Professional Documents
Culture Documents
CALLS
TREND
Interpretation
OI
change
price
change
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
Short covering
Short covering
Short covering
Short covering
Short covering
Short covering
Short covering
Short covering
Short covering
Long Buildup
Long Buildup
Long Buildup
Long Buildup
Long Buildup
Long Buildup
Short covering
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
UP
UP
UP
UP
UP
UP
DOWN
UP
UP
UP
UP
UP
UP
UP
UP
UP
UP
UP
UP
UP
UP
UP
UP
Call
Volume
373
1892
2143
4672
5434
8920
41745
140248
240490
187842
135133
59466
31023
17153
1888
600
5000000
4500000
4000000
3500000
3000000
2500000
2000000
1500000
1000000
500000
0
7700 7800 7900 8000 8100 8200 8300 8400 8500 8600 8700 8800 89
3000000
2500000
2000000
3000000
2500000
2000000
1500000
1000000
500000
0
77007800790080008100820083008400850086008700880089009
-500000
-1000000
-1500000
8467.9
LLS
Call Net OI
319050
561300
706650
1199775
1214475
1209225
2067750
2871375
4375650
3942000
4416525
1664700
999225
1420500
134400
274425
150.4
149.55
145.35
138.75
129.15
115.3
96.7
75.1
52.2
30.95
15
6.3
2.05
0.6
0.4
0.25
Call LTP
strike
Put LTP
Put Price
Change
784.15
690.9
592
493.9
398
307.05
223.4
149.4
90.65
48.2
22.7
9.35
3.5
1.8
1.35
1
7700
7800
7900
8000
8100
8200
8300
8400
4.1
5.25
6.9
9.7
14.05
22.6
37.9
63
101
154.3
226.35
314.8
405
501.8
600
699.8
-2.8
-5.15
-8.85
-15.15
-24.65
-37.85
-54.85
-74.85
-97.85
-122.75
-135.95
-146.35
-165.05
-154.35
-151.8
-152.25
8500
8600
8700
8800
8900
9000
9100
9200
300000
250000
200000
Call Net OI
150000
Put Net OI
100000
50000
8300 8400 8500 8600 8700 8800 8900 9000 9100 9200
770078007900800081
200
150
100
200
150
100
50
Call change in OI
Put Change in OI
0
-50
-100
-150
-200
s Simplified
Todays Date
28/Jan/17
PUTS
Put Change
in OI
14625
29475
-169125
216750
-884400
-582150
838650
2465400
515250
352350
198000
7350
75
10125
75
4050
Put Net OI
1389150
2592600
2074800
4267200
3263850
4326300
4046925
3978075
2023950
772800
361575
125925
43800
1074675
113325
225675
Put
Volume
16793
34399
40315
93663
134463
177460
174097
207960
91785
16699
4794
824
70
1005
48
173
price
change
OI change
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
DOWN
UP
UP
DOWN
UP
DOWN
DOWN
UP
UP
UP
UP
UP
UP
UP
UP
UP
UP
00
00
00
Call Volume
00
Put Volume
00
00
0
7700780079008000810082008300840085008600870088008900900091009200
91009200
Interpretation
TREND
Short Buildup
Short Buildup
Long Liquidation
Short Buildup
Long Liquidation
Long Liquidation
Short Buildup
Short Buildup
Short Buildup
Short Buildup
Short Buildup
Short Buildup
Short Buildup
Short Buildup
Short Buildup
Short Buildup
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
BULLISH
Call Volume
Put Volume
Call
Put
Price
Change
<0
<0
>0
>0
Change in
OI
Signal
<0
Long Liquidation
>0
Short Buildup
>0
Long Buildup
<0
Short Covering
<0
<0
>0
>0
<0
>0
>0
<0
Long Liquidation
Short Buildup
Long Buildup
Short Covering
CE8300
CE8350
CE8400
CE8450
CE8500
CE8550
CE8600
CE8650
CE8700
CE8750
CE8800
CE8850
CE8900
CE8950
CE9000
CE9050
CE9100
CE9150
CE9200
CE9250
CE9300
CE9350
CE9400
CE9450
CE9500
CE9550
CE9600
PE8300
PE8350
PE8400
PE8450
PE8500
PE8550
PE8600
PE8650
PE8700
PE8750
PE8800
PE8850
PE8900
PE8950
PE9000
PE9050
PE9100
PE9150
PE9200
PE9250
PE9300
PE9350
PE9400
PE9450
PE9500
PE9550
PE9600
#REF!
