NATURALGAS Open Interest Analysis

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PCR, max pain, ATM implied volatility and open interest by strike through the day, from option chains recorded every minute.

Symbol Day

Put-call ratio (OI)

ATM implied volatility

Spot

ATM straddle

Open interest by strike

Calls Puts Spot

Change in open interest today

Biggest changes today

Strike	Call OI	Call change	Put OI	Put change	Call LTP	Put LTP

Daily history

value at the last recorded minute of each day

Day	Spot	PCR	Max pain	ATM IV	ATM straddle

F&O stock OI

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Change in open interest from NSE (futures and options combined, versus the previous day); price change from live prices. Long build-up = price ↑ OI ↑ (new buyers) · Short build-up = price ↓ OI ↑ (new sellers) · Short covering = price ↑ OI ↓ · Long unwinding = price ↓ OI ↓.

PCR and max pain use the nearest expiry's strikes around the money that we record (±15). Information only, not investment advice. Live option chain → · Strategy builder →

Reading the NATURALGAS open interest charts

What is the NATURALGAS PCR?

The put-call ratio is the open interest of all NATURALGAS puts divided by all calls for the nearest expiry. Above 1 means more puts are open; traders often read rising put OI as support.

What is max pain for NATURALGAS?

The strike at which option buyers as a whole would lose the most at expiry, worked out from the open interest at every recorded strike.

What is IV rank?

Where today's at-the-money implied volatility sits among the daily values we have recorded: 90 means higher than on 90% of recorded days. It needs at least 20 days of recordings.