MIDCPNIFTY ITD Option Chain Analysis
Expiry: 2026-01-27
Date: 2026-01-27
—
ATM Locked:
13150.0
@ 10:00
Current: 13269.45
Diff: 119.45
±5 Strikes for IV
±16 Strikes for PCR
ATM Metrics
Live Data
ATM LTP
Spread: 0.05/12.50
12.50
104%
0%
0.05
ATM OI
Ratio: 5505/9678
5,505
36%
64%
9,678
ATM ΔOI
Trend:
+4,477
/
+7,503
4,477
37%
63%
7,503
ATM Volume
Today: 462,715
79,894
17%
83%
382,821
ATM IV
Skew: 6.69/0.45
6.69
112%
8%
0.45
ITM/OTM Analysis
ITM CE (3 strikes)
14784.90
Call Premium
ITM PE (3 strikes)
38846.30
Put Premium
OTM CE Sum (3 strikes)
6.85
Call Premium
OTM PE Sum (3 strikes)
2.50
Put Premium
Underlying vs ATM (13150.0)
LivePCR Analysis (ATM ±10 Strikes)
PCR: 0.75
Analysis Summary
Total IV (CE/PE)
/5619.15
Avg CE: 5546.41
Avg PE: 2928.34
PCR OI
0.747
Avg: 0.755
Range: 0.662-0.793
PCR COI
1.955
Avg: 1.236
PCR Volume
0.882
Avg: 0.996
Time Range
09:17 - 15:29
100 data points
Market Sentiment
Bearish
High call writing