildup
2403 UP UP Long Buildup
856 UP UP Long Buildup
265 UP UP Long Buildup
44 UP UP Long Buildup
176 UP UP Long Buildup
13 DOWN UP Short Buildup

Call Volume
Put Volume
12000 12100 12200 12300 12400 12500 12600 12700

Put Price Change


Call Price change
11900 12000 12100 12200 12300 12400 12500 12600 12700
Cal
PU

11800 11900 12000 12100 12200 12300 12400 12500 12600 12700
TREND
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BULLISH

Call Volume
Put Volume
Put Price Change
Call Price change
Call IV
PUT IV

00 12600 12700
OR
TREND Interpretation OI change price change
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN

2500000

2000000

1500000

1000000

500000
1000000

500000

0
11200 11300 11400 11500 11600 11700 11800 11900

100

80

60

40

20

0
1 1 1 1

-20

-40
NIFTY O
Nifty Spot 11895.45

OR
Call Volume Call Net OI Call change in OI Call Price change
17 48825 -1200 -13.45
22 168375 -900 -21.55
34 78750 -75 -12.5
133 635925 -4950 -22.25
431 710700 -6225 -28.15
454 271125 8250 -33.4
1824 390825 15000 -23.55
3825 1512525 17100 -20.85
14738 1018575 125625 -18
36243 2162925 171225 -15.2
16831 1002750 1050 -10.85
16070 1173000 8775 -8.5
13083 1448175 54900 -5.4
7227 1018800 -8100 -3.6
6697 1323600 23475 -1.9
1184 309600 -10200 -1.35
00 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700

1 1 1 1 1 1 1 1 1 1 1 1
NIFTY Options Open Interest Analysis
Last Update @ [Link] IST

Call LTP Call IV strike PUT IV


833.7 19.32 11100 20.63
721.6 - 11200 19.39
629.2 - 11300 18.66
535 - 11400 18.07
443.95 12.19 11500 17.45
353.1 13.1 11600 16.91
283.15 13.33 11700 16.28
210.95 13.36 11800 15.77
147.2 12.95 11900 15.28
96.75 12.8 12000 15.25
59.5 12.58 12100 15.19
33.3 12.41 12200 15.49
17.6 12.4 12300 16.12
8.85 12.49 12400 18
5.5 13.2 12500 18.77
3.55 14.02 12600 21.79

140000

120000

100000

80000

Call Net OI
Put Net OI

60000

40000
60000

40000

20000

400 12500 12600 12700 0


11200 11300 11400 11500

60

40

20

Call change in OI 0
Put Change in OI 11200 11300 1

-20

1 1 1 1 1 1 1

-40

-60

30
30

25

20

15

10

0
11200 11300
nalysis
Nov 13, 2019

0
Put LTP Put Price Change Put Change in OI Put Net OI
8 -1.2 -4725 533475
9.8 -1.65 27750 1090350
14.2 -1.65 6150 874200
20.7 -2.85 18150 1196700
30 -2.8 73575 1886100
43.9 -2.8 13725 2078400
62.5 -2.7 -12600 1544175
90.1 0.55 104100 1733400
125.4 2.8 148800 1608225
175 5.1 18300 978675
237.85 11.35 14475 164625
312 12.85 1875 216075
404.5 24.6 12450 49650
499.75 39.45 825 15750
589 28.65 1125 631725
694.05 -12.8 375 975
11200 11300 11400 11500 11600 11700 11800 11900 12000 12100 12200 1230

60

40

20

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 12100 12200 1

-20

-40

-60

30
30

25

20

15

10

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 1210
Expiry (DDMONYYYY)
28-11-2019

0
Put Volume price change OI change Interpretation
2310 DOWN DOWN Long Liquidation
3886 DOWN UP Short Buildup
4595 DOWN UP Short Buildup
7626 DOWN UP Short Buildup
12193 DOWN UP Short Buildup
12647 DOWN UP Short Buildup
14785 DOWN DOWN Long Liquidation
21339 UP UP Long Buildup
25000 UP UP Long Buildup
13890 UP UP Long Buildup
2240 UP UP Long Buildup
835 UP UP Long Buildup
231 UP UP Long Buildup
43 UP UP Long Buildup
170 UP UP Long Buildup
11 DOWN UP Short Buildup

Call Volume
Put Volume
12000 12100 12200 12300 12400 12500 12600 12700

Put Price Change


Call Price change
11900 12000 12100 12200 12300 12400 12500 12600 12700
Cal
PU

11800 11900 12000 12100 12200 12300 12400 12500 12600 12700
TREND
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BULLISH

Call Volume
Put Volume
Put Price Change
Call Price change
Call IV
PUT IV

00 12600 12700
OR
TREND Interpretation OI change price change
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN

2500000

2000000

1500000

1000000

500000
1000000

500000

0
11200 11300 11400 11500 11600 11700 11800 11900

1000000

800000

600000

400000

200000

0
11200 11300 11400 11500 11600 11700 11800 11900

-200000

-400000

30
30

25

20

15

10

0
11200 11300 11400 11500 11600 11700 11800 119
NIFTY O
Nifty Spot 11915.20

OR
Call Volume Call Net OI Call change in OI Call Price change
7 49575 -450 -13.15
9 169125 -150 -6.15
7 78900 75 -3.7
56 639600 -1275 -17.25
171 712425 -4500 -22.1
240 267825 4950 -20.5
1033 394875 19050 -24.2
1655 1498575 3150 -17.8
8411 939375 46425 -16
21039 2085900 94200 -13
10324 1026225 24525 -9.85
9822 1159425 -4800 -7.55
8706 1428825 35550 -4.7
4191 1036425 9525 -2.95
4404 1329825 29700 -1.45
874 313275 -6525 -0.95
00 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700

11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700
1600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12
NIFTY Options Open Interest Analysis
Last Update @ [Link] IST

Call LTP Call IV strike Put IV


834 - 11100 21.17
737 - 11200 19.84
638 - 11300 19.27
540 - 11400 18.69
450 - 11500 18.2
366 - 11600 17.63
282.5 11.46 11700 17.08
214 12.07 11800 16.66
149.2 12.12 11900 16.3
98.95 12.18 12000 16.45
60.5 12.04 12100 16.37
34.25 11.95 12200 16.95
18.3 11.93 12300 17.85
9.5 12.07 12400 20.93
5.95 12.79 12500 22.16
3.95 13.6 12600 20.83

