PCR, max pain, ATM implied volatility and open interest by strike through the day, from option chains recorded every 5 minutes (the next month about every hour).
Put-call ratio (OI)
ATM implied volatility
Spot
ATM straddle
Max pain through the day
Open interest by strike
Calls Puts Spot
Change in open interest today
Biggest changes today
sorted by the size of the change
Strike
What it means
Call OI
Call change
Put OI
Put change
Call LTP
Put LTP
Option writers (sellers) hold most open interest, so puts added below the price are read as support and calls added above it as resistance. Information only, not investment advice.
Daily history
value at the last recorded minute of each day
Day
Spot
PCR
Max pain
Spot vs max pain
ATM IV
ATM straddle
Under each value: the change from the day before. PCR, max pain, IV and the straddle belong to one expiry, so they are not compared across an expiry change.
F&O stock OI
…
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 (±5, every 5 minutes). Information only, not investment advice. Live option chain → · Strategy builder →
Reading the Yes Bank open interest charts
What is the Yes Bank PCR?
The put-call ratio is the open interest of all Yes Bank 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 Yes Bank?
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.
How often is Yes Bank's open interest updated?
Every 5 minutes during market hours for the current month (5 strikes either side of the price), and about every hour for the next month (3 strikes either side).