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Oi Analysis
Oi Analysis
5,000,000,000
4,000,000,000
3,000,000,000
2,000,000,000
1,000,000,000
0
11300 11400 11500 11600 11700 11800 11900 12000 12100 12200 12300 12400 12500 12600 12700 12800
;;
Call OI Strike Put OI Call value Put value Total Strike
- 29900 30,900 0 1,955,610,000 1,955,610,000 29900.00
6,040 30000 355,140 0 1,614,154,000 1,614,154,000 30000.00
- 30100 183,740 604,000 1,308,212,000 1,308,816,000 30100.00
1,140 30200 309,140 1,208,000 1,020,644,000 1,021,852,000 30200.00
2,280 30300 533,980 1,926,000 763,990,000 765,916,000 30300.00
6,160 30400 215,160 2,872,000 560,734,000 563,606,000 30400.00
38,620 30500 504,160 4,434,000 378,994,000 383,428,000 30500.00
93,220 30600 319,500 9,858,000 247,670,000 257,528,000 30600.00
212,760 30700 319,660 24,604,000 148,296,000 172,900,000 30700.00
358,020 30800 238,360 60,626,000 80,888,000 141,514,000 30800.00
435,880 30900 123,940 132,450,000 37,316,000 169,766,000 30900.00
821,220 31000 250,400 247,862,000 6,138,000 254,000,000 31000.00
478,080 31100 61,380 445,396,000 0 445,396,000 31100.00
793,240 31200 51,060 690,738,000 -6,138,000 684,600,000 31200.00
472,380 31300 72,540 1,015,404,000 -17,382,000 998,022,000 31300.00
391,340 31400 112,240 1,387,308,000 -35,880,000 1,351,428,000 31400.00
1,600,000,000
1,400,000,000
1,200,000,000
1,000,000,000
800,000,000
600,000,000
400,000,000
200,000,000
0
29900 30000 30100 30200 30300 30400 30500 30600 30700 30800 30900 31000 31100 31200 31300
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NIFTY SPOT 12106.9
OR
OI price Call Call change Call Price
Interpretation Volume Call Net OI Call LTP
change change in OI change
Short Buildup UP DOWN 190 1200 1200 -4.65 819.55
Short Buildup UP DOWN 10 28125 - -136 714
Short Buildup UP DOWN 28 28800 - -83.5 610.4
Short Buildup UP DOWN 2 150 - -178 536
Long Liquidation DOWN DOWN 7 375 -225 -65.75 415.25
Short Buildup UP DOWN 173 13425 4650 -57.25 325
Short Buildup UP DOWN 927 32550 27000 -63.95 222.85
Long Liquidation DOWN DOWN 20566 158250 -33750 -62.05 127.55
Short Buildup UP DOWN 286545 1322325 1030200 -54.95 45.95
Short Buildup UP DOWN 660395 2885175 1052625 -27.35 11.75
Long Liquidation DOWN DOWN 417298 2665650 -122175 -9.6 2.95
Long Liquidation DOWN DOWN 221779 1857525 -791925 -2.25 1.6
Long Liquidation DOWN DOWN 100326 1279575 -210075 -0.85 1.15
Long Liquidation DOWN DOWN 51870 931200 -242850 -0.55 0.9
Long Liquidation DOWN DOWN 9817 466350 -134775 -0.3 0.8
Long Liquidation DOWN DOWN 4428 312825 -12900 -0.2 0.8
CALLS
1200000
1000000
800000
600000
400000
Call change in OI
200000 Call Volume
0
-200000 300 400 500 600 700 800 900 000 100 200 300 400 500 600 700 800
1 1 11 11 1 1 11 1 1 11 12 12 12 1 2 12 12 1 2 12 12
-400000
-600000
-800000
PE Win% 92.9
PUTS
600000
500000
400000
300000
CE trend 7 7 14 50.0
PE trend 1 13 14 92.9
Todays Date
23/Jan/20
Interpretation
Long Liquidation
Long Liquidation
Long Liquidation
Short covering
Long Liquidation
Short Buildup
Long Liquidation
Long Liquidation
Short covering
Short covering
Short covering
Short covering
Short covering
Short covering
Short covering
Short covering
ut Change in OI
ut Volume
NIFTY SPOT 30701.45
OR
OI price Call Call change Call Price
Interpretation Volume Call Net OI Call LTP
change change in OI change
Long Buildup UP UP - - - - -
Short Buildup UP DOWN 1226 6040 2280 -251 770
Long Buildup UP UP - - - - -
Short Buildup UP DOWN 75 1140 1140 -1530.45 571.4
Short Buildup UP DOWN 912 2280 2220 -256.8 470.1
Short Buildup UP DOWN 4406 6160 5720 -263.15 385.25
Short Buildup UP DOWN 46122 38620 22480 -243.95 310
Short Buildup UP DOWN 88298 93220 87340 -241.5 231.25
Short Buildup UP DOWN 297097 212760 202640 -229.4 167
Short Buildup UP DOWN 543275 358020 320360 -212.1 112.4
Short Buildup UP DOWN 550519 435880 340480 -189.45 70.7
Short Buildup UP DOWN 1110552 821220 415360 -160.8 43.3
Short Buildup UP DOWN 745639 478080 168080 -130.8 28.35
Short Buildup UP DOWN 937014 793240 379980 -103.2 18.3
Short Buildup UP DOWN 640599 472380 62840 -78.7 12.45
Short Buildup UP DOWN 463972 391340 35460 -60.3 9.25
1200000
1000000
800000
600000
400000
Call change in OI
200000 Call Volume
0
-200000 300 400 500 600 700 800 900 000 100 200 300 400 500 600 700 800
1 1 11 11 1 1 11 1 1 11 12 12 12 1 2 12 12 1 2 12 12
-400000
-600000
-800000
CHG in OI > Volume - Better to Sell the strike
600000
500000
400000
300000
Interpretation
Short Buildup
Long Liquidation
Long Liquidation
Long Liquidation
Short Buildup
Long Liquidation
Long Liquidation
Long Buildup
Long Buildup
Short covering
Short covering
Short covering
Short covering
Short covering
Short covering
Short covering
ut Change in OI
ut Volume