140000

120000

100000

80000

Call Net OI
Put Net OI

60000

40000
60000

40000

20000

400 12500 12600 12700 0


11200 11300 11400 11500

60

40

20

Call change in OI
Put Change in OI
0
11200 11300 1

-20
12500 12600 12700

-40

-60
Call IV
PUT IV

12400 12500 12600 12700


nalysis
Nov 13, 2019

0
Put LTP Put Price Change Put Change in OI Put Net OI
8 -1.2 -5025 533175
9.65 -1.8 23175 1085775
14.25 -1.6 3675 871725
21.05 -2.5 11400 1189950
31 -1.8 61125 1873650
44.75 -1.95 19800 2084475
63.85 -1.35 -13500 1543275
91 1.45 82575 1711875
127.5 4.9 78375 1537800
177.6 7.7 10500 970875
237.3 10.8 22650 172800
312 12.85 3750 217950
390 10.1 1050 38250
486.1 25.8 375 15300
581.05 20.7 150 630750
660.25 -46.6 - 600
11200 11300 11400 11500 11600 11700 11800 11900 12000 12100 12200 1230

60

40

20

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 12100 12200 1

-20

-40

-60
Expiry (DDMONYYYY)
28-11-2019

0
Put Volume price change OI change Interpretation
1340 DOWN DOWN Long Liquidation
2106 DOWN UP Short Buildup
2404 DOWN UP Short Buildup
3743 DOWN UP Short Buildup
7101 DOWN UP Short Buildup
6871 DOWN UP Short Buildup
8557 DOWN DOWN Long Liquidation
11877 UP UP Long Buildup
15427 UP UP Long Buildup
8256 UP UP Long Buildup
1435 UP UP Long Buildup
553 UP UP Long Buildup
44 UP UP Long Buildup
24 UP UP Long Buildup
87 UP UP Long Buildup
1 DOWN UP Short Buildup

Call Volume
Put Volume
12000 12100 12200 12300 12400 12500 12600 12700

Put Price Change


Call Price change
11900 12000 12100 12200 12300 12400 12500 12600 12700
TREND
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BULLISH

Call Volume
Put Volume
Put Price Change
Call Price change
OR
TREND Interpretation OI change price change
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN

2500000

2000000

1500000

1000000

500000
1000000

500000

0
11200 11300 11400 11500 11600 11700 11800 11900

1000000

800000

600000

400000

200000

0
11200 11300 11400 11500 11600 11700 11800 11900

-200000

-400000
NIFTY O
Nifty Spot 11910.95

OR
Call Volume Call Net OI Call change in OI Call Price change
6 49650 -375 -31.15
9 169125 -150 -6.15
7 78900 75 -3.7
15 640725 -150 -26.25
156 712950 -3975 -21.1
231 268200 5325 -26.05
881 396450 20625 -22.6
1552 1499025 3600 -18.6
7774 940800 47850 -14.55
20062 2075925 84225 -12.25
9854 1018350 16650 -9.75
9467 1161825 -2400 -7.4
8410 1431300 38025 -4.8
4025 1032750 5850 -3.2
4136 1323525 23400 -1.5
848 313275 -6525 -0.95
00 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700

11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700
NIFTY Options Open Interest Analysis
Last Update @ [Link] IST

Call LTP IV strike IV


816 - 11100 21.16
737 - 11200 19.84
638 - 11300 19.23
531 - 11400 18.67
451 - 11500 18.1
360.45 9.47 11600 17.55
284.1 11.49 11700 17.02
213.2 12.22 11800 16.6
150.65 12.31 11900 16.29
99.7 12.34 12000 16.25
60.6 12.17 12100 16.49
34.4 12.09 12200 17.01
18.2 12.07 12300 16.96
9.25 12.16 12400 19.95
5.9 12.98 12500 21.17
3.95 13.75 12600 19.12

140000

120000

100000

80000

Call Net OI
Put Net OI

60000

40000
60000

40000

20000

400 12500 12600 12700 0


11200 11300 11400 11500

60

40

20

Call change in OI
Put Change in OI
0
11200 11300 1

-20
12500 12600 12700

-40

-60
nalysis
Nov 13, 2019

0
Put LTP Put Price Change Put Change in OI Put Net OI
8.15 -1.05 -7875 530325
9.85 -1.6 16800 1079400
14.55 -1.3 3450 871500
21.55 -2 12600 1191150
31.3 -1.5 58575 1871100
45.25 -1.45 19800 2084475
64.65 -0.55 -14100 1542675
91.6 2.05 96525 1725825
127.95 5.35 81600 1541025
177.4 7.5 19800 980175
237.8 11.3 21975 172125
314 14.85 4125 218325
390 10.1 1050 38250
491 30.7 300 15225
583 22.65 225 630825
660.25 -46.6 - 600
11200 11300 11400 11500 11600 11700 11800 11900 12000 12100 12200 1230

60

40

20

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 12100 12200 1

-20

-40

-60
Expiry (DDMONYYYY)
28-11-2019

0
Put Volume price change OI change Interpretation
1277 DOWN DOWN Long Liquidation
1880 DOWN UP Short Buildup
2335 DOWN UP Short Buildup
3539 DOWN UP Short Buildup
6817 DOWN UP Short Buildup
6593 DOWN UP Short Buildup
8108 DOWN DOWN Long Liquidation
11181 UP UP Long Buildup
14475 UP UP Long Buildup
7765 UP UP Long Buildup
1376 UP UP Long Buildup
529 UP UP Long Buildup
44 UP UP Long Buildup
23 UP UP Long Buildup
84 UP UP Long Buildup
1 DOWN UP Short Buildup

Call Volume
Put Volume
12000 12100 12200 12300 12400 12500 12600 12700

Put Price Change


Call Price change
11900 12000 12100 12200 12300 12400 12500 12600 12700
TREND
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BULLISH

Call Volume
Put Volume
Put Price Change
Call Price change
OR

TREND Interpretation OI change price change

BEARISH Long Liquidation DOWN DOWN


BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN

2500000

2000000

1500000

1000000
1000000

500000

0
11200 11300 11400 11500 11600 11700 11800 11900

1000000

800000

600000

400000

200000

0
11200 11300 11400 11500 11600 11700 11800 11900

-200000

-400000
NIFTY O
Nifty Spot 11905.20

OR

Call Volume Call Net OI Call change in OI Call Price change

6 49650 -375 -31.15


9 169125 -150 -6.15
7 78900 75 -3.7
15 640725 -150 -26.25
152 713100 -3825 -20.85
231 268200 5325 -26.05
857 396000 20175 -25.75
1515 1499175 3750 -20.85
7588 940575 47625 -17.45
19563 2076525 84825 -14.3
9512 1018800 17100 -11.1
9177 1155450 -8775 -8.1
8232 1426650 33375 -5.15
3985 1032525 5625 -3.2
4071 1322100 21975 -1.5
836 315525 -4275 -0.95
00 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700

11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700
NIFTY Options Open Interest Analysis
Last Update @ [Link] IST

Call LTP IV strike IV

816 - 11100 21.05


737 - 11200 19.74
638 - 11300 19.15
531 9.71 11400 18.62
451.25 - 11500 18.06
360.45 11.5 11600 17.53
280.95 12.25 11700 16.97
210.95 12.61 11800 16.52
147.75 12.42 11900 16.2
97.65 12.45 12000 16.09
59.25 12.27 12100 15.99
33.7 12.14 12200 17.1
17.85 12.17 12300 16.04
9.25 12.28 12400 18.95
5.9 13 12500 21.64
3.95 13.83 12600 17.09

