NIFTY ITD Option Chain Analysis
Expiry: 2026-01-06
Date: 2026-01-06
—
ATM Locked:
26250.0
@ 10:00
Current: 23842.65
Diff: -2407.35
±5 Strikes for IV
±16 Strikes for PCR
ATM Metrics
Live Data
ATM LTP
Spread: 0.05/71.10
71.10
100%
0%
0.05
ATM OI
Ratio: 35156/213481
35,156
14%
86%
213,481
ATM ΔOI
Trend:
-63,014
/
+60,364
-63,014
2378%
-2278%
60,364
ATM Volume
Today: 34,934,206
11,683,184
33%
67%
23,251,022
ATM IV
Skew: 6.14/3.17
6.14
68%
35%
3.17
ITM/OTM Analysis
ITM CE (3 strikes)
35536.30
Call Premium
ITM PE (3 strikes)
21953.90
Put Premium
OTM CE Sum (3 strikes)
1.90
Call Premium
OTM PE Sum (3 strikes)
23.55
Put Premium
Underlying vs ATM (26250.0)
LivePCR Analysis (ATM ±10 Strikes)
PCR: 0.91
Analysis Summary
Total IV (CE/PE)
/2137.91
Avg CE: 2170.59
Avg PE: 1978.54
PCR OI
0.909
Avg: 0.862
Range: 0.722-1.151
PCR COI
1.919
Avg: 0.722
PCR Volume
1.071
Avg: 1.035
Time Range
09:20 - 15:30
114 data points
Market Sentiment
Neutral
Balanced market