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  • Intraday Option Tables for Nifty and Bank Nifty

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    udhaya kumar
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    The document is an intraday option table for NIFTY and BANKNIFTY indexes. It shows call and put option open interest, volume, change in open interest and other data for different strike prices. For NIFTY, most of the call strikes show short buildup while put strikes show long buildup. For BANKNIFTY, call strikes predominantly show short buildup while put strikes show both long buildup and short covering. Overall, the outlook based on PCR is bearish for both indexes according to the document.

    Original Description:

    OPEN INTEREST FOR NIFTY n BNF

    Original Title

    OI Intraday

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    The document is an intraday option table for NIFTY and BANKNIFTY indexes. It shows call and put option open interest, volume, change in open interest and other data for different strike prices. For NIFTY, most of the call strikes show short buildup while put strikes show long buildup. For BANKNIFTY, call strikes predominantly show short buildup while put strikes show both long buildup and short covering. Overall, the outlook based on PCR is bearish for both indexes according to the document.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    28 views6 pages

    Intraday Option Tables for Nifty and Bank Nifty

    Uploaded by

    udhaya kumar
    The document is an intraday option table for NIFTY and BANKNIFTY indexes. It shows call and put option open interest, volume, change in open interest and other data for different strike prices. For NIFTY, most of the call strikes show short buildup while put strikes show long buildup. For BANKNIFTY, call strikes predominantly show short buildup while put strikes show both long buildup and short covering. Overall, the outlook based on PCR is bearish for both indexes according to the document.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 6

    Intraday Option Table

    Underlying Index: NIFTY 11497.90 As on May 07, 2019 1


    CALL
    OI Price Net
    Interpretation Volume Net OI Chg in OI LTP Strike LTP
    Change Change Change

    Long Buildup Up Up - - - - - 11,050 1.40

    Long Liquidation Down Down 7 2,700 -450 -33.65 482.50 11,100 2.05

    Long Buildup Up Up - 75 - - 562.50 11,150 2.00

    Short Buildup Up Down 5 750 150 -61.00 330.00 11,200 3.75

    Long Buildup Up Up - - - - - 11,250 5.15

    Short Buildup Up Down 140 4,125 2,625 -98.35 209.95 11,300 7.40

    Long Buildup Up Up 1 75 75 43.00 211.25 11,350 10.55

    Short Buildup Up Down 6,881 52,275 32,100 -102.55 120.00 11,400 17.20

    Short Buildup Up Down 3,244 50,100 49,050 -94.45 83.05 11,450 28.85

    Short Buildup Up Down 94,966 895,725 775,725 -81.65 55.90 11,500 48.40

    Short Buildup Up Down 84,097 1,002,225 916,350 -66.60 34.90 11,550 75.70

    Short Buildup Up Down 333,759 2,751,600 1,666,050 -49.05 22.50 11,600 111.50

    Short Buildup Up Down 273,537 1,611,975 524,100 -32.00 14.20 11,650 150.80

    Short Buildup Up Down 425,758 2,733,825 113,100 -20.35 8.30 11,700 194.05

    Short Buildup Up Down 163,313 1,447,275 349,575 -12.50 4.95 11,750 240.00

    Short Buildup Up Down 237,977 2,819,700 223,725 -7.10 3.40 11,800 292.35

    Long Liquidation Down Down 75,330 696,675 -178,500 -3.15 2.40 11,850 338.00

    Long Liquidation Down Down 113,239 1,269,900 -256,950 -1.70 1.70 11,900 387.60

    Long Liquidation Down Down 9,885 215,550 -28,125 -0.65 1.55 11,950 436.00

    Short Buildup Up Down 45,256 1,309,050 114,225 -0.35 1.35 12,000 489.05

    Yesterday PCR: Change in OI : 4,490,475 Intraday Outlook :


    Today's PCR: 0.395 Total of Calls : 37,234,200 BEARISH
    tion Table
    s on May 07, 2019 15:30:30 IST
    PUT
    Net Price OI
    Chg in OI Net OI Volume
    Change Change Change Interpretation