140000

120000

100000

80000

Call Net OI
Put Net OI

60000

40000
Call Net OI
Put Net OI

60000

40000

20000

400 12500 12600 12700 0


11200 11300 11400 11500

60

40

20

Call change in OI
Put Change in OI
0
11200 11300 1

-20
12500 12600 12700

-40

-60
nalysis
Nov 13, 2019

Put LTP Put Price Change Put Change in OI Put Net OI

8.3 -0.9 -5175 533025


10.2 -1.25 14550 1077150
14.9 -0.95 3450 871500
22.2 -1.35 11625 1190175
32.1 -0.7 45075 1857600
46.6 -0.1 16425 2081100
66.1 0.9 -17325 1539450
93.9 4.35 91725 1721025
131 8.4 78150 1537575
180.35 10.45 18150 978525
243.5 17 20700 170850
314.3 15.15 3825 218025
390 10.1 1050 38250
491 30.7 300 15225
582 21.65 225 630825
660.25 -46.6 - 600
11200 11300 11400 11500 11600 11700 11800 11900 12000 12100 12200 1230

60

40

20

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 12100 12200 1

-20

-40

-60
Expiry (DDMONYYYY)
28-11-2019

Put Volume price change OI change Interpretation

1257 DOWN DOWN Long Liquidation


1731 DOWN UP Short Buildup
2297 DOWN UP Short Buildup
3484 DOWN UP Short Buildup
6665 DOWN UP Short Buildup
6385 DOWN UP Short Buildup
7941 UP DOWN Short covering
10817 UP UP Long Buildup
14112 UP UP Long Buildup
7550 UP UP Long Buildup
1330 UP UP Long Buildup
520 UP UP Long Buildup
44 UP UP Long Buildup
23 UP UP Long Buildup
82 UP UP Long Buildup
1 DOWN UP Short Buildup

Call Volume
Put Volume
Call Volume
Put Volume

12000 12100 12200 12300 12400 12500 12600 12700

Put Price Change


Call Price change
11900 12000 12100 12200 12300 12400 12500 12600 12700
TREND

BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BULLISH

Call Volume
Put Volume
Call Volume
Put Volume

Put Price Change


Call Price change
OR
TREND Interpretation OI change price change
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN

2500000

2000000

1500000

1000000

500000
1000000

500000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000

1000000

800000

600000

400000

200000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 12

-200000

-400000
NIFTY Options Ope
Nifty Spot 11899.60

OR
Call Volume Call Net OI Call change in OI Call Price change
6 49650 -375 -31.15
9 169125 -150 -6.15
7 78900 75 -3.7
14 640725 -150 -10.25
149 713250 -3675 -26.1
231 268200 5325 -26.05
839 393825 18000 -26.75
1444 1498725 3300 -23
7044 940425 47475 -20.2
18855 2059425 67725 -15.75
9131 1010175 8475 -12
8716 1147275 -16950 -9.05
7830 1420125 26850 -5.4
3740 1026150 -750 -3.4
3792 1311300 11175 -1.7
784 315225 -4575 -1.05

Call Net OI
Put Net OI
11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700

Call change in OI
Put Change in OI

700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700
NIFTY Options Open Interest Analysis
Last Update @ [Link] IST

Call LTP strike Put LTP Put Price Change


816 11100 8.4 -0.8
737 11200 10.3 -1.15
638 11300 15.15 -0.7
547 11400 22.4 -1.15
446 11500 32.65 -0.15
360.45 11600 47.25 0.55
279.95 11700 67.1 1.9
208.8 11800 94.85 5.3
145 11900 132.6 10
96.2 12000 182.15 12.25
58.35 12100 241.8 15.3
32.75 12200 320.6 21.45
17.6 12300 390 10.1
9.05 12400 491 30.7
5.7 12500 591.25 30.9
3.85 12600 660.25 -46.6

140000

120000

100000

80000

Call Net OI
Put Net OI

60000

40000
60000

40000

20000

0
2600 12700 11200 11300 11400 11500 11600 11700 118

60

40

20

Call change in OI
Put Change in OI
0
11200 11300 11400 11500 11600 11700 1180

-20
0 12700

-40

-60
Expiry (DDMONYYYY)
Nov 13, 2019 28-11-2019

0
Put Change in OI Put Net OI Put Volume price change
-4800 533400 1180 DOWN
7650 1070250 1565 DOWN
7350 875400 2232 DOWN
8850 1187400 3343 DOWN
48825 1861350 5911 DOWN
16125 2080800 6151 UP
-22725 1534050 7381 UP
90525 1719825 10401 UP
83775 1543200 13309 UP
18750 979125 7275 UP
18975 169125 1286 UP
3450 217650 503 UP
1050 38250 44 UP
300 15225 23 UP
75 630675 77 UP
- 600 1 DOWN
400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12

400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 1270
OI change Interpretation TREND
DOWN Long Liquidation BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Long Buildup BEARISH
DOWN Short covering BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Short Buildup BULLISH

Call Volume
Put Volume
12300 12400 12500 12600 12700

Put Price Change


Call Price change
300 12400 12500 12600 12700
OR
TREND Interpretation OI change price change
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BULLISH Long Buildup UP UP
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN

2500000

2000000

1500000

1000000

500000
1000000

500000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000

1000000

800000

600000

400000

200000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 12

-200000

-400000
NIFTY Options Ope
Nifty Spot 11929.90

OR
Call Volume Call Net OI Call change in OI Call Price change
3 49875 -150 -2.55
7 169125 -150 -0.45
4 78825 - 2.3
13 640800 -75 -1.8
117 713850 -3075 -7.35
219 268725 5850 -9.95
683 393600 17775 -9.2
1106 1494375 -1050 -7.5
5542 927375 34425 -6.2
14648 2068650 76950 -5.25
7170 990600 -11100 -4.2
6679 1142925 -21300 -3.85
6532 1428525 35250 -2.5
2741 1016400 -10500 -1.9
3038 1294875 -5250 -1.05
608 313050 -6750 -0.8

Call Net OI
Put Net OI
11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700

Call change in OI
Put Change in OI

700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700
NIFTY Options Open Interest Analysis
Last Update @ [Link] IST

Call LTP strike Put LTP Put Price Change


844.6 11100 7.9 -1.3
742.7 11200 9.9 -1.55
644 11300 14.05 -1.8
555.45 11400 20.55 -3
464.75 11500 30.55 -2.25
376.55 11600 43.7 -3
297.5 11700 62.15 -3.05
224.3 11800 88.15 -1.4
159 11900 123.5 0.9
106.7 12000 170.85 0.95
66.15 12100 230 3.5
37.95 12200 298 -1.15
20.5 12300 383 3.1
10.55 12400 482.5 22.2
6.35 12500 569.4 9.05
4.1 12600 660.25 -46.6

