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Options Open Interest Analysis Simplified

The document analyzes options open interest data for a stock. It provides details on call and put price changes, volumes, and net open interest changes for different strike prices. The trends observed from changes in price, volume and open interest are used to interpret if positions are experiencing long builds, covers or liquidations. Charts showing net open interest and changes in open interest over strike prices are also presented.

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Naveen
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47 views

Options Open Interest Analysis Simplified

The document analyzes options open interest data for a stock. It provides details on call and put price changes, volumes, and net open interest changes for different strike prices. The trends observed from changes in price, volume and open interest are used to interpret if positions are experiencing long builds, covers or liquidations. Charts showing net open interest and changes in open interest over strike prices are also presented.

Uploaded by

Naveen
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
You are on page 1/ 16

Options Open Inte

ASHOKLEY

CALL

price Call Call change in


TREND Interpretation OI change Call Net OI
change Volume OI

BULLISH Long Buildup UP UP - - -


BULLISH Long Buildup UP UP - - -
BULLISH Long Buildup UP UP - - -
BULLISH Long Buildup UP UP - - -
BEARISH Long Liquidation DOWN DOWN 1 12000 -6000
BULLISH Long Buildup UP UP - - -

Mone
BEARISH Short Buildup UP DOWN 3 60000 6000
BEARISH Short Buildup UP DOWN 2 36000 6000
BEARISH Short Buildup UP DOWN 330 1104000 426000
BEARISH Short Buildup UP DOWN 462 2232000 972000
BEARISH Short Buildup UP DOWN 1493 7260000 714000
BEARISH Long Liquidation DOWN DOWN 806 2568000 -162000
BEARISH Short Buildup UP DOWN 1321 6906000 336000
BEARISH Long Liquidation DOWN DOWN 106 1254000 -258000
BEARISH Long Liquidation DOWN DOWN 422 2652000 -282000
BEARISH Long Liquidation DOWN DOWN 56 564000 -54000

8000000

7000000

6000000

5000000

4000000 Call Net


Put Net
3000000

2000000

1000000

0
40 42.5 45 47.5 50 52.5 55 57.5 60 62.5 65 67.5 70 72.5 75 77.5
0
40 42.5 45 47.5 50 52.5 55 57.5 60 62.5 65 67.5 70 72.5 75 77.5

1500000

1000000

500000
Call change in
Put Change in
0
40 42.5 45 47.5 50 52.5 55 57.5 60 62.5 65 67.5 70 72.5 75 77.5

-500000

-1000000
tions Open Interest Analysis Simplified
Todays Date
59.9 Last Update @ 15:30:35 Sep 17, 2019 5/Dec/20

PUT

Call Price Put Price Put Change in Put price


Call LTP strike Put LTP Put Net OI
change Change OI Volume change

- - 40 0.05 - -24000 336000 4 UP


- - 42.5 0.05 -0.1 - 12000 1 DOWN
- - 45 0.1 0.05 -18000 270000 5 UP
- - 47.5 0.1 - - 30000 2 UP
-2.85 10.15 50 0.2 0.05 30000 1944000 132 UP
- - 52.5 0.25 0.05 90000 486000 46 UP

MoneyPati.Com
-2.45 5.4 55 0.6 0.2 -6000 3270000 452 UP
-2.3 3.5 57.5 1.2 0.45 96000 1464000 340 UP
-1.85 2.15 60 2.3 0.8 -804000 2892000 1023 UP
-1.35 1.25 62.5 4 1.5 -312000 948000 286 UP
-0.8 0.75 65 6.05 2.15 -210000 948000 104 UP
-0.45 0.4 67.5 7.95 2.3 - 108000 6 UP
-0.25 0.2 70 10.2 2.4 - 438000 8 UP
-0.15 0.1 72.5 10 0.15 6000 108000 1 UP
-0.05 0.1 75 12.45 - - 270000 - UP
-0.05 0.05 77.5 14.35 - - 516000 - UP

