Option chain · NIFTY
10 strikes either side of the money. the heaviest call strike is 24,000 and the heaviest put strike is 22,500 — one of them sits outside this band and is pinned to the edge with its distance, rather than clipped.
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| short covering | 468.25 | −10,14,780 | 20,92,220 | 22,500 | wall1,29,37,015 | +60,69,570 | 19.75 | short build-up |
| short covering | 425.65 | −8,81,985 | 4,61,890 | 22,550 | 33,97,940 | +7,85,070 | 24.10 | short build-up |
| short covering | 374.65 | −28,74,625 | 15,86,845 | 22,600 | 77,35,000 | +23,04,055 | 28.90 | short build-up |
| short covering | 332.35 | −21,75,030 | 8,51,110 | 22,650 | 40,78,035 | +20,67,325 | 34.80 | short build-up |
| short covering | 286.80 | −63,46,275 | 27,03,090 | 22,700 | 1,10,81,980 | +69,51,620 | 42.30 | short build-up |
| short covering | 246.30 | −29,07,840 | 12,68,800 | 22,750 | 49,37,205 | +41,25,940 | 51.60 | short build-up |
| short covering | 209.40 | −46,41,325 | 24,58,820 | 22,800 | 85,41,975 | +70,19,220 | 63.90 | short build-up |
| short covering | 172.45 | −19,10,740 | 12,42,345 | 22,850 | 50,33,860 | +46,85,590 | 77.65 | short build-up |
| short covering | 141.05 | −15,96,400 | 44,27,215 | 22,900 | 79,03,220 | +74,09,220 | 96.20 | short build-up |
| short covering | 112.25 | −7,66,740 | 23,82,315 | 22,950 | 34,29,335 | +32,58,450 | 117.55 | short build-up |
| short covering | 88.40 | −30,88,605 | 82,10,995 | 23,000at the money | 58,33,425 | +49,63,465 | 142.35 | short build-up |
| long build-up | 67.25 | +10,14,650 | 33,07,005 | 23,050 | 11,22,940 | +10,38,180 | 172.00 | short build-up |
| long build-up | 50.55 | +14,26,100 | 65,83,395 | 23,100 | 11,96,520 | +9,64,275 | 205.10 | short build-up |
| long build-up | 36.90 | +3,44,240 | 24,46,925 | 23,150 | 2,10,275 | +1,81,610 | 241.20 | short build-up |
| short covering | 26.85 | −8,69,700 | 68,21,490 | 23,200 | 3,94,940 | +2,88,080 | 280.55 | short build-up |
| long build-up | 19.10 | +11,03,310 | 30,23,345 | 23,250 | 1,20,250 | +86,645 | 323.25 | short build-up |
| long build-up | 13.85 | +24,99,380 | 73,45,975 | 23,300 | 1,96,430 | +56,225 | 367.05 | short build-up |
| long build-up | 10.15 | +10,81,340 | 28,52,590 | 23,350 | 37,180 | +28,990 | 414.40 | short build-up |
| long build-up | 7.70 | +15,69,685 | 54,94,905 | 23,400 | 1,94,415 | +50,700 | 457.80 | short build-up |
| long build-up | 6.20 | +4,57,600 | 19,10,285 | 23,450 | 1,48,265 | +1,42,740 | 505.40 | short build-up |
| short covering | 5.15 | −4,05,470 | 94,01,925 | 23,500 | 2,59,805 | −15,340 | 559.75 | long unwinding |
| — | 1.40 | +9,50,170 | 99,84,455wall | 24,00020 strikes away | 1,83,040 | −24,895 | 1,050.55 | long unwinding |
Show the recordHide the record
How often price has come this far
| How far out | A strike above | A strike below | Its own price implied | Either side | Past cases |
|---|---|---|---|---|---|
| 0.25× | 80 in 100 | 71 in 100 | 84 in 100 | 100 in 100 | 1,563 |
| 0.50× | 64 in 100 | 58 in 100 | 69 in 100 | 99 in 100 | 1,563 |
| 0.75× | 50 in 100 | 46 in 100 | 55 in 100 | 89 in 100 | 1,563 |
| 1.00× | 38 in 100 | 35 in 100 | 43 in 100 | 72 in 100 | 1,563 |
| 1.25× | 27 in 100 | 26 in 100 | 32 in 100 | 53 in 100 | 1,563 |
| 1.50× | 18 in 100 | 20 in 100 | 24 in 100 | 38 in 100 | 1,563 |
| 2.00× | 9 in 100 | 11 in 100 | 12 in 100 | 20 in 100 | 1,563 |
| 3.00× | 1 in 100 | 3 in 100 | 2 in 100 | 4 in 100 | 1,563 |
