Options Analysis

NIFTY Options

NIFTY 50 — —
OI PCR — Vol PCR —
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3 Strike Range Change in OI Analysis

Strike CALL OI Change PUT OI Change Change in Diff.

Difference = Put OI change − Call OI change

IndexLTPChange%

Option Chain

Strike Net OI Change Net OI Call Volume Put Volume

OI History

OI-Based Analytical Signal

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    Backtest

    OI signal vs later recorded NIFTY spot. Not a trade P&L.

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    Recorded
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    Directional
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    Hits
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    Hit rate
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    Avg Δ after bullish
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    Avg Δ after bearish
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    Time Spot PCR Signal Later spot Spot Δ Result