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Options Analytics
Read the options market like a pro.
A full option chain with Greeks, open-interest analytics that refresh every minute, support and resistance walls, IV rank, skew and a Black-76 fair-value calculator. All in one place.
- Option chain + Greeks
- 1-minute OI refresh
- IV rank & skew
- Black-76 fair value
Option chainwith Delta, Gamma, Theta, Vega & IV
200 underlyingsin Analytics & Greeks
1-min refreshlive open-interest analytics
Black-76fair value vs live market
01 · Option chain
Every strike, every number, one screen
Calls on the left, puts on the right, strikes down the middle. Switch the Greeks on or off, choose how wide a window of strikes to show, and read the totals at a glance.
NIFTY 50 spot
23,414.3+0.36%
PCR 1.27 (Bullish)Max pain
23,500
Nearest resistance at 23,500CE open interest
15.83Cr+7.5%
Major buildup at 23,750 CEPE open interest
20.18Cr+37.0%
Strong support at 23,400 PE| Calls | Strike | Puts | ||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Vega | Theta | Gamma | Delta | IV | Vol | OI chg | Open interest | Chg% | LTP | LTP | Chg% | Open interest | OI chg | Vol | IV | Delta | Gamma | Theta | Vega | |||
| 0.02 | -0.03 | 0.0000 | 1.00 | 13.6% | 4.17Cr | +1.8L | 7.9L | +9.86% | 548.5 | 22,900 | 0.1 | -52.50% | 72.0L | +19.8L | 40.05Cr | 13.9% | -0.00 | 0.0000 | -0.16 | 0.02 | ||
| 0.04 | -0.18 | 0.0000 | 1.00 | 13.3% | 2.89Cr | +42K | 6.4L | +14.16% | 498.6 | 22,950 | 0.1 | -43.03% | 42.0L | +3K | 10.29Cr | 13.6% | -0.00 | 0.0000 | -0.34 | 0.05 | ||
| 0.09 | -0.48 | 0.0000 | 1.00 | 13.0% | 76.9L | +4.1L | 19.4L | +8.85% | 448.6 | 23,000 | 0.2 | -55.65% | 1.50Cr | +13.9L | 84.99Cr | 13.7% | -0.00 | 0.0001 | -0.88 | 0.13 | ||
| 0.18 | -1.07 | 0.0001 | 0.99 | 12.7% | 1.61Cr | -1.4L | 9.9L | +14.27% | 398.8 | 23,050 | 0.4 | -52.98% | 69.2L | +5.8L | 21.64Cr | 13.4% | -0.01 | 0.0001 | -1.61 | 0.24 | ||
| 0.36 | -2.17 | 0.0002 | 0.99 | 12.5% | 7.39Cr | +3.5L | 12.9L | +14.89% | 349.1 | 23,100 | 0.7 | -46.00% | 80.7L | -9.7L | 12.74Cr | 12.9% | -0.01 | 0.0002 | -2.72 | 0.42 | ||
| 0.67 | -4.09 | 0.0004 | 0.98 | 12.3% | 7.55Cr | +5.6L | 18.4L | +11.42% | 299.9 | 23,150 | 1.6 | -45.11% | 1.18Cr | +67.0L | 57.84Cr | 12.7% | -0.03 | 0.0004 | -4.89 | 0.77 | ||
| 1.19 | -7.16 | 0.0007 | 0.95 | 12.1% | 5.73Cr | -3.1L | 20.5L | +15.73% | 251.4 | 23,200 | 3.7 | -44.39% | 1.70Cr | +50.0L | 18.24Cr | 12.8% | -0.06 | 0.0007 | -8.86 | 1.38 | ||
| 1.94 | -11.54 | 0.0011 | 0.91 | 12.0% | 4.90Cr | -2.3L | 29.7L | +15.70% | 204.4 | 23,250 | 6.9 | -45.13% | 1.27Cr | +49.7L | 72.62Cr | 12.5% | -0.10 | 0.0011 | -12.98 | 2.08 | ||
| 2.88 | -16.96 | 0.0016 | 0.85 | 11.8% | 18.06Cr | -8.3L | 49.1L | +17.58% | 160.0 | 23,300 | 13.1 | -59.03% | 1.01Cr | +14.6L | 17.32Cr | 12.4% | -0.16 | 0.0016 | -18.68 | 3.02 | ||
| 3.85 | -22.50 | 0.0022 | 0.76 | 11.7% | 12.12Cr | -3.4L | 37.3L | +14.43% | 119.4 | 23,350 | 22.0 | -64.87% | 1.50Cr | -10.7L | 22.00Cr | 12.0% | -0.25 | 0.0022 | -23.36 | 3.90 | ||