    -0.35 75 1,050 23 Down Up Short Buildup

    0.55 26,025 99,300 6,490 Up Up Long Buildup

    0.75 10,725 12,750 487 Up Up Long Buildup

    1.45 42,075 537,075 23,003 Up Up Long Buildup

    2.80 44,550 51,150 1,390 Up Up Long Buildup

    3.80 111,825 595,500 49,417 Up Up Long Buildup

    5.50 110,700 200,400 23,974 Up Up Long Buildup

    9.60 131,475 791,625 151,073 Up Up Long Buildup

    16.85 129,525 405,000 120,080 Up Up Long Buildup

    28.30 93,600 1,208,100 328,639 Up Up Long Buildup

    43.55 -27,525 494,250 206,380 Up Down Short Covering

    61.35 -582,450 959,175 395,712 Up Down Short Covering

    77.70 -161,175 201,000 114,471 Up Down Short Covering

    90.70 -344,175 830,925 98,122 Up Down Short Covering

    97.75 -86,850 83,250 6,951 Up Down Short Covering

    108.00 -22,725 184,125 18,846 Up Down Short Covering

    106.85 -6,225 9,075 379 Up Down Short Covering

    110.10 -11,025 44,850 1,609 Up Down Short Covering

    102.80 -1,275 6,150 26 Up Down Short Covering

    109.70 -3,225 37,350 163 Up Down Short Covering


    Nifty Spot : 11497.90
    Change in OI : -542,550 VIX Range:
    Total of Put's : 14,690,850 Opt Range:
    Pivot :
    Intraday Option Table
    Underlying Index: BANKNIFTY 29288.20 As on May 07, 2019
    CALL
    OI Price Net
    Interpretation Volume Net OI Chg in OI LTP Strike LTP
    Change Change Change
    Short Buildup Up Down 10,047 35,080 33,020 -321.80 226.00 29,200 105.30
    Short Buildup Up Down 32,000 109,340 107,700 -286.55 175.00 29,300 148.00
    Short Buildup Up Down 69,315 229,380 219,400 -258.00 129.00 29,400 208.00
    Short Buildup Up Down 176,002 497,060 432,280 -223.35 96.50 29,500 271.00
    Short Buildup Up Down 223,289 429,340 365,540 -193.05 69.50 29,600 339.45
    Short Buildup Up Down 404,165 539,340 347,520 -155.95 51.00 29,700 419.85
    Short Buildup Up Down 600,730 743,940 443,000 -123.35 39.00 29,800 505.00
    Short Buildup Up Down 575,008 702,840 343,740 -95.65 29.15 29,900 591.20
    Short Buildup Up Down 854,921 1,332,060 514,820 -70.85 23.10 30,000 686.05
    Short Buildup Up Down 355,121 404,100 57,100 -53.80 16.50 30,100 780.00
    Short Buildup Up Down 342,920 450,140 120,440 -38.75 12.20 30,200 875.00
    Short Buildup Up Down 247,918 401,460 94,720 -27.05 8.95 30,300 972.00
    Short Buildup Up Down 180,231 394,520 50,540 -18.20 6.10 30,400 1,062.80
    Long Liquidation Down Down 183,856 445,160 -45,500 -11.05 6.00 30,500 1,157.75
    Long Liquidation Down Down 69,328 177,440 -55,780 -6.65 4.25 30,600 1,270.10
    Long Liquidation Down Down 41,146 128,220 -96,120 -3.75 3.60 30,700 1,075.00
    Long Liquidation Down Down 22,334 64,280 -36,060 -2.30 3.45 30,800 1,473.05
    Long Liquidation Down Down 11,704 43,820 -14,500 -1.30 2.95 30,900 1,226.70
    Long Liquidation Down Down 33,976 264,140 -57,620 -2.70 1.55 31,000 1,680.10
    Long Liquidation Down Down 3,698 16,200 -5,120 -1.45 1.75 31,100 -

    Yesterday PCR: Change in OI : 2,833,300 Intraday Outlook :


    Today's PCR: 0.391 Total of Calls : 15,048,480 BEARISH
    n Table
    As on May 07, 2019 15:30:30 IST
    PUT
    Net Price OI
    Chg in OI Net OI Volume
    Change Change Change Interpretation
    59.75 214,240 371,500 305,228 Up Up Long Buildup
    85.85 -88,340 236,760 431,396 Up Down Short Covering
    121.70 -115,220 208,660 542,343 Up Down Short Covering
    154.50 -148,620 309,820 729,530 Up Down Short Covering
    185.95 -128,180 128,480 560,403 Up Down Short Covering
    223.55 -127,800 144,420 408,649 Up Down Short Covering
    258.05 -75,400 75,720 258,823 Up Down Short Covering
    282.85 -29,540 28,460 77,734 Up Down Short Covering
    313.10 -22,300 86,380 49,299 Up Down Short Covering
    333.60 -7,420 12,080 10,302 Up Down Short Covering
    347.20 -9,300 11,100 5,112 Up Down Short Covering
    353.70 -40 4,280 280 Up Down Short Covering
    359.40 380 4,360 122 Up Up Long Buildup
    344.90 1,580 21,280 1,214 Up Up Long Buildup
    372.55 40 1,060 29 Up Up Long Buildup
    92.45 - 800 3 Up Up Long Buildup
    398.65 120 180 12 Up Up Long Buildup
    - - 60 - Up Up Long Buildup
    395.15 -360 2,820 81 Up Down Short Covering
    - - - - Up Up Long Buildup
    BANKNIFTY Spot : Err:502
    Change in OI : -390,280 VIX Range:
    Total of Put's : 5,878,880 Opt Range:
    Pivot :
    3,000,000

    2,500,000

    2,000,000

    1,500,000

    1,000,000

    500,000

    0
    11,05011,10011,15011,20011,25011,30011,35011,40011,45011,50011,55011,60011,65011,70011,75011,80011,85011

    2,000,000

    1,500,000

    1,000,000

    500,000

    0
    11,05011,10011,15011,20011,25011,30011,35011,40011,45011,50011,55011,60011,65011,70011,75011,80011,85011

    -500,000

    -1,000,000
    Call
    Put

    ,65011,70011,75011,80011,85011,90011,95012,000

    Call
    Put

    1,65011,70011,75011,80011,85011,90011,95012,000

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