140000

120000

100000

80000

Call Net OI
Put Net OI

60000

40000
60000

40000

20000

0
2600 12700 11200 11300 11400 11500 11600 11700 118

60

40

20

Call change in OI
Put Change in OI
0
11200 11300 11400 11500 11600 11700 1180

-20
0 12700

-40

-60
Expiry (DDMONYYYY)
Nov 13, 2019 28-11-2019

0
Put Change in OI Put Net OI Put Volume price change
-9000 529200 1025 DOWN
10425 1073025 1113 DOWN
2100 870150 1849 DOWN
12975 1191525 2899 DOWN
39450 1851975 4651 DOWN
25350 2090025 4552 DOWN
-24600 1532175 6146 DOWN
93525 1722825 7770 DOWN
87600 1547025 10540 UP
23250 983625 5913 UP
18150 168300 897 UP
5400 219600 423 DOWN
900 38100 40 UP
300 15225 19 UP
- 630600 69 UP
- 600 1 DOWN
400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12

400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 1270
OI change Interpretation TREND
DOWN Long Liquidation BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
DOWN Long Liquidation BULLISH
UP Short Buildup BULLISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Short Buildup BULLISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Short Buildup BULLISH

Call Volume
Put Volume
12300 12400 12500 12600 12700

Put Price Change


Call Price change
300 12400 12500 12600 12700
OR
TREND Interpretation OI change price change
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN

2500000

2000000

1500000

1000000

500000
1000000

500000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000

1000000

800000

600000

400000

200000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 12

-200000

-400000
NIFTY Options Ope
Nifty Spot 11928.35

OR
Call Volume Call Net OI Call change in OI Call Price change
2 50025 - -1.05
5 169200 -75 -13.15
1 78825 - -3.3
13 640800 -75 -1.8
102 715200 -1725 -18.15
189 268275 5400 -11.05
637 392475 16650 -10.55
843 1491225 -4200 -7.85
4311 920925 27975 -6.55
11583 2060775 69075 -5.1
5619 1039200 37500 -4.1
5436 1142100 -22125 -3.8
5070 1435800 42525 -2.5
2044 1014000 -12900 -1.85
2126 1313850 13725 -1
323 319275 -525 -0.7

Call Net OI
Put Net OI
11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700

Call change in OI
Put Change in OI

700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700
NIFTY Options Open Interest Analysis
Last Update @ [Link] IST

Call LTP strike Put LTP Put Price Change


846.1 11100 8.15 -1.05
730 11200 9.85 -1.6
638.4 11300 14.3 -1.55
555.45 11400 21.25 -2.3
453.95 11500 30.85 -1.95
375.45 11600 44 -2.7
296.15 11700 62.6 -2.6
223.95 11800 88.45 -1.1
158.65 11900 123.6 1
106.85 12000 171.6 1.7
66.25 12100 232.2 5.7
38 12200 303.4 4.25
20.5 12300 374 -5.9
10.6 12400 482.5 22.2
6.4 12500 570 9.65
4.2 12600 660.25 -46.6

140000

120000

100000

80000
Call Net OI
Put Net OI

60000

40000
60000

40000

20000

2600 12700 0
11200 11300 11400 11500 11600 11700 11

60

40

20

Call change in OI
Put Change in OI
0
11200 11300 11400 11500 11600 11700 1180

-20
0 12700

-40

-60
Expiry (DDMONYYYY)
Nov 13, 2019 28-11-2019

0
Put Change in OI Put Net OI Put Volume price change
-8625 529575 754 DOWN
8175 1070775 782 DOWN
-3375 864675 1594 DOWN
9525 1188075 2116 DOWN
29025 1841550 3415 DOWN
16275 2080950 3632 DOWN
4050 1560825 4580 DOWN
78075 1707375 6230 DOWN
75150 1534575 8012 UP
32175 992550 4978 UP
18600 168750 742 UP
3525 217725 234 UP
675 37875 36 DOWN
300 15225 19 UP
75 630675 64 UP
- 600 1 DOWN
11400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 127

400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 1270
OI change Interpretation TREND
DOWN Long Liquidation BULLISH
UP Short Buildup BULLISH
DOWN Long Liquidation BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Short Buildup BULLISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Short Buildup BULLISH

Call Volume
Put Volume
12300 12400 12500 12600 12700

Put Price Change


Call Price change
300 12400 12500 12600 12700
OR
TREND Interpretation OI change price change
BEARISH Short Buildup UP DOWN
BULLISH Short covering DOWN UP
BEARISH Short Buildup UP DOWN
BULLISH Long Buildup UP UP
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN

2500000

2000000

1500000

1000000

500000
1000000

500000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000

1000000

800000

600000

400000

200000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 12

-200000

-400000
NIFTY Options Ope
Nifty Spot 11918.60

OR
Call Volume Call Net OI Call change in OI Call Price change
2 50025 - -1.05
4 169200 -75 13.5
1 78825 - -3.3
11 641025 150 7.75
60 715575 -1350 -21.2
162 269775 6900 -17.05
616 392025 16200 -19.7
688 1489650 -5775 -12.8
3792 919800 26850 -10.45
10140 2056500 64800 -8.4
5031 1038900 37200 -6.65
4830 1135575 -28650 -5.5
4321 1438575 45300 -3.65
1833 1019325 -7575 -2.25
1790 1313250 13125 -1.05
231 321825 2025 -0.85

Call Net OI
Put Net OI
11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700

Call change in OI
Put Change in OI

700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700
NIFTY Options Open Interest Analysis
Last Update @ [Link] IST

Call LTP strike Put LTP Put Price Change


846.1 11100 8.25 -0.95
756.65 11200 10.25 -1.2
638.4 11300 14.75 -1.1
565 11400 21.9 -1.65
450.9 11500 32 -0.8
369.45 11600 45.85 -0.85
287 11700 64.7 -0.5
219 11800 91.95 2.4
154.75 11900 127.95 5.35
103.55 12000 176.4 6.5
63.7 12100 236.95 10.45
36.3 12200 309.4 10.25
19.35 12300 374 -5.9
10.2 12400 480 19.7
6.35 12500 573 12.65
4.05 12600 660.25 -46.6

140000

120000

100000

80000
Call Net OI
Put Net OI

60000

40000
60000

40000

20000

2600 12700 0
11200 11300 11400 11500 11600 11700 11

60

40

20

Call change in OI
Put Change in OI
0
11200 11300 11400 11500 11600 11700 1180

-20
0 12700

-40

-60
Expiry (DDMONYYYY)
Nov 13, 2019 28-11-2019

0
Put Change in OI Put Net OI Put Volume price change
-9975 528225 684 DOWN
4275 1066875 702 DOWN
-6225 861825 1437 DOWN
13575 1192125 1707 DOWN
30150 1842675 2961 DOWN
20250 2084925 2892 DOWN
10200 1566975 3927 DOWN
63300 1692600 5054 UP
78000 1537425 6990 UP
26475 986850 4375 UP
18075 168225 640 UP
3675 217875 222 UP
675 37875 36 DOWN
150 15075 15 UP
150 630750 59 UP
- 600 1 DOWN
11400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 127

