Institutional Live Open Interest (OI)

Index Stock options

ITM Strikes (In-The-Money)

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Index and stock are separate. Picking a stock loads that equity option chain (monthly typically). GIFT is NIFTY-only.

Trade bias

OI structure + option premium skew · not a buy/sell signal Opportunities Open Flow

Watch structure

Waiting for chain / walls…

Premium bias

ATM CE vs PE · straddle · OTM skew (risk reversal)

ATM CE—

ATM PE—

CE/PE—

Skew %—

Straddle—

Δ straddle—

vs open—

RR PE−CE—

PREMIUM — Waiting for option premiums…

NO PLAN — No active buyer plan

Setups appear when structure prints a clean event.

Invalidation: —

Buyer cost

ATM / first OTM debit · breakeven · % of straddle

Waiting for marks…

One-side ATM is often ~40–55% of straddle — richer means size smaller or wait.

NIFTY CONNECTING

UPDATED: —

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O — H — L — Prev —

Opt exp — PCR — Max pain —

NIFTY FUT CONNECTING

UPDATED: —

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O — H — L — Prev —

Expiry — Basis —

GIFTNIFTY 50 OFF

UPDATED: —

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O — H — L — Prev —

vs NSE Fut — Feed —

Alerts

CoC: wall breaks · wing crossover · GIFT · big wing ΔOI (PCR quieter)

No alerts yet this session

Option Chain

Expiry Wing

Pick a longer expiry when you want more time (next week / monthly). Same strikes, full OI + greeks for that series. LTP is live; OI/IV/Δ/Θ refresh on snapshot.

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CE LTP	CE IV	CE Δ	CE Θ	CE OI	CE ΔOI	Strike	PE ΔOI	PE OI	PE Θ	PE Δ	PE IV	PE LTP	PCR
Waiting for chain snapshot…

Session OI timeline (every 3 min)

History of total call/put OI, PCR, and spot across the session. Per-strike detail is in the option chain above.

	Date & Time	LTP	Day H/L Break	Absolute Call OI	Absolute Put OI	PCR
Waiting for first snapshot…

FII Index Options

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Net contracts—

vs prior day—

Call long—

Put long—

Call short—

Put short—

OI contracts—

Put long − Call long—

Exchange FII index-options aggregate (not strike-level chain OI). History below = last few sessions for trend.

Date	Net contracts	Call long	Put long	Call short	Put short	OI
Loading FII…