1600

1400

1200

1000

Call Net OI 800


Put Net OI
600

400

200

7.5 70 72.5 75 77.5 0


40 42.5 45 47.5 50 52.5 55 57.5 60 62.5 65 67.5 70 72.5 75 77.5
200

7.5 70 72.5 75 77.5 0


40 42.5 45 47.5 50 52.5 55 57.5 60 62.5 65 67.5 70 72.5 75 77.5

0
Call change in OI 40 42.5 45 47.5 50 52.5 55 57.5 60 62.5 65 67.5 70 72.5 75 77.5 Call
Put Change in OI Put
-1
70 72.5 75 77.5
-2

-3

-4
OI change Interpretation TREND

DOWN Short covering BEARISH


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

om
DOWN Short covering BEARISH
UP Long Buildup BEARISH
DOWN Short covering 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

Call Volume
Put Volume

5 67.5 70 72.5 75 77.5


5 67.5 70 72.5 75 77.5

7.5 70 72.5 75 77.5 Call Price change


Put Price Change
Price Change in
Change OI Signal
Call <0 <0 Long Liquidation
<0 >0 Short Buildup
>0 >0 Long Buildup
>0 <0 Short Covering

Put <0 <0 Long Liquidation


<0 >0 Short Buildup
>0 >0 Long Buildup
>0 <0 Short Covering
Sep 17, 2019 Option Chain (Equity Derivatives)
Last Update @ 15:30:35 View Options Contracts for:
ASHOKLEY OR
59.9 Filter by: Expiry Date
60 Futures contracts
CE PE
CE PE
CE PE CALLS
CEStrike Price PEStrike Price Chart
CE PE
CE40 PE40 Graph
CE42.5 PE42.5 Graph
CE45 PE45 Graph
CE47.5 PE47.5 Graph
CE50 PE50 Graph
CE52.5 PE52.5 Graph
CE55 PE55 Graph
CE57.5 PE57.5 Graph
CE60 PE60 Graph
CE62.5 PE62.5 Graph
CE65 PE65 Graph
CE67.5 PE67.5 Graph
CE70 PE70 Graph
CE72.5 PE72.5 Graph
CE75 PE75 Graph
CE77.5 PE77.5 Graph
CE80 PE80 Graph
CE82.5 PE82.5 Graph
CE85 PE85 Graph
CE87.5 PE87.5 Graph
CE90 PE90 Graph
CE92.5 PE92.5 Graph
CE95 PE95 Graph
CE97.5 PE97.5 Graph
CE100 PE100 Graph
CE102.5 PE102.5 Graph
CE105 PE105 Graph
CE107.5 PE107.5 Graph
CE110 PE110 Graph
CE112.5 PE112.5 Graph
CE115 PE115 Graph
CE117.5 PE117.5 Graph
CE120 PE120 Graph
CE122.5 PE122.5 Graph
CE PE Total
CE PE
CE PE Top
CE PE Note :
CE PE
#REF! #REF! 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 bhav
#REF! #REF! highlighted Highlighted options are in-the-money.
#REF! #REF!
#REF! #REF!
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#REF! #REF!
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#REF! #REF!
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
CE PE
Underlying Stock: ASHOKLEY 59.90 As on Sep 17, 2019 15:30:35 IST

OI Chng in OI Volume IV LTP Net Chng

- - - - - -
- - - - - -
- - - - - -
- - - - - -
12,000 -6,000 1 71 10 -3
- - - - - -
60,000 6,000 3 53 5 -2
36,000 6,000 2 54 4 -2
1,104,000 426,000 330 57 2 -2
2,232,000 972,000 462 59 1 -1
7,260,000 714,000 1,493 63 1 -1
2,568,000 -162,000 806 65 0 0
6,906,000 336,000 1,321 66 0 0
1,254,000 -258,000 106 67 0 0
2,652,000 -282,000 422 76 0 0
564,000 -54,000 56 77 0 0
4,242,000 -396,000 84 85 0 0
294,000 - - - 0-
714,000 12,000 6 99 0-
30,000 - - - 0-
708,000 - - - 0-
- - - - - -
- - - - - -
- - - - - -
84,000 - - - 0-
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
24,000 - - - 1-
- - - - - -
- - - - - -
12,000 - - - 0-
30,756,000 5,092
lied while computing implied volatility.