400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 1270
OI change Interpretation TREND
DOWN Long Liquidation BULLISH
UP Short Buildup BULLISH
DOWN Long Liquidation BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Short Buildup BULLISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Short Buildup BULLISH

Call Volume
Put Volume
12300 12400 12500 12600 12700

Put Price Change


Call Price change
300 12400 12500 12600 12700
OR
TREND Interpretation OI change price change
BULLISH Long Buildup UP UP
BULLISH Short covering DOWN UP
BEARISH Short Buildup UP DOWN
BULLISH Long Buildup UP UP
BULLISH Short covering DOWN UP
BULLISH Long Buildup UP UP
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BULLISH Long Buildup UP UP
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN

2500000

2000000

1500000

1000000

500000
1000000

500000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000

1000000

800000

600000

400000

200000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 12

-200000

-400000
NIFTY Options Ope
Nifty Spot 11939.85

OR
Call Volume Call Net OI Call change in OI Call Price change
1 50025 - 6.55
4 169200 -75 13.5
1 78825 - -3.3
11 641025 150 7.75
44 716100 -825 2.9
134 269775 6900 2.5
531 390450 14625 -2.7
582 1490850 -4575 -1.3
3136 920550 27600 0.3
8585 2047425 55725 -0.4
4140 1027200 25500 -1
4069 1134675 -29550 -1.5
3490 1440600 47325 -1.4
1504 1017150 -9750 -1.2
1373 1320150 20025 -0.65
180 322050 2250 -0.75

Call Net OI
Put Net OI
11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700

Call change in OI
Put Change in OI

700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700
NIFTY Options Open Interest Analysis
Last Update @ [Link] IST

Call LTP strike Put LTP Put Price Change


853.7 11100 8.05 -1.15
756.65 11200 10.15 -1.3
638.4 11300 14.7 -1.15
565 11400 21.05 -2.5
475 11500 30.5 -2.3
389 11600 43.4 -3.3
304 11700 61.3 -3.9
230.5 11800 87.15 -2.4
165.5 11900 121 -1.6
111.55 12000 167 -2.9
69.35 12100 224.45 -2.05
40.3 12200 295.15 -4
21.6 12300 374 -5.9
11.25 12400 463.1 2.8
6.75 12500 559 -1.35
4.15 12600 660.25 -46.6

140000

120000

100000

80000
Call Net OI
Put Net OI

60000

40000
60000

40000

20000

2600 12700 0
11200 11300 11400 11500 11600 11700 11

60

40

20

Call change in OI
Put Change in OI
0
11200 11300 11400 11500 11600 11700 1180

-20
0 12700

-40

-60
Expiry (DDMONYYYY)
Nov 13, 2019 28-11-2019

0
Put Change in OI Put Net OI Put Volume price change
-975 537225 443 DOWN
-6150 1056450 360 DOWN
-15675 852375 1168 DOWN
12600 1191150 1414 DOWN
33000 1845525 2613 DOWN
17400 2082075 2469 DOWN
16050 1572825 2972 DOWN
46125 1675425 3743 DOWN
67125 1526550 5556 DOWN
28500 988875 3363 DOWN
17100 167250 505 DOWN
2700 216900 198 DOWN
675 37875 36 DOWN
225 15150 13 UP
-450 630150 47 DOWN
- 600 1 DOWN
11400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 127

400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 1270
OI change Interpretation TREND
DOWN Long Liquidation BULLISH
DOWN Long Liquidation BULLISH
DOWN Long Liquidation BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Long Buildup BEARISH
DOWN Long Liquidation BULLISH
UP Short Buildup BULLISH

Call Volume
Put Volume
12300 12400 12500 12600 12700

Put Price Change


Call Price change
300 12400 12500 12600 12700
OR
TREND Interpretation OI change price change
BULLISH Long Buildup UP UP
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN

2500000

2000000

1500000

1000000

500000
1000000

500000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000

1000000

800000

600000

400000

200000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 12

-200000

-400000
NIFTY Options Ope
Nifty Spot 11926.95

OR
Call Volume Call Net OI Call change in OI Call Price change
- 50025 - -
3 169275 - -6.5
1 78825 - -3.3
7 641100 225 -10.75
18 717150 225 -5.85
127 269700 6825 -7.7
469 389550 13725 -10.25
440 1490025 -5400 -7.2
2253 917850 24900 -6.2
5602 2059050 67350 -5.45
2234 1031250 29550 -4.2
2662 1145700 -18525 -3.35
2180 1412175 18900 -2.5
1132 1028250 1350 -1.7
988 1322325 22200 -1.05
131 321375 1575 -0.7

Call Net OI
Put Net OI
11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700

Call change in OI
Put Change in OI

700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700
NIFTY Options Open Interest Analysis
Last Update @ [Link] IST

Call LTP strike Put LTP Put Price Change


- 11100 8.2 -1
736.65 11200 10.45 -1
638.4 11300 15.4 -0.45
546.5 11400 22 -1.55
466.25 11500 31.6 -1.2
378.8 11600 45.5 -1.2
296.45 11700 64.5 -0.7
224.6 11800 90.5 0.95
159 11900 125 2.4
106.5 12000 173.95 4.05
66.15 12100 234.1 7.6
38.45 12200 304.1 4.95
20.5 12300 385.55 5.65
10.75 12400 476.45 16.15
6.35 12500 570 9.65
4.2 12600 660.25 -46.6

140000

120000

100000

80000
Call Net OI
Put Net OI

60000

40000
60000

40000

20000

2600 12700 0
11200 11300 11400 11500 11600 11700 11

60

40

20

Call change in OI
Put Change in OI
0
11200 11300 11400 11500 11600 11700 1180

-20
0 12700

-40

-60
Expiry (DDMONYYYY)
Nov 13, 2019 28-11-2019

0
Put Change in OI Put Net OI Put Volume price change
-750 537450 296 DOWN
975 1063575 147 DOWN
-4650 863400 870 DOWN
8400 1186950 825 DOWN
26925 1839450 1843 DOWN
14250 2078925 1687 DOWN
14175 1570950 1899 DOWN
46500 1675800 2423 UP
44850 1504275 3712 UP
15975 976350 2492 UP
9375 159525 317 UP
1200 215400 127 UP
-150 37050 30 UP
150 15075 7 UP
-75 630525 16 UP
- 600 1 DOWN
11400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 127

400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 1270
OI change Interpretation TREND
DOWN Long Liquidation BULLISH
UP Short Buildup BULLISH
DOWN Long Liquidation BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
DOWN Short covering BEARISH
UP Long Buildup BEARISH
DOWN Short covering BEARISH
UP Short Buildup BULLISH