How often price has actually come to a strike that many implied moves from where it started, beside what the option’s own price implied at the time, over the contracts this board's own expiry belongs with (3-7 days to expiry). That implied figure is for ONE side, so it is what each of the two side columns is read against; the last count is for either side and has no figure beside it, because the chance of reaching one of two is not twice the chance of reaching one. Over this history, a strike that far above was reached about 38 times in 100, over 1,563 past cases; its own price implied about 43.
What the premium has done as expiry came
Calls
| How far out of the money | 15 sessions left | 7 sessions left | 2 sessions left |
|---|---|---|---|
| at the money | 80% | 65% | 47% |
| in the money | 89% | 79% | 74% |
| 1 to 2% out of the money | 71% | 52% | 22% |
| 2 to 4% out of the money | 59% | 32% | 8% |
| more than 4% out of the money | 43% | 13% | 3% |
How much of the premium was still there, measured from 30 sessions before expiry on the same contract — never across a roll, where the change of contract would show up as decay. At at the money and 7 sessions left, about 65% of the premium was still there, over 890 past cases; a quarter of the time it was worth more than when it was written.
Puts
| How far out of the money | 15 sessions left | 7 sessions left | 2 sessions left |
|---|---|---|---|
| at the money | 48% | 17% | 4% |
| in the money | 71% | 52% | 43% |
| 1 to 2% out of the money | 47% | 14% | 2% |
| 2 to 4% out of the money | 41% | 12% | 2% |
| more than 4% out of the money | 42% | 16% | 4% |
How much of the premium was still there, measured from 30 sessions before expiry on the same contract — never across a roll, where the change of contract would show up as decay. At at the money and 7 sessions left, about 17% of the premium was still there, over 898 past cases; a quarter of the time more than 96% was still there.
Where open interest moved most
Calls — biggest changes
Puts — biggest changes
How the chain is positioned
puts outweigh calls by about 1.53 to 1 across the chain.
What the front future did
| Session | Close | Change | Open interest | What it reads as |
|---|---|---|---|---|
| Thu 15 Oct | 22,985 | +336.3 | −14,43,260 | short covering |
| Wed 14 Oct | 22,649 | −186.3 | +3,900 | short build-up |
| Tue 13 Oct | 22,835 | +448.3 | −2,56,295 | short covering |
| Mon 12 Oct | 22,387 | −226.1 | −2,39,200 | long unwinding |
| Fri 9 Oct | 22,613 | +319.4 | −1,94,155 | short covering |
Price and open interest read together, on the nearest contract that has not expired. A session where the contract changed carries no change, because the two contracts are different instruments at different prices.
What the board is, and is not
Open interest and its change are the exchange's end-of-session numbers. The action beside each strike names what the price and the open interest did together — long build-up, short build-up, long unwinding, short covering — and is a description of the session, not a forecast. The heaviest call and put strikes are shown even when they sit outside the displayed band, marked as such, because clipping them to keep the row count tidy would hide the two numbers the board exists for.
The 1-minute live version of this same board is on its way. It will run the identical code over the live stream, which is why this one computes nothing a replay could not reproduce.