| 4.61 | -26.69 | 0.0026 | 0.63 | 11.6% | 25.59Cr | +10.4L | 60.3L | +12.85% | 84.2 | 23,400 | 37.4 | -45.12% | 2.08Cr | +1.24Cr | 68.85Cr | 12.0% | -0.37 | 0.0026 | -27.71 | 4.63 | ||
| 4.90 | -28.13 | 0.0028 | 0.50 | 11.5% | 25.62Cr | +7.3L | 80.2L | +26.30% | 55.6 | 23,450 | 59.1 | -18.52% | 81.2L | +14.4L | 26.18Cr | 11.9% | -0.50 | 0.0027 | -29.18 | 4.90 | ||
| 4.58 | -26.20 | 0.0027 | 0.36 | 11.4% | 83.19Cr | -28.0L | 1.74Cr | +42.53% | 34.1 | 23,500 | 87.7 | -21.49% | 1.22Cr | -12.4L | 37.84Cr | 11.9% | -0.64 | 0.0026 | -27.48 | 4.61 | ||
| 3.78 | -21.50 | 0.0022 | 0.24 | 11.4% | 2.56Cr | +6.0L | 86.0L | +34.43% | 19.2 | 23,550 | 121.8 | -19.69% | 30.3L | +14.3L | 13.78Cr | 11.7% | -0.76 | 0.0022 | -22.37 | 3.83 | ||
| 2.74 | -15.54 | 0.0016 | 0.14 | 11.4% | 28.20Cr | +16.2L | 94.9L | +42.57% | 10.0 | 23,600 | 162.5 | -20.68% | 55.2L | +16.3L | 26.05Cr | 11.8% | -0.85 | 0.0016 | -16.79 | 2.85 | ||
| 1.75 | -9.93 | 0.0010 | 0.08 | 11.4% | 51.32Cr | +15.5L | 98.7L | +43.64% | 4.7 | 23,650 | 206.5 | -21.16% | 21.8L | +14.6L | 6.81Cr | 11.6% | -0.92 | 0.0010 | -10.58 | 1.83 | ||
| 0.99 | -5.63 | 0.0006 | 0.04 | 11.4% | 46.32Cr | +18.4L | 1.11Cr | +41.30% | 2.1 | 23,700 | 254.0 | -25.57% | 50.0L | +36.0L | 25.34Cr | 12.0% | -0.96 | 0.0006 | -6.88 | 1.16 | ||
| 0.50 | -2.86 | 0.0003 | 0.02 | 11.4% | 16.95Cr | +21.3L | 53.9L | +20.87% | 0.8 | 23,750 | 302.4 | -24.41% | 26.7L | +14.6L | 7.80Cr | 11.8% | -0.98 | 0.0003 | -3.36 | 0.58 | ||
| 0.23 | -1.31 | 0.0001 | 0.01 | 11.5% | 25.28Cr | -5.1L | 1.03Cr | +23.90% | 0.3 | 23,800 | 351.7 | -22.21% | 16.8L | -43K | 4.11Cr | 11.8% | -0.99 | 0.0002 | -1.54 | 0.27 | ||
| 0.10 | -0.55 | 0.0001 | 0.00 | 11.5% | 40.54Cr | +4.0L | 87.4L | +39.81% | 0.1 | 23,850 | 401.5 | -21.92% | 17.7L | +11.3L | 9.93Cr | 11.9% | -1.00 | 0.0001 | -0.64 | 0.12 | ||
| 0.04 | -0.21 | 0.0000 | 0.00 | 11.6% | 14.33Cr | +20.9L | 68.5L | +35.78% | 0.1 | 23,900 | 451.4 | -21.95% | 16.6L | +12.4L | 1.07Cr | 11.9% | -1.00 | 0.0000 | -0.20 | 0.05 | ||
Call OI buildup Put OI buildup At the money (ATM) strikeNIFTY 22 Sept expiry
Strike window
Crop the chain to a tight ±10 or a broad ±40 window around the spot price, or show every strike, to focus on the structure that matters.
OI bars & totals
Compare calls and puts side by side with proportional bars for Open Interest or Change in OI inside each row, plus PCR, Max Pain and total OI. Set an alert from the chain.
Analytics & Greeks
See where money is building, minute by minute
Open-interest analytics refresh every minute across 200 underlyings, with India VIX, PCR and Max Pain always in view.
Open Interest Change (OI Change)
Contracts written minus contracts closed, per strike, so far today
Call OI (bearish) Put OI (bullish)
Current view: End of day (15:30)
09:1511:0013:0015:0015:30 (EOD)
Auto refresh (1 min)
Deeper analytics
Walls, volatility and Greeks, decoded
Track the support and resistance walls, where today’s implied volatility sits in its own history, the volatility smile, ATM option Greeks, max pain and PCR through the day.