#REF!
Total
CE
CE
CE
CE
CE
CE
CE
PE
PE
PE
PE
PE
PE
PE
OI
Chng in OI Volume
255,975
-450
-
975
-
-75
-
563,025
-
2,850
59,775
-75
69,525
-1,575
122,625
-7,500
1,271,400
16,650
171,525
-300
269,775
5,850
363,000
-375
489,600
-1,200
1,179,825
-22,875
223,125
-8,625
150 319,050
-17,775
5,175
-1,125
561,300
-58,050
706,650
-66,825
150 1,199,775 -189,225
6,150
375
1,214,475
-34,575
18,225
-225
1,209,225 -158,100
55,950
-2,475
IV
132 1211 226 180 449 23 225 128 36 628 258 373 18 1,892 2,143 4,672 65,434 29 8,920 8
282 9
PUTS
LTP
Net Chng Bid
Bid
Ask
Ask
Strike Price Bid
Bid
Ask
Ask
Qty
Price Price Qty
Qty
Price Price Qty
2,261
144
300 2,261 2,300
375
6,200 2,400
0
1 1,725
1,200 1,979 2,303
75
6,250 2,175
166
75 2,091 2,289 2,025
6,300
600
0
1 2,025
1,200 1,879 2,203
75
6,350 75 1,991 2,153
75
6,400
150
0
1
300
1,200 1,788 2,166
75
6,450 1,970
153
150 1,971 1,978
75
6,500 9,825
0
1
675
1,200 1,688 2,066
75
6,550 75 1,637 1,975
225
6,600
150
0
1
750
1,200 1,596 1,911
75
6,650 1,769
127
225 1,546 1,875
225
6,700
300
1
1 1,050
1,200 1,496 1,811
75
6,750 9,975
01,672
133
75 1,668 1,683
75
6,800
75
1
1
75
1,200 1,405 1,716
75
6,850
75
01,558
139
150 1,578 1,584
150
6,900
150
1
1
75
1,200 1,305 1,620
75
6,950 9,975
01,477
156
150 1,476 1,480
600
7,000 23,550
1
1
675
1,200 1,213 1,520
75
7,050 9,975
01,378
157
150 1,374 1,385
75
7,100 1,125
1
1 1,500
1,200 1,122 1,424
75
7,150 9,975
0
3 3,000
1,270
145
150 1,278 1,285
150
7,200 3,000
1
1
225
1,200 1,022 1,324
75
7,250 9,975
0
3 3,000
1,177
159
75 1,177 1,185
75
7,300
525
1
2 3,000
1,200 930 1,228
75
7,350
75
1
3
75
1,078
158
150 1,078 1,086
75
7,400 1,725
2
2
150
75 951 1,104
75
7,450
600
1
3
75
986
155 1,275 983 986
75
7,500 13,050
2
3 26,700
75 866 966
75
7,550
150
2
4 3,000
888
156
75 883 891
150
7,600 11,175
3
3 3,000
666 1,200 643 973 2,025
7,650 4
300
784
150
75 785 789
75
7,700
75
4
4 1,725
722
146
150 710 802
150
7,750
75
4
5
75
691
150
75 689 693
375
7,800
75
5
5
825
75 595 685
75
7,850
150
5
6
75
592
145
150 591 593
150
7,900
75
7
7 1,200
400 75 494 630 3,000
7,950 1,050
8
9
75
494
139
75 493 497
75
8,000 9,375
10
10
375
436
135
75 403 519
75
8,050
75
11
13 1,800
398
129
150 397 399
75
8,100
750
14
14
75
355
129
75 343 376
150
8,150 1,350
17
19 1,350
307
115
75 307 308
300
8,200 1,425
23
23 5,925
260
101
900 260 268
675
8,250
150
29
30
150
223
185
149
118
91
68
48
34
23
14
9
5
4
2
2
3
1
-
97
86
75
64
52
42
31
22
15
10
6
4
2
-1
1
-40
0
-
1
-
0
-
75