the option chain are refreshed at the end of the day after bhavcopy file has been made available on the website.
options are in-the-money.
PUTS
Bid Bid Ask Ask Strike Price Bid Bid Ask Ask Net Chng LTP IV Volume
Qty Price Price Qty Qty Price Price Qty
138,000 18 22 18,000 40 - - 0 6,000 - 0 120 4
138,000 16 22 138,000 43 - - 1 6,000 0 0 104 1
138,000 13 17 138,000 45 48,000 0 0 18,000 0 0 99 5
60,000 11 14 30,000 48 66,000 0 0 6,000 - 0 83 2
66,000 10 10 6,000 50 42,000 0 0 156,000 0 0 78 132
72,000 7 8 72,000 53 6,000 0 0 6,000 0 0 65 46
138,000 4 6 48,000 55 102,000 1 1 48,000 0 1 64 452
6,000 3 4 12,000 58 6,000 1 1 30,000 0 1 61 340
30,000 2 2 24,000 60 18,000 2 2 12,000 1 2 62 1,023
18,000 1 1 6,000 63 12,000 4 4 12,000 2 4 68 286
54,000 1 1 270,000 65 6,000 6 6 6,000 2 6 75 104
156,000 0 0 6,000 68 72,000 8 8 6,000 2 8 70 6
570,000 0 0 882,000 70 66,000 10 10 12,000 2 10 71 8
240,000 0 0 102,000 73 66,000 12 13 6,000 0 10 - 1
2,574,000 0 0 282,000 75 66,000 15 15 12,000 - 12 - -
54,000 0 0 228,000 78 54,000 16 20 6,000 - 14 - -
654,000 0 0 2,178,000 80 30,000 18 20 12,000 - 17 - -
- - 0 24,000 83 138,000 19 25 6,000 - 18 - -
- - 0 180,000 85 138,000 21 28 6,000 - 20 - -
- - 0 12,000 88 12,000 27 28 12,000 0 23 - -
- - 0 372,000 90 12,000 30 31 12,000 - 25 - -
- - 0 120,000 93 138,000 27 38 138,000 - - - -
- - 0 6,000 95 12,000 35 36 12,000 - 31 - -
- - 0 36,000 98 138,000 32 40 138,000 - - - -
- - 0 168,000 100 12,000 38 43 138,000 0 38 - 1
- - 0 6,000 103 138,000 36 48 6,000 - - - -
- - 0 6,000 105 138,000 38 51 6,000 - 39 - -
- - 0 6,000 108 138,000 40 53 6,000 - - - -
- - 0 6,000 110 138,000 42 56 6,000 - 44 - -
- - 0 6,000 113 138,000 45 58 6,000 - - - -
- - 0 12,000 115 138,000 47 61 6,000 - - - -
- - 0 12,000 118 138,000 49 63 6,000 - - - -
- - 0 132,000 120 138,000 50 66 6,000 - 54 - -
- - 0 174,000 123 138,000 53 68 6,000 - 55 - -
2,411
Strike PCR

#DIV/0!
#DIV/0!
#DIV/0!
Chng in OI OI Chart #VALUE!
#DIV/0!
-24,000 336,000 Graph #VALUE!
- 12,000 Graph #VALUE!
-18,000 270,000 Graph #VALUE!
- 30,000 Graph #VALUE!
30,000 1,944,000 Graph 162.00
90,000 486,000 Graph #VALUE!
-6,000 3,270,000 Graph 54.50
96,000 1,464,000 Graph 40.67
-804,000 2,892,000 Graph 2.62
-312,000 948,000 Graph 0.42
-210,000 948,000 Graph 0.13
- 108,000 Graph 0.04
- 438,000 Graph 0.06
6,000 108,000 Graph 0.09
- 270,000 Graph 0.10
- 516,000 Graph 0.91
- 660,000 Graph 0.16
- 156,000 Graph 0.53
- 198,000 Graph 0.28
- 48,000 Graph 1.60
- 138,000 Graph 0.19
- - Graph #VALUE!
- 42,000 Graph #VALUE!
- - Graph #VALUE!
-6,000 102,000 Graph 1.21
- - Graph #VALUE!
- 6,000 Graph #VALUE!
- - Graph #VALUE!
- 12,000 Graph #VALUE!
- - Graph #REF!
- - Graph #REF!
- - Graph #REF!
- 30,000 Graph #REF!
- 126,000 Graph #REF!
15,558,000 Total #REF!
#REF!
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#DIV/0!

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