Resistance walls · highest call OI
23,500+86 points
| Strike | Call OI | Change | Call IV | Δ IV (1H) |
|---|---|---|---|---|
| 23,500 | 1.74Cr | -28.0L | 11.4% | +0.6% |
| 23,700 | 1.11Cr | +18.4L | 11.4% | +1.6% |
| 23,800 | 1.03Cr | -5.1L | 11.5% | +0.8% |
Support walls · highest put OI
23,400-14 points
| Strike | Put OI | Change | Put IV | Δ IV (1H) |
|---|---|---|---|---|
| 23,400 | 2.08Cr | +1.24Cr | 12.0% | +0.9% |
| 23,200 | 1.70Cr | +50.0L | 12.8% | +0.3% |
| 23,000 | 1.50Cr | +13.9L | 13.7% | +1.3% |
IV analytics
80of 100IV rank
86of 100IV percentile
Current IV11.6%Period high 12.2% · low 9.0%
IV skew · volatility smile
Put skew14%13%11%
ATM
22,90023,40023,900
CE IV PE IV
Greeks · ATM ±5 strikes · calls
| Strike | Delta (Δ) | Gamma (Γ) | Theta (Θ) | Vega | IV |
|---|---|---|---|---|---|
| 23,150 | 0.98 | 0.0004 | -4.1 | 0.7 | 12.3% |
| 23,200 | 0.95 | 0.0007 | -7.2 | 1.2 | 12.1% |
| 23,250 | 0.91 | 0.0011 | -11.5 | 1.9 | 12.0% |
| 23,300 | 0.85 | 0.0016 | -17.0 | 2.9 | 11.8% |
| 23,350 | 0.76 | 0.0022 | -22.5 | 3.9 | 11.7% |
| 23,400 | 0.63 | 0.0026 | -26.7 | 4.6 | 11.6% |
| 23,450 | 0.50 | 0.0028 | -28.1 | 4.9 | 11.5% |
| 23,500 | 0.36 | 0.0027 | -26.2 | 4.6 | 11.4% |
| 23,550 | 0.24 | 0.0022 | -21.5 | 3.8 | 11.4% |
| 23,600 | 0.14 | 0.0016 | -15.5 | 2.7 | 11.4% |
| 23,650 | 0.08 | 0.0010 | -9.9 | 1.7 | 11.4% |
Per share · Θ per calendar day · Vega per 1 vol point
Max pain chart
Max pain 23,50023,200
23,300
23,400
23,500
23,600
23,700
23,800
Payout to call buyers Payout to put buyers
PCR vs time
Now 1.271.301.120.93
09:1511:3013:3015:30
Avg PCR 1.12Day high 1.27Day low 0.96
04 · Option price calculator
Is this option cheap or expensive?
Evaluate an option’s premium against its theoretical fair value from the standard Black-76 model, with implied against realised volatility and the Greeks.
Is it a reasonable trade?
Overpriced₹85.23
Fair value of NIFTY 50 23,400 CE, from Black-76 at realised volatility.
Market divergence details
Market price₹90.80Divergence +6.54% (Overpriced)
Delta /* Rate of change vs underlying */0.6210
Gamma /* Acceleration of delta */0.00238
Theta /* Daily decay in ₹ */-30.33
Vega /* Change per 1 vol point */4.668
Demo calculator on sample market inputs. The product fills these from live data.
The Options toolkit
Build it. Replay it. Test it.
Three tools that work together inside the Options section of Stock Bazaar.
Build
Strategy Builder
Assemble a NIFTY options strategy from ready-made templates or leg by leg.
ReplaySimulator
Price a strategy on a chosen date and minute on NIFTY, BANKNIFTY or FINNIFTY.
TestBacktesting
Run rule-based strategies over 5 years (from 1 Apr 2021) of real expired option-chain minute data.
FAQ
Questions, answered
Three tools: the Option chain, Analytics & Greeks (OI change, open interest, multistrike OI, OI vs time, walls, IV analysis, IV skew, Greeks, max pain and PCR vs time) and the Option Price Calculator.
Analytics & Greeks refreshes every minute during the session, and you can refresh manually at any time.
Analytics & Greeks covers 200 underlyings.
Yes. Select up to three and their open interest is combined in the charts.
The strikes carrying the most put OI (support) and call OI (resistance), with their change in OI and how far they sit from spot.
Black-76 prices an option off the futures price, which suits index and stock options in India that settle against futures.
Every options insight, one tab away
Option chain, OI analytics, IV and Greeks, plus a Black-76 fair-value calculator.