Call Volume
Put Volume
12300 12400 12500 12600 12700

Put Price Change


Call Price change
300 12400 12500 12600 12700
OR
TREND Interpretation OI change price change
BULLISH Long Buildup UP UP
BEARISH Long Liquidation DOWN DOWN
BULLISH Long Buildup UP UP
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN

2500000

2000000

1500000

1000000

500000
1000000

500000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000

1000000

800000

600000

400000

200000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 12

-200000

-400000
NIFTY Options Ope
Nifty Spot 11913.45

OR
Call Volume Call Net OI Call change in OI Call Price change
- 600 - -
230 78825 -5850 -14.55
- 1425 - -
210 640875 -3750 -16
2 450 150 -53.45
848 716925 -1275 -7.35
1 4575 -75 -46.5
707 262875 -10500 -11.2
1 4800 -75 -28.6
3095 375825 -22275 -8.9
51 7875 - -14.75
8732 1495425 24675 -13.5

2519 18975 300 -12.7


34176 892950 48300 -13.6
5024 62550 6150 -10.65
55416 1991700 78675 -12.2

Call Net OI
Put Net OI
11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700

Call change in OI
Put Change in OI

700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700
NIFTY Options Open Interest Analysis
Last Update @ 0:30 IST

Call LTP strike Put LTP Put Price Change


806 11500 12.05 -4.45
651.8 11550 15.35 -3.7
664 11600 18.3 -3.65
561.1 11650 22.5 -4.65
478 11700 26.25 -5.9
471 11750 31.75 -5.55
398 11800 37.5 -6.15
385.7 11850 45 -6.85
320 11900 53.3 -6.9
303.25 11950 63.05 -7.85
261.9 12000 74.2 -7.8
230.15 12050 88.35 -8.55
198.4 12100 104.5 -8.6
163.25 12150 122.95 -9.1
138.95 12200 144.55 -8.75
112.05 12250 170 -5.2

140000

120000

100000

80000
Call Net OI
Put Net OI

60000

40000
60000

40000

20000

2600 12700 0
11200 11300 11400 11500 11600 11700 11

60

40

20

Call change in OI
Put Change in OI
0
11200 11300 11400 11500 11600 11700 1180

-20
0 12700

-40

-60
Expiry (DDMONYYYY)
Nov 11, 2019 25OCT2018

0
Put Change in OI Put Net OI Put Volume price change
225 8775 52 DOWN
60300 868050 9972 DOWN
8550 28575 509 DOWN
40650 1178550 13716 DOWN
3600 41550 797 DOWN
24150 1812525 20614 DOWN
-6675 32400 592 DOWN
21675 2064675 18488 DOWN
-3450 54825 603 DOWN
33450 1556775 23510 DOWN
-10275 47475 1637 DOWN
83775 1629300 37760 DOWN
-675 61875 3705 DOWN
-80175 1459425 40759 DOWN
-25500 46125 2272 DOWN
-94275 960375 26166 DOWN
11400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 127

400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 1270
OI change Interpretation TREND
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
DOWN Long Liquidation BULLISH
UP Short Buildup BULLISH
DOWN Long Liquidation BULLISH
UP Short Buildup BULLISH
DOWN Long Liquidation BULLISH
UP Short Buildup BULLISH
DOWN Long Liquidation BULLISH
DOWN Long Liquidation BULLISH
DOWN Long Liquidation BULLISH
DOWN Long Liquidation BULLISH

Call Volume
Put Volume
Put Volume

12300 12400 12500 12600 12700

Put Price Change


Call Price change
300 12400 12500 12600 12700
28500000
OR
TREND Interpretation OI change price change
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN

2500000

2000000

1500000

1000000

500000
1000000

500000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000

1000000

800000

600000

400000

200000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 12

-200000

-400000
NIFTY Options Ope
Nifty Spot 11908.15

OR
Call Volume Call Net OI Call change in OI Call Price change
1559 721275 -12375 -96
4 4650 -75 -71.05
840 272700 -7500 -93.45
17 4950 -450 -87.6
3457 400050 39300 -87.8
39 7875 -375 -81.55
6674 1500975 -56100 -79.3
154 18900 450 -66.05
20716 842475 59325 -71.65
3194 57600 21375 -61.4
66666 1922625 129375 -59
4120 42900 19350 -51.95
41686 938100 24150 -45.15
2693 52800 14475 -39.8
35852 977475 80850 -32.9
2172 41700 5775 -28.05

Call Net OI
Put Net OI
11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700

Call change in OI
Put Change in OI

700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700
NIFTY Options Open Interest Analysis
Last Update @ [Link] IST

Call LTP strike Put LTP Put Price Change


475 11500 38.2 10.25
444.35 11550 44.85 12.8
388.1 11600 53.05 15.4
351.75 11650 61.5 17.85
310 11700 72.5 20.8
276.4 11750 84.45 23.35
239 11800 100 28.95
212.4 11850 115.15 33.1
172 11900 135 38.65
148 11950 157.3 43.05
120.15 12000 179 47.55
98.15 12050 202.65 50.9
78.6 12100 235.55 59.05
62 12150 266.7 65.85
48.6 12200 309.3 75.75
36.7 12250 338.7 66.7

140000

120000

100000

80000
Call Net OI
Put Net OI

60000

40000
60000

40000

20000

2600 12700 0
11200 11300 11400 11500 11600 11700 11

60

40

20

Call change in OI
Put Change in OI
0
11200 11300 11400 11500 11600 11700 1180

-20
0 12700

-40

-60
Expiry (DDMONYYYY)
Nov 08, 2019 2-11-2019

0
Put Change in OI Put Net OI Put Volume price change
-102525 1815150 22828 UP
7950 39600 723 UP
117300 2058900 26104 UP
3150 63750 1076 UP
104400 1534950 31171 UP
-6525 58650 1462 UP
14550 1569600 45235 UP
1350 63975 2216 UP
165525 1548525 59908 UP
3525 80400 5516 UP
-9150 1066950 52347 UP
-3225 15375 1915 UP
-32775 167775 10357 UP
1425 2325 59 UP
-4575 139500 3955 UP
375 600 19 UP
11400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 127

400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 1270
OI change Interpretation TREND
DOWN Short covering BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
DOWN Short covering BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
DOWN Short covering BEARISH
DOWN Short covering BEARISH
DOWN Short covering BEARISH
UP Long Buildup BEARISH
DOWN Short covering BEARISH
UP Long Buildup BEARISH