75
2,100
75
75
75
150
75
150
150
8,250
150
150
225
2,550
300
225
9,975
75
9,975
1,125
75
750
11
0
0-
0 23,400
9,975
0 1,350
6,075
-
223
184
149
117
91
67
48
33
23
14
9
4
4
2
2
0
1
01
01
01
1
0
0
0
-
224
185
150
118
91
68
48
34
23
14
9
6
4
3
2
3
1
75
225
75
150
75
75
75
75
75
75
1,800
300
225
150
5,700
1,800
3,150
1 13,125
1 2,850
1
150
1 9,300
1 1,500
0
150
1
75
-
8,300
8,350
8,400
8,450
8,500
8,550
8,600
8,650
8,700
8,750
8,800
8,850
8,900
8,950
9,000
9,050
9,100
9,150
9,200
9,250
9,300
9,350
9,400
9,450
9,500
9,550
9,600
9,650
9,700
9,750
9,800
9,850
750
150
2,850
300
75
300
75
75
75
75
75
75
75
75
75
1,200
225
1,200
75
1,200
375
1,200
225
1,200
300
1,200
1,200
1,200
450
1,200
75
1,200
38
49
63
78
100
122
155
154
227
231
310
305
403
400
501
409
596
505
698
605
794
675
873
775
995
876
926
977
1,190
1,077
1,203
1,178
38
50
63
80
101
130
156
201
229
355
314
441
408
500
504
762
603
901
701
966
811
1,070
921
1,170
998
1,275
1,325
1,375
1,200
1,479
1,529
1,583
75
1,275
75
75
75
300
225
525
150
75
75
75
150
75
75
75
75
75
525
75
225
75
150
75
75
75
2,025
75
75
75
75
75
-2
-1
-3
-1
-2
-3
-4
-5
-7
-9
-12
-15
-19
-25
-32
-38
-46
IV Volume
Chng in OI OI
0 50
133
- 1 49
1,030
- 1 49
7
- 0 44
289
- 1- - 1 41
12
- 1 39
108
- 1 37
250
- 1 35
1,039
- 1 33
288
- 1 32
2,488
- 1 30
3,226
- 2 28
4,686
1 23
13 27
10,518
5- 3 25
10,871
6- 4 24
16,793
4 22
523
5 22
34,399
5 21
743
7 20
40,315
8 20
1,267
10 19
93,663
12 18
2,496
14 17 134,463
17 17
3,880
23 16 177,460
30 16
5,346
-825
Chart
13,650
1,350
5,625
-
525
525
-
-2,400
136,350
3,825
-
-525
71,775
-
-525
55,725
-
-6,075
102,675
-
-26,325
872,700
-
-10,950
182,475
-
-41,625
687,600
-
-103,650
699,750
-
-124,950
-81,600
-128,850
14,625
10,275
29,475
5,625
-169,125
-22,950
216,750
34,050
-884,400
53,475
-582,150
55,500
960,975
150
2,629,650
2,550
1,719,225
1,650
1,389,150
28,275
2,592,600
48,000
2,074,800
70,575
4,267,200
185,475
3,263,850
206,850
4,326,300
294,450
Strike PCR
0.05
#VALUE!
5.77
#VALUE!
#VALUE!
#VALUE!
0.24
#VALUE!
#VALUE!
#VALUE!
1.20
#VALUE!
0.80
#VALUE!
0.84
#VALUE!
0.69
#VALUE!
1.06
#VALUE!
2.55
#VALUE!
1.93
#VALUE!
1.96
#VALUE!
2.23
#VALUE!
7.71
11.00
4.35
5.46
4.62
#VALUE!
2.94
470.50
3.56
30.16
2.69
11.35
3.58
5.26
-55
-63
-75
-85
-98
-97
-123
-556
-136
-
38
49
63
79
101
138
154
190
226
1.96
1.71
1.39
1.27
0.46
0.02
0.20
0.00
0.08
#VALUE!
0.08
#VALUE!
0.04
#VALUE!
0.76
#VALUE!
#REF!
1.19
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!