Call Volume
Put Volume
12300 12400 12500 12600 12700

Put Price Change


Call Price change
300 12400 12500 12600 12700
OR
TREND Interpretation OI change price change
BULLISH Long Buildup UP UP
BULLISH Long Buildup UP UP
BULLISH Long Buildup UP UP
BULLISH Short covering DOWN UP
BULLISH Long Buildup UP UP
BULLISH Short covering DOWN UP
BULLISH Short covering DOWN UP
BULLISH Short covering DOWN UP
BULLISH Short covering DOWN UP
BULLISH Long Buildup UP UP
BULLISH Long Buildup UP UP
BULLISH Long Buildup UP UP
BULLISH Short covering DOWN UP
BULLISH Long Buildup UP UP
BULLISH Long Buildup UP UP
BEARISH Short Buildup UP DOWN

2500000

2000000

1500000
1500000

1000000

500000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000

1000000

800000

600000

400000

200000
400000

200000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 12

-200000

-400000
NIFTY Options Ope
Nifty Spot 12012.05

OR
Call Volume Call Net OI Call change in OI Call Price change

842 280200 14850 30.25

30 5400 75 33.9

1797 360750 3150 32.55

23 8250 -300 2.7

3280 1557075 4350 26.65

128 18450 -750 19

12215 783150 -18450 20.6

2992 36225 -9675 17.05

40347 1793250 -3525 14.9

1736 23550 4425 14.6

32195 913950 88350 9.25

1680 38325 11100 5.65

29415 896625 -9600 4.4

917 35925 450 3.25

19445 1215900 143775 1.75

837 26925 7575 -0.4


Call Net OI
Put Net OI

1700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700

Call change in OI
Put Change in OI
Call change in OI
Put Change in OI

700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700
NIFTY Options Open Interest Analysis
Last Update @ [Link] IST

Call LTP strike Put LTP Put Price Change


484.55 11600 36.3 -13
440 11650 42.6 -13.15
403 11700 50 -16.4
359.85 11750 58.6 -19.2
325 11800 68.7 -21.8
278.5 11850 80.1 -24.3
248.05 11900 93 -27.05
214 11950 110 -29.5
182 12000 127.75 -31.7
154.95 12050 148 -32.5
126.1 12100 171 -39
103 12150 196.05 -46.95
83.25 12200 227 -42.25
66.2 12250 272 -21
52.35 12300 297 -42.1
39.05 12350 399.15 35.8

140000

120000

100000

80000
100000

80000
Call Net OI
Put Net OI

60000

40000

20000

12600 12700 0
11200 11300 11400 11500 11600 11700 11

60

40

20

Call change in OI
Put Change in OI
0
11200 11300 11400 11500 11600 11700 1180
Call change in OI
Put Change in OI
0
11200 11300 11400 11500 11600 11700 1180

-20
0 12700

-40

-60
Expiry (DDMONYYYY)
Nov 07, 2019 2-11-2019

0
Put Change in OI Put Net OI Put Volume price change
35625 1941600 14582 DOWN
10200 60600 970 DOWN
158025 1430550 25107 DOWN
12225 65175 1108 DOWN
129150 1555050 32835 DOWN
3150 62625 1390 DOWN
254100 1383000 34793 DOWN
-4725 76875 3085 DOWN
156150 1076100 32562 DOWN
10050 18600 904 DOWN
28650 200550 7861 DOWN
525 900 18 DOWN
10350 144075 3100 DOWN
- 225 1 DOWN
8775 34200 349 DOWN
75 150 1 UP
11400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12

400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 1270
400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 1270
OI change Interpretation TREND
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
DOWN Long Liquidation BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Long Buildup BEARISH
Call Volume
Put Volume

12300 12400 12500 12600 12700

Put Price Change


Call Price change
300 12400 12500 12600 12700
Put Price Change
Call Price change
300 12400 12500 12600 12700
OR
TREND Interpretation OI change price change
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Long Liquidation DOWN DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN

2500000

2000000

1500000

1000000

500000
1000000

500000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000

1000000

800000

600000

400000

200000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 12

-200000

-400000
NIFTY Options Ope
Nifty Spot 11917.20

OR
Call Volume Call Net OI Call change in OI Call Price change
16 68400 -375 -27.15
235 182925 375 -21.25
71 84150 -3075 -20.75
379 658050 -1950 -32.15
597 724725 -8025 -17.05
358 272400 -4725 -24.7
2123 405675 -19275 -19.05
6088 1595625 -54000 -18.95
16076 794700 -750 -19.2
30762 1831125 -1800 -15
13419 794025 2850 -12.8
17003 863325 109950 -9.95
15112 986625 50325 -7.75
10026 764100 88050 -5.8
11237 1022100 53550 -3.85
3819 318450 69675 -2

Call Net OI
Put Net OI
11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700

Call change in OI
Put Change in OI

700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700
NIFTY Options Open Interest Analysis
Last Update @ [Link] IST

Call LTP strike Put LTP Put Price Change


851.85 11100 15.15 -0.9
772.8 11200 19.3 -1.3
681 11300 26.35 -1.5
578.45 11400 36 -0.45
504.1 11500 48 -0.45
415.85 11600 63.85 -0.35
342 11700 84.85 -0.05
270.15 11800 114.7 2.95
203.45 11900 147.85 3.8
149 12000 190.5 5.4
103 12100 246.85 10.45
68.45 12200 311.45 13.2
43.5 12300 380 8.65
26.65 12400 465 15.1
16 12500 551.5 15.05
10.55 12600 594.2 -

140000

120000

100000

80000
Call Net OI
Put Net OI

60000

40000
60000

40000

20000

2600 12700 0
11200 11300 11400 11500 11600 11700 11

60

40

20

Call change in OI
Put Change in OI
0
11200 11300 11400 11500 11600 11700 1180

-20
0 12700

-40

-60
Expiry (DDMONYYYY)
Nov 05, 2019 2-11-2019

0
Put Change in OI Put Net OI Put Volume price change
-13650 478875 4171 DOWN
151125 925650 7657 DOWN
-584025 625725 13723 DOWN
48225 1175625 6854 DOWN
-13275 1631400 14687 DOWN
450 1913850 12075 DOWN
-42375 1193850 19124 DOWN
18900 1328325 22313 UP
-16500 1041225 24676 UP
-44550 763050 13764 UP
7050 113550 3071 UP
375 122625 1222 UP
1350 17775 91 UP
900 12300 32 UP
10725 610050 754 UP
- 300 - UP
11400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 127

400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 1270
OI change Interpretation TREND
DOWN Long Liquidation BULLISH
UP Short Buildup BULLISH
DOWN Long Liquidation BULLISH
UP Short Buildup BULLISH
DOWN Long Liquidation BULLISH
UP Short Buildup BULLISH
DOWN Long Liquidation BULLISH
UP Long Buildup BEARISH
DOWN Short covering BEARISH
DOWN Short covering BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH
UP Long Buildup BEARISH

Call Volume
Put Volume
12300 12400 12500 12600 12700

Put Price Change


Call Price change
300 12400 12500 12600 12700
OR
TREND Interpretation OI change price change
BULLISH Short covering DOWN UP
BULLISH Short covering DOWN UP
BULLISH Short covering DOWN UP
BULLISH Long Buildup UP UP
BULLISH Short covering DOWN UP
BULLISH Short covering DOWN UP
BULLISH Short covering DOWN UP
BULLISH Short covering DOWN UP
BULLISH Short covering DOWN UP
BULLISH Long Buildup UP UP
BULLISH Long Buildup UP UP
BULLISH Long Buildup UP UP
BULLISH Long Buildup UP UP
BULLISH Long Buildup UP UP
BULLISH Long Buildup UP UP
BULLISH Long Buildup UP UP

2500000

2000000

1500000

1000000

500000
1000000

500000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000

1000000

800000

600000

400000

200000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 12

-200000

-400000
NIFTY Options Ope
Nifty Spot 11941.30

OR
Call Volume Call Net OI Call change in OI Call Price change
11 68775 -150 45.45
77 182550 -3525 55
181 87225 -6975 55.1
674 660000 2175 47.35
1197 732750 -1950 46.35
519 277125 -2700 45.35
2662 424950 -10350 36.45
6432 1649625 -15075 32.05
14392 795450 -17475 28.95
38571 1832925 102975 22
15522 791175 75000 17.2
20604 753375 46125 10.9
18143 936300 103650 6.75
15021 676050 105000 4.2
18066 968550 47025 3
5626 248775 76200 2.5

Call Net OI
Put Net OI
11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700

Call change in OI
Put Change in OI

700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700
NIFTY Options Open Interest Analysis
Last Update @ [Link] IST

Call LTP strike Put LTP Put Price Change


882.6 11100 16 -4.3
798 11200 20.25 -6.15
709 11300 27.5 -8
615.4 11400 36 -10.9
530 11500 47.75 -14.1
446 11600 63.1 -18.35
365.4 11700 83.55 -21.5
294.25 11800 109.95 -25.2
227.8 11900 141.5 -29.55
166.6 12000 181.9 -36.2
118.6 12100 232.8 -38.95
80.95 12200 292.1 -48.55
52.4 12300 367.6 -53.5
32.75 12400 446.7 -49.95
20.05 12500 529.75 -52.3
12.8 12600 594.2 -107.7

140000

120000

100000

80000
Call Net OI
Put Net OI

60000

40000
60000

40000

20000

2600 12700 0
11200 11300 11400 11500 11600 11700 11

60

40

20

Call change in OI
Put Change in OI
0
11200 11300 11400 11500 11600 11700 1180

-20
0 12700

-40

-60
Expiry (DDMONYYYY)
Nov 04, 2019 28-11-2019

0
Put Change in OI Put Net OI Put Volume price change
-11100 492525 4640 DOWN
16125 774525 7023 DOWN
9525 1209750 8628 DOWN
1800 1127400 9619 DOWN
82350 1644675 18663 DOWN
32550 1913400 16367 DOWN
94575 1236225 20706 DOWN
235800 1309425 26380 DOWN
238725 1057725 32076 DOWN
139050 807600 21892 DOWN
31875 106500 3751 DOWN
23400 122250 1683 DOWN
4350 16425 157 DOWN
600 11400 74 DOWN
-1875 599325 1059 DOWN
150 300 6 DOWN
11400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 127

400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 1270
OI change Interpretation TREND
DOWN Long Liquidation BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
DOWN Long Liquidation BULLISH
UP Short Buildup BULLISH

Call Volume
Put Volume
12300 12400 12500 12600 12700

Put Price Change


Call Price change
300 12400 12500 12600 12700
OR
TREND Interpretation OI change price change
BULLISH Short covering DOWN UP
BULLISH Long Buildup UP UP
BULLISH Short covering DOWN UP
BULLISH Short covering DOWN UP
BULLISH Short covering DOWN UP
BULLISH Short covering DOWN UP
BULLISH Long Buildup UP UP
BULLISH Long Buildup UP UP
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN
BEARISH Short Buildup UP DOWN

2500000

2000000

1500000

1000000

500000
1000000

500000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000

1000000

800000

600000

400000

200000

0
11200 11300 11400 11500 11600 11700 11800 11900 12000 12

-200000

-400000
NIFTY Options Ope
Nifty Spot 11890.60

OR
Call Volume Call Net OI Call change in OI Call Price change
33 68925 -450 17
94 186075 675 10.1
187 94200 -8475 9.15
126 657825 -600 13.6
475 734700 -975 8.35
914 279825 -1650 9
2260 435300 12525 1.3
8932 1664700 59100 2.65
18790 812925 206775 -1.2
26657 1729950 126675 -2.9
13061 716175 94800 -1.55
13613 707250 57075 -4.25
16323 832650 142725 -4
14148 571050 193500 -3.25
10905 921525 120975 -4.05
3218 172575 56325 -2.2

Call Net OI
Put Net OI
11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700

Call change in OI
Put Change in OI

700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700
NIFTY Options Open Interest Analysis
Last Update @ [Link] IST

Call LTP strike Put LTP Put Price Change


850 11100 19.45 -5.6
749.9 11200 25.7 -7.75
656.35 11300 34.5 -8.8
575.5 11400 44.8 -11.5
489.5 11500 59.35 -13.75
410 11600 77.95 -16.95
331.95 11700 102 -18.2
266.95 11800 130.8 -22
201.2 11900 166 -24.4
146.55 12000 212.3 -24.55
103.5 12100 265.15 -26.35
72.15 12200 333 -20.6
46.8 12300 417 -13.4
29.7 12400 492.85 -13.65
17.85 12500 575 -24.75
11.25 12600 701.9 66.9

140000

120000

100000

80000
Call Net OI
Put Net OI

60000

40000
60000

40000

20000

2600 12700 0
11200 11300 11400 11500 11600 11700 11

60

40

20

Call change in OI
Put Change in OI
0
11200 11300 11400 11500 11600 11700 1180

-20
0 12700

-40

-60
Expiry (DDMONYYYY)
Nov 01, 2019 28-11-2019

0
Put Change in OI Put Net OI Put Volume price change
82425 503625 3954 DOWN
56700 758400 7226 DOWN
27150 1200225 5768 DOWN
37500 1125600 8630 DOWN
78225 1562325 16360 DOWN
132900 1880850 14421 DOWN
112275 1141650 15568 DOWN
234225 1073625 22048 DOWN
239100 819000 21073 DOWN
117450 668550 8494 DOWN
12600 74625 1558 DOWN
6225 98850 756 DOWN
3750 12075 134 DOWN
2175 10800 78 DOWN
-450 601200 644 DOWN
- 150 1 UP
11400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 127

400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 1270
OI change Interpretation TREND
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
UP Short Buildup BULLISH
DOWN Long Liquidation BULLISH
UP Long Buildup BEARISH

Call Volume
Put Volume
12300 12400 12500 12600 12700

Put Price Change


Call Price change
300 12400 12500 